CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	1.6821	1.6852	0.0031	0.2%	1.6969
High	1.6859	1.6883	0.0024	0.1%	1.6995
Low	1.6808	1.6840	0.0032	0.2%	1.6805
Close	1.6847	1.6869	0.0022	0.1%	1.6825
Range	0.0051	0.0043	-0.0008	-15.7%	0.0190
ATR	0.0065	0.0063	-0.0002	-2.4%	0.0000
Volume	63,935	82,318	18,383	28.8%	456,097

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6993	1.6974	1.6893
R3	1.6950	1.6931	1.6881
R2	1.6907	1.6907	1.6877
R1	1.6888	1.6888	1.6873	1.6898
PP	1.6864	1.6864	1.6864	1.6869
S1	1.6845	1.6845	1.6865	1.6855
S2	1.6821	1.6821	1.6861
S3	1.6778	1.6802	1.6857
S4	1.6735	1.6759	1.6845

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7445	1.7325	1.6930
R3	1.7255	1.7135	1.6877
R2	1.7065	1.7065	1.6860
R1	1.6945	1.6945	1.6842	1.6910
PP	1.6875	1.6875	1.6875	1.6858
S1	1.6755	1.6755	1.6808	1.6720
S2	1.6685	1.6685	1.6790
S3	1.6495	1.6565	1.6773
S4	1.6305	1.6375	1.6721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6948	1.6805	0.0143	0.8%	0.0062	0.4%	45%	False	False	95,796
10	1.7088	1.6805	0.0283	1.7%	0.0060	0.4%	23%	False	False	87,350
20	1.7184	1.6805	0.0379	2.2%	0.0063	0.4%	17%	False	False	81,074
40	1.7184	1.6726	0.0458	2.7%	0.0069	0.4%	31%	False	False	86,448
60	1.7184	1.6680	0.0504	3.0%	0.0068	0.4%	38%	False	False	58,683
80	1.7184	1.6665	0.0519	3.1%	0.0065	0.4%	39%	False	False	44,067
100	1.7184	1.6448	0.0736	4.4%	0.0064	0.4%	57%	False	False	35,272
120	1.7184	1.6448	0.0736	4.4%	0.0055	0.3%	57%	False	False	29,394

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.7066
2.618	1.6996
1.618	1.6953
1.000	1.6926
0.618	1.6910
HIGH	1.6883
0.618	1.6867
0.500	1.6862
0.382	1.6856
LOW	1.6840
0.618	1.6813
1.000	1.6797
1.618	1.6770
2.618	1.6727
4.250	1.6657

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	1.6867	1.6861
PP	1.6864	1.6853
S1	1.6862	1.6846

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

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