CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	1.6667	1.6690	0.0023	0.1%	1.6765
High	1.6683	1.6719	0.0036	0.2%	1.6824
Low	1.6663	1.6690	0.0027	0.2%	1.6642
Close	1.6679	1.6709	0.0030	0.2%	1.6679
Range	0.0020	0.0029	0.0009	45.0%	0.0182
ATR	0.0053	0.0052	-0.0001	-1.7%	0.0000
Volume	426	193	-233	-54.7%	2,050

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6793	1.6780	1.6725
R3	1.6764	1.6751	1.6717
R2	1.6735	1.6735	1.6714
R1	1.6722	1.6722	1.6712	1.6729
PP	1.6706	1.6706	1.6706	1.6709
S1	1.6693	1.6693	1.6706	1.6700
S2	1.6677	1.6677	1.6704
S3	1.6648	1.6664	1.6701
S4	1.6619	1.6635	1.6693

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7261	1.7152	1.6779
R3	1.7079	1.6970	1.6729
R2	1.6897	1.6897	1.6712
R1	1.6788	1.6788	1.6696	1.6752
PP	1.6715	1.6715	1.6715	1.6697
S1	1.6606	1.6606	1.6662	1.6570
S2	1.6533	1.6533	1.6646
S3	1.6351	1.6424	1.6629
S4	1.6169	1.6242	1.6579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6824	1.6642	0.0182	1.1%	0.0059	0.4%	37%	False	False	328
10	1.6866	1.6642	0.0224	1.3%	0.0049	0.3%	30%	False	False	333
20	1.7066	1.6642	0.0424	2.5%	0.0049	0.3%	16%	False	False	310
40	1.7165	1.6642	0.0523	3.1%	0.0051	0.3%	13%	False	False	239
60	1.7165	1.6642	0.0523	3.1%	0.0043	0.3%	13%	False	False	175
80	1.7165	1.6642	0.0523	3.1%	0.0035	0.2%	13%	False	False	132
100	1.7165	1.6544	0.0621	3.7%	0.0030	0.2%	27%	False	False	109
120	1.7165	1.6459	0.0706	4.2%	0.0026	0.2%	35%	False	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6842
2.618	1.6795
1.618	1.6766
1.000	1.6748
0.618	1.6737
HIGH	1.6719
0.618	1.6708
0.500	1.6705
0.382	1.6701
LOW	1.6690
0.618	1.6672
1.000	1.6661
1.618	1.6643
2.618	1.6614
4.250	1.6567

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	1.6708	1.6700
PP	1.6706	1.6690
S1	1.6705	1.6681

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

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