CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	1.6860	1.6837	-0.0023	-0.1%	1.6954
High	1.6860	1.6837	-0.0023	-0.1%	1.6976
Low	1.6806	1.6806	0.0000	0.0%	1.6796
Close	1.6824	1.6813	-0.0011	-0.1%	1.6809
Range	0.0054	0.0031	-0.0023	-42.6%	0.0180
ATR	0.0052	0.0050	-0.0001	-2.9%	0.0000
Volume	538	222	-316	-58.7%	1,244

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6912	1.6893	1.6830
R3	1.6881	1.6862	1.6822
R2	1.6850	1.6850	1.6819
R1	1.6831	1.6831	1.6816	1.6825
PP	1.6819	1.6819	1.6819	1.6816
S1	1.6800	1.6800	1.6810	1.6794
S2	1.6788	1.6788	1.6807
S3	1.6757	1.6769	1.6804
S4	1.6726	1.6738	1.6796

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7400	1.7285	1.6908
R3	1.7220	1.7105	1.6859
R2	1.7040	1.7040	1.6842
R1	1.6925	1.6925	1.6826	1.6893
PP	1.6860	1.6860	1.6860	1.6844
S1	1.6745	1.6745	1.6793	1.6713
S2	1.6680	1.6680	1.6776
S3	1.6500	1.6565	1.6760
S4	1.6320	1.6385	1.6710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6866	1.6794	0.0072	0.4%	0.0046	0.3%	26%	False	False	387
10	1.6976	1.6794	0.0182	1.1%	0.0045	0.3%	10%	False	False	346
20	1.7165	1.6794	0.0371	2.2%	0.0049	0.3%	5%	False	False	242
40	1.7165	1.6794	0.0371	2.2%	0.0050	0.3%	5%	False	False	197
60	1.7165	1.6681	0.0484	2.9%	0.0039	0.2%	27%	False	False	135
80	1.7165	1.6681	0.0484	2.9%	0.0030	0.2%	27%	False	False	102
100	1.7165	1.6459	0.0706	4.2%	0.0027	0.2%	50%	False	False	84
120	1.7165	1.6459	0.0706	4.2%	0.0023	0.1%	50%	False	False	71

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0004
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.6969
2.618	1.6918
1.618	1.6887
1.000	1.6868
0.618	1.6856
HIGH	1.6837
0.618	1.6825
0.500	1.6822
0.382	1.6818
LOW	1.6806
0.618	1.6787
1.000	1.6775
1.618	1.6756
2.618	1.6725
4.250	1.6674

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	1.6822	1.6836
PP	1.6819	1.6828
S1	1.6816	1.6821

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

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