CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	1.6706	1.6734	0.0028	0.2%	1.6820
High	1.6762	1.6750	-0.0012	-0.1%	1.6866
Low	1.6706	1.6713	0.0007	0.0%	1.6680
Close	1.6750	1.6732	-0.0018	-0.1%	1.6750
Range	0.0056	0.0037	-0.0019	-33.9%	0.0186
ATR	0.0067	0.0064	-0.0002	-3.2%	0.0000
Volume	2,770	5,979	3,209	115.8%	6,042

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6843	1.6824	1.6752
R3	1.6806	1.6787	1.6742
R2	1.6769	1.6769	1.6739
R1	1.6750	1.6750	1.6735	1.6741
PP	1.6732	1.6732	1.6732	1.6727
S1	1.6713	1.6713	1.6729	1.6704
S2	1.6695	1.6695	1.6725
S3	1.6658	1.6676	1.6722
S4	1.6621	1.6639	1.6712

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7323	1.7223	1.6852
R3	1.7137	1.7037	1.6801
R2	1.6951	1.6951	1.6784
R1	1.6851	1.6851	1.6767	1.6808
PP	1.6765	1.6765	1.6765	1.6744
S1	1.6665	1.6665	1.6733	1.6622
S2	1.6579	1.6579	1.6716
S3	1.6393	1.6479	1.6699
S4	1.6207	1.6293	1.6648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6866	1.6680	0.0186	1.1%	0.0070	0.4%	28%	False	False	2,404
10	1.6905	1.6680	0.0225	1.3%	0.0064	0.4%	23%	False	False	1,394
20	1.6978	1.6680	0.0298	1.8%	0.0066	0.4%	17%	False	False	891
40	1.6978	1.6550	0.0428	2.6%	0.0061	0.4%	43%	False	False	542
60	1.6978	1.6448	0.0530	3.2%	0.0056	0.3%	54%	False	False	380
80	1.6978	1.6241	0.0737	4.4%	0.0045	0.3%	67%	False	False	286
100	1.6978	1.6241	0.0737	4.4%	0.0036	0.2%	67%	False	False	230
120	1.6978	1.6230	0.0748	4.5%	0.0030	0.2%	67%	False	False	192

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6907
2.618	1.6847
1.618	1.6810
1.000	1.6787
0.618	1.6773
HIGH	1.6750
0.618	1.6736
0.500	1.6732
0.382	1.6727
LOW	1.6713
0.618	1.6690
1.000	1.6676
1.618	1.6653
2.618	1.6616
4.250	1.6556

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	1.6732	1.6728
PP	1.6732	1.6725
S1	1.6732	1.6721

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

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