CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	1.6577	1.6454	-0.0123	-0.7%	1.6539
High	1.6629	1.6482	-0.0147	-0.9%	1.6598
Low	1.6453	1.6426	-0.0027	-0.2%	1.6484
Close	1.6459	1.6440	-0.0019	-0.1%	1.6547
Range	0.0176	0.0056	-0.0120	-68.2%	0.0114
ATR	0.0065	0.0064	-0.0001	-1.0%	0.0000
Volume	3,771	7,124	3,353	88.9%	5,213

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6617	1.6585	1.6471
R3	1.6561	1.6529	1.6455
R2	1.6505	1.6505	1.6450
R1	1.6473	1.6473	1.6445	1.6461
PP	1.6449	1.6449	1.6449	1.6444
S1	1.6417	1.6417	1.6435	1.6405
S2	1.6393	1.6393	1.6430
S3	1.6337	1.6361	1.6425
S4	1.6281	1.6305	1.6409

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	1.6629	1.6426	0.0203	1.2%	0.0078	0.5%	7%	False	True	2,896
10	1.6675	1.6426	0.0249	1.5%	0.0069	0.4%	6%	False	True	1,914
20	1.6860	1.6426	0.0434	2.6%	0.0063	0.4%	3%	False	True	1,129
40	1.7165	1.6426	0.0739	4.5%	0.0057	0.3%	2%	False	True	672
60	1.7165	1.6426	0.0739	4.5%	0.0054	0.3%	2%	False	True	495
80	1.7165	1.6426	0.0739	4.5%	0.0045	0.3%	2%	False	True	374
100	1.7165	1.6426	0.0739	4.5%	0.0036	0.2%	2%	False	True	300
120	1.7165	1.6426	0.0739	4.5%	0.0032	0.2%	2%	False	True	252

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6720
2.618	1.6629
1.618	1.6573
1.000	1.6538
0.618	1.6517
HIGH	1.6482
0.618	1.6461
0.500	1.6454
0.382	1.6447
LOW	1.6426
0.618	1.6391
1.000	1.6370
1.618	1.6335
2.618	1.6279
4.250	1.6188

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	1.6454	1.6528
PP	1.6449	1.6498
S1	1.6445	1.6469

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

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