CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	1.6561	1.6578	0.0017	0.1%	1.6539
High	1.6598	1.6598	0.0000	0.0%	1.6598
Low	1.6554	1.6547	-0.0007	0.0%	1.6484
Close	1.6570	1.6547	-0.0023	-0.1%	1.6547
Range	0.0044	0.0051	0.0007	15.9%	0.0114
ATR	0.0057	0.0057	0.0000	-0.7%	0.0000
Volume	551	2,505	1,954	354.6%	5,213

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6717	1.6683	1.6575
R3	1.6666	1.6632	1.6561
R2	1.6615	1.6615	1.6556
R1	1.6581	1.6581	1.6552	1.6573
PP	1.6564	1.6564	1.6564	1.6560
S1	1.6530	1.6530	1.6542	1.6522
S2	1.6513	1.6513	1.6538
S3	1.6462	1.6479	1.6533
S4	1.6411	1.6428	1.6519

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6885	1.6830	1.6610
R3	1.6771	1.6716	1.6578
R2	1.6657	1.6657	1.6568
R1	1.6602	1.6602	1.6557	1.6630
PP	1.6543	1.6543	1.6543	1.6557
S1	1.6488	1.6488	1.6537	1.6516
S2	1.6429	1.6429	1.6526
S3	1.6315	1.6374	1.6516
S4	1.6201	1.6260	1.6484

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%	0.0059	0.4%	55%	True	False	1,042
10	1.6719	1.6484	0.0235	1.4%	0.0060	0.4%	27%	False	False	870
20	1.6866	1.6484	0.0382	2.3%	0.0055	0.3%	16%	False	False	629
40	1.7165	1.6484	0.0681	4.1%	0.0053	0.3%	9%	False	False	409
60	1.7165	1.6484	0.0681	4.1%	0.0051	0.3%	9%	False	False	314
80	1.7165	1.6484	0.0681	4.1%	0.0042	0.3%	9%	False	False	238
100	1.7165	1.6484	0.0681	4.1%	0.0034	0.2%	9%	False	False	193
120	1.7165	1.6459	0.0706	4.3%	0.0030	0.2%	12%	False	False	162

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6815
2.618	1.6732
1.618	1.6681
1.000	1.6649
0.618	1.6630
HIGH	1.6598
0.618	1.6579
0.500	1.6573
0.382	1.6566
LOW	1.6547
0.618	1.6515
1.000	1.6496
1.618	1.6464
2.618	1.6413
4.250	1.6330

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	1.6573	1.6563
PP	1.6564	1.6557
S1	1.6556	1.6552

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

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