CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	1.6111	1.6061	-0.0050	-0.3%	1.5955
High	1.6126	1.6118	-0.0008	0.0%	1.6218
Low	1.6000	1.6041	0.0041	0.3%	1.5944
Close	1.6045	1.6050	0.0005	0.0%	1.6045
Range	0.0126	0.0077	-0.0049	-38.9%	0.0274
ATR	0.0116	0.0113	-0.0003	-2.4%	0.0000
Volume	89,808	69,972	-19,836	-22.1%	514,945

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6301	1.6252	1.6092
R3	1.6224	1.6175	1.6071
R2	1.6147	1.6147	1.6064
R1	1.6098	1.6098	1.6057	1.6084
PP	1.6070	1.6070	1.6070	1.6063
S1	1.6021	1.6021	1.6043	1.6007
S2	1.5993	1.5993	1.6036
S3	1.5916	1.5944	1.6029
S4	1.5839	1.5867	1.6008

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6891	1.6742	1.6196
R3	1.6617	1.6468	1.6120
R2	1.6343	1.6343	1.6095
R1	1.6194	1.6194	1.6070	1.6269
PP	1.6069	1.6069	1.6069	1.6106
S1	1.5920	1.5920	1.6020	1.5995
S2	1.5795	1.5795	1.5995
S3	1.5521	1.5646	1.5970
S4	1.5247	1.5372	1.5894

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6218	1.6000	0.0218	1.4%	0.0116	0.7%	23%	False	False	99,226
10	1.6277	1.5941	0.0336	2.1%	0.0129	0.8%	32%	False	False	105,361
20	1.6515	1.5941	0.0574	3.6%	0.0123	0.8%	19%	False	False	114,426
40	1.6719	1.5941	0.0778	4.8%	0.0102	0.6%	14%	False	False	69,383
60	1.7070	1.5941	0.1129	7.0%	0.0085	0.5%	10%	False	False	46,361
80	1.7165	1.5941	0.1224	7.6%	0.0077	0.5%	9%	False	False	34,810
100	1.7165	1.5941	0.1224	7.6%	0.0067	0.4%	9%	False	False	27,856
120	1.7165	1.5941	0.1224	7.6%	0.0057	0.4%	9%	False	False	23,214

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6445
2.618	1.6320
1.618	1.6243
1.000	1.6195
0.618	1.6166
HIGH	1.6118
0.618	1.6089
0.500	1.6080
0.382	1.6070
LOW	1.6041
0.618	1.5993
1.000	1.5964
1.618	1.5916
2.618	1.5839
4.250	1.5714

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	1.6080	1.6109
PP	1.6070	1.6089
S1	1.6060	1.6070

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

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