CME British Pound Future September 2014

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

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	1.6587	1.6586	-0.0001	0.0%	1.6549
High	1.6612	1.6643	0.0031	0.2%	1.6612
Low	1.6560	1.6466	-0.0094	-0.6%	1.6534
Close	1.6561	1.6472	-0.0089	-0.5%	1.6561
Range	0.0052	0.0177	0.0125	240.4%	0.0078
ATR	0.0060	0.0068	0.0008	14.0%	0.0000
Volume	87,367	151,953	64,586	73.9%	364,880

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7058	1.6942	1.6569
R3	1.6881	1.6765	1.6521
R2	1.6704	1.6704	1.6504
R1	1.6588	1.6588	1.6488	1.6558
PP	1.6527	1.6527	1.6527	1.6512
S1	1.6411	1.6411	1.6456	1.6381
S2	1.6350	1.6350	1.6440
S3	1.6173	1.6234	1.6423
S4	1.5996	1.6057	1.6375

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6803	1.6760	1.6604
R3	1.6725	1.6682	1.6582
R2	1.6647	1.6647	1.6575
R1	1.6604	1.6604	1.6568	1.6626
PP	1.6569	1.6569	1.6569	1.6580
S1	1.6526	1.6526	1.6554	1.6548
S2	1.6491	1.6491	1.6547
S3	1.6413	1.6448	1.6540
S4	1.6335	1.6370	1.6518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6643	1.6466	0.0177	1.1%	0.0081	0.5%	3%	True	True	94,895
10	1.6725	1.6466	0.0259	1.6%	0.0073	0.4%	2%	False	True	88,171
20	1.6883	1.6466	0.0417	2.5%	0.0065	0.4%	1%	False	True	86,160
40	1.7184	1.6466	0.0718	4.4%	0.0065	0.4%	1%	False	True	83,260
60	1.7184	1.6466	0.0718	4.4%	0.0067	0.4%	1%	False	True	85,475
80	1.7184	1.6466	0.0718	4.4%	0.0068	0.4%	1%	False	True	64,527
100	1.7184	1.6466	0.0718	4.4%	0.0065	0.4%	1%	False	True	51,666
120	1.7184	1.6448	0.0736	4.5%	0.0064	0.4%	3%	False	False	43,068

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 215 trading days

Fibonacci Retracements and Extensions
4.250	1.7395
2.618	1.7106
1.618	1.6929
1.000	1.6820
0.618	1.6752
HIGH	1.6643
0.618	1.6575
0.500	1.6555
0.382	1.6534
LOW	1.6466
0.618	1.6357
1.000	1.6289
1.618	1.6180
2.618	1.6003
4.250	1.5714

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	1.6555	1.6555
PP	1.6527	1.6527
S1	1.6500	1.6500

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

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