CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	1.6781	1.6763	-0.0018	-0.1%	1.6766
High	1.6809	1.6839	0.0030	0.2%	1.6818
Low	1.6773	1.6760	-0.0013	-0.1%	1.6745
Close	1.6782	1.6794	0.0012	0.1%	1.6782
Range	0.0036	0.0079	0.0043	119.4%	0.0073
ATR	0.0056	0.0057	0.0002	3.0%	0.0000
Volume	96	364	268	279.2%	768

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7035	1.6993	1.6837
R3	1.6956	1.6914	1.6816
R2	1.6877	1.6877	1.6808
R1	1.6835	1.6835	1.6801	1.6856
PP	1.6798	1.6798	1.6798	1.6808
S1	1.6756	1.6756	1.6787	1.6777
S2	1.6719	1.6719	1.6780
S3	1.6640	1.6677	1.6772
S4	1.6561	1.6598	1.6751

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7001	1.6964	1.6822
R3	1.6928	1.6891	1.6802
R2	1.6855	1.6855	1.6795
R1	1.6818	1.6818	1.6789	1.6837
PP	1.6782	1.6782	1.6782	1.6791
S1	1.6745	1.6745	1.6775	1.6764
S2	1.6709	1.6709	1.6769
S3	1.6636	1.6672	1.6762
S4	1.6563	1.6599	1.6742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6839	1.6745	0.0094	0.6%	0.0054	0.3%	52%	True	False	213
10	1.6839	1.6665	0.0174	1.0%	0.0049	0.3%	74%	True	False	163
20	1.6839	1.6550	0.0289	1.7%	0.0055	0.3%	84%	True	False	148
40	1.6839	1.6448	0.0391	2.3%	0.0050	0.3%	88%	True	False	96
60	1.6839	1.6241	0.0598	3.6%	0.0034	0.2%	92%	True	False	65
80	1.6839	1.6241	0.0598	3.6%	0.0026	0.2%	92%	True	False	50
100	1.6839	1.6230	0.0609	3.6%	0.0021	0.1%	93%	True	False	40
120	1.6839	1.5851	0.0988	5.9%	0.0018	0.1%	95%	True	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.7175
2.618	1.7046
1.618	1.6967
1.000	1.6918
0.618	1.6888
HIGH	1.6839
0.618	1.6809
0.500	1.6800
0.382	1.6790
LOW	1.6760
0.618	1.6711
1.000	1.6681
1.618	1.6632
2.618	1.6553
4.250	1.6424

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	1.6800	1.6794
PP	1.6798	1.6794
S1	1.6796	1.6794

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These figures are updated between 7pm and 10pm EST after a trading day.

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