CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	1.6791	1.6765	-0.0026	-0.2%	1.6799
High	1.6808	1.6771	-0.0037	-0.2%	1.6866
Low	1.6747	1.6757	0.0010	0.1%	1.6747
Close	1.6755	1.6766	0.0011	0.1%	1.6755
Range	0.0061	0.0014	-0.0047	-77.0%	0.0119
ATR	0.0051	0.0049	-0.0003	-4.9%	0.0000
Volume	185	600	415	224.3%	1,835

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6807	1.6800	1.6774
R3	1.6793	1.6786	1.6770
R2	1.6779	1.6779	1.6769
R1	1.6772	1.6772	1.6767	1.6776
PP	1.6765	1.6765	1.6765	1.6766
S1	1.6758	1.6758	1.6765	1.6762
S2	1.6751	1.6751	1.6763
S3	1.6737	1.6744	1.6762
S4	1.6723	1.6730	1.6758

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7146	1.7070	1.6820
R3	1.7027	1.6951	1.6788
R2	1.6908	1.6908	1.6777
R1	1.6832	1.6832	1.6766	1.6811
PP	1.6789	1.6789	1.6789	1.6779
S1	1.6713	1.6713	1.6744	1.6692
S2	1.6670	1.6670	1.6733
S3	1.6551	1.6594	1.6722
S4	1.6432	1.6475	1.6690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6866	1.6747	0.0119	0.7%	0.0040	0.2%	16%	False	False	337
10	1.6966	1.6747	0.0219	1.3%	0.0047	0.3%	9%	False	False	361
20	1.7165	1.6747	0.0418	2.5%	0.0048	0.3%	5%	False	False	266
40	1.7165	1.6747	0.0418	2.5%	0.0049	0.3%	5%	False	False	212
60	1.7165	1.6681	0.0484	2.9%	0.0039	0.2%	18%	False	False	148
80	1.7165	1.6681	0.0484	2.9%	0.0031	0.2%	18%	False	False	112
100	1.7165	1.6459	0.0706	4.2%	0.0027	0.2%	43%	False	False	92
120	1.7165	1.6459	0.0706	4.2%	0.0023	0.1%	43%	False	False	77

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.6831
2.618	1.6808
1.618	1.6794
1.000	1.6785
0.618	1.6780
HIGH	1.6771
0.618	1.6766
0.500	1.6764
0.382	1.6762
LOW	1.6757
0.618	1.6748
1.000	1.6743
1.618	1.6734
2.618	1.6720
4.250	1.6698

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	1.6765	1.6792
PP	1.6765	1.6783
S1	1.6764	1.6775

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

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