CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	1.6754	1.6783	0.0029	0.2%	1.6799
High	1.6795	1.6824	0.0029	0.2%	1.6866
Low	1.6742	1.6667	-0.0075	-0.4%	1.6747
Close	1.6792	1.6669	-0.0123	-0.7%	1.6755
Range	0.0053	0.0157	0.0104	196.2%	0.0119
ATR	0.0049	0.0057	0.0008	15.7%	0.0000
Volume	152	229	77	50.7%	1,835

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7191	1.7087	1.6755
R3	1.7034	1.6930	1.6712
R2	1.6877	1.6877	1.6698
R1	1.6773	1.6773	1.6683	1.6747
PP	1.6720	1.6720	1.6720	1.6707
S1	1.6616	1.6616	1.6655	1.6590
S2	1.6563	1.6563	1.6640
S3	1.6406	1.6459	1.6626
S4	1.6249	1.6302	1.6583

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	1.6837	1.6667	0.0170	1.0%	0.0063	0.4%	1%	False	True	277
10	1.6897	1.6667	0.0230	1.4%	0.0058	0.3%	1%	False	True	372
20	1.7093	1.6667	0.0426	2.6%	0.0051	0.3%	0%	False	True	268
40	1.7165	1.6667	0.0498	3.0%	0.0054	0.3%	0%	False	True	215
60	1.7165	1.6667	0.0498	3.0%	0.0042	0.3%	0%	False	True	154
80	1.7165	1.6667	0.0498	3.0%	0.0034	0.2%	0%	False	True	116
100	1.7165	1.6459	0.0706	4.2%	0.0029	0.2%	30%	False	False	96
120	1.7165	1.6459	0.0706	4.2%	0.0025	0.1%	30%	False	False	81

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	0.0010
Widest range in 138 trading days

Fibonacci Retracements and Extensions
4.250	1.7491
2.618	1.7235
1.618	1.7078
1.000	1.6981
0.618	1.6921
HIGH	1.6824
0.618	1.6764
0.500	1.6746
0.382	1.6727
LOW	1.6667
0.618	1.6570
1.000	1.6510
1.618	1.6413
2.618	1.6256
4.250	1.6000

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	1.6746	1.6746
PP	1.6720	1.6720
S1	1.6695	1.6695

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

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