CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	1.6804	1.6683	-0.0121	-0.7%	1.6821
High	1.6842	1.6693	-0.0149	-0.9%	1.6883
Low	1.6681	1.6653	-0.0028	-0.2%	1.6761
Close	1.6683	1.6681	-0.0002	0.0%	1.6770
Range	0.0161	0.0040	-0.0121	-75.2%	0.0122
ATR	0.0067	0.0065	-0.0002	-2.8%	0.0000
Volume	161,992	80,980	-81,012	-50.0%	410,430

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6796	1.6778	1.6703
R3	1.6756	1.6738	1.6692
R2	1.6716	1.6716	1.6688
R1	1.6698	1.6698	1.6685	1.6687
PP	1.6676	1.6676	1.6676	1.6670
S1	1.6658	1.6658	1.6677	1.6647
S2	1.6636	1.6636	1.6674
S3	1.6596	1.6618	1.6670
S4	1.6556	1.6578	1.6659

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7171	1.7092	1.6837
R3	1.7049	1.6970	1.6804
R2	1.6927	1.6927	1.6792
R1	1.6848	1.6848	1.6781	1.6827
PP	1.6805	1.6805	1.6805	1.6794
S1	1.6726	1.6726	1.6759	1.6705
S2	1.6683	1.6683	1.6748
S3	1.6561	1.6604	1.6736
S4	1.6439	1.6482	1.6703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6842	1.6653	0.0189	1.1%	0.0071	0.4%	15%	False	True	93,086
10	1.6886	1.6653	0.0233	1.4%	0.0063	0.4%	12%	False	True	90,774
20	1.7110	1.6653	0.0457	2.7%	0.0061	0.4%	6%	False	True	85,738
40	1.7184	1.6653	0.0531	3.2%	0.0064	0.4%	5%	False	True	83,304
60	1.7184	1.6653	0.0531	3.2%	0.0068	0.4%	5%	False	True	69,098
80	1.7184	1.6653	0.0531	3.2%	0.0066	0.4%	5%	False	True	51,910
100	1.7184	1.6472	0.0712	4.3%	0.0065	0.4%	29%	False	False	41,551
120	1.7184	1.6448	0.0736	4.4%	0.0059	0.4%	32%	False	False	34,630

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6863
2.618	1.6798
1.618	1.6758
1.000	1.6733
0.618	1.6718
HIGH	1.6693
0.618	1.6678
0.500	1.6673
0.382	1.6668
LOW	1.6653
0.618	1.6628
1.000	1.6613
1.618	1.6588
2.618	1.6548
4.250	1.6483

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	1.6678	1.6748
PP	1.6676	1.6725
S1	1.6673	1.6703

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

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