CME British Pound Future December 2014

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

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	1.6308	1.6229	-0.0079	-0.5%	1.6281
High	1.6323	1.6264	-0.0059	-0.4%	1.6404
Low	1.6227	1.6203	-0.0024	-0.1%	1.6227
Close	1.6241	1.6240	-0.0001	0.0%	1.6241
Range	0.0096	0.0061	-0.0035	-36.5%	0.0177
ATR	0.0101	0.0098	-0.0003	-2.8%	0.0000
Volume	87,488	80,931	-6,557	-7.5%	505,624

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6419	1.6390	1.6274
R3	1.6358	1.6329	1.6257
R2	1.6297	1.6297	1.6251
R1	1.6268	1.6268	1.6246	1.6283
PP	1.6236	1.6236	1.6236	1.6243
S1	1.6207	1.6207	1.6234	1.6222
S2	1.6175	1.6175	1.6229
S3	1.6114	1.6146	1.6223
S4	1.6053	1.6085	1.6206

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6822	1.6708	1.6338
R3	1.6645	1.6531	1.6290
R2	1.6468	1.6468	1.6273
R1	1.6354	1.6354	1.6257	1.6323
PP	1.6291	1.6291	1.6291	1.6275
S1	1.6177	1.6177	1.6225	1.6146
S2	1.6114	1.6114	1.6209
S3	1.5937	1.6000	1.6192
S4	1.5760	1.5823	1.6144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6404	1.6203	0.0201	1.2%	0.0084	0.5%	18%	False	True	100,109
10	1.6515	1.6150	0.0365	2.2%	0.0117	0.7%	25%	False	False	123,492
20	1.6629	1.6039	0.0590	3.6%	0.0110	0.7%	34%	False	False	85,650
40	1.6866	1.6039	0.0827	5.1%	0.0083	0.5%	24%	False	False	43,139
60	1.7165	1.6039	0.1126	6.9%	0.0072	0.4%	18%	False	False	28,823
80	1.7165	1.6039	0.1126	6.9%	0.0066	0.4%	18%	False	False	21,648
100	1.7165	1.6039	0.1126	6.9%	0.0055	0.3%	18%	False	False	17,320
120	1.7165	1.6039	0.1126	6.9%	0.0047	0.3%	18%	False	False	14,436

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0031
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6523
2.618	1.6424
1.618	1.6363
1.000	1.6325
0.618	1.6302
HIGH	1.6264
0.618	1.6241
0.500	1.6234
0.382	1.6226
LOW	1.6203
0.618	1.6165
1.000	1.6142
1.618	1.6104
2.618	1.6043
4.250	1.5944

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	1.6238	1.6267
PP	1.6236	1.6258
S1	1.6234	1.6249

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

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