CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	1.6527	1.6561	0.0034	0.2%	1.6690
High	1.6589	1.6598	0.0009	0.1%	1.6719
Low	1.6527	1.6554	0.0027	0.2%	1.6546
Close	1.6565	1.6570	0.0005	0.0%	1.6560
Range	0.0062	0.0044	-0.0018	-29.0%	0.0173
ATR	0.0058	0.0057	-0.0001	-1.7%	0.0000
Volume	533	551	18	3.4%	3,496

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6706	1.6682	1.6594
R3	1.6662	1.6638	1.6582
R2	1.6618	1.6618	1.6578
R1	1.6594	1.6594	1.6574	1.6606
PP	1.6574	1.6574	1.6574	1.6580
S1	1.6550	1.6550	1.6566	1.6562
S2	1.6530	1.6530	1.6562
S3	1.6486	1.6506	1.6558
S4	1.6442	1.6462	1.6546

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7127	1.7017	1.6655
R3	1.6954	1.6844	1.6608
R2	1.6781	1.6781	1.6592
R1	1.6671	1.6671	1.6576	1.6640
PP	1.6608	1.6608	1.6608	1.6593
S1	1.6498	1.6498	1.6544	1.6467
S2	1.6435	1.6435	1.6528
S3	1.6262	1.6325	1.6512
S4	1.6089	1.6152	1.6465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6598	1.6484	0.0114	0.7%	0.0055	0.3%	75%	True	False	719
10	1.6719	1.6484	0.0235	1.4%	0.0057	0.3%	37%	False	False	663
20	1.6866	1.6484	0.0382	2.3%	0.0056	0.3%	23%	False	False	518
40	1.7165	1.6484	0.0681	4.1%	0.0054	0.3%	13%	False	False	360
60	1.7165	1.6484	0.0681	4.1%	0.0051	0.3%	13%	False	False	275
80	1.7165	1.6484	0.0681	4.1%	0.0041	0.2%	13%	False	False	207
100	1.7165	1.6484	0.0681	4.1%	0.0035	0.2%	13%	False	False	168
120	1.7165	1.6459	0.0706	4.3%	0.0030	0.2%	16%	False	False	141

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6785
2.618	1.6713
1.618	1.6669
1.000	1.6642
0.618	1.6625
HIGH	1.6598
0.618	1.6581
0.500	1.6576
0.382	1.6571
LOW	1.6554
0.618	1.6527
1.000	1.6510
1.618	1.6483
2.618	1.6439
4.250	1.6367

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	1.6576	1.6560
PP	1.6574	1.6551
S1	1.6572	1.6541

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

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