CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	1.6022	1.6078	0.0056	0.3%	1.6086
High	1.6092	1.6141	0.0049	0.3%	1.6178
Low	1.6004	1.6077	0.0073	0.5%	1.5988
Close	1.6070	1.6122	0.0052	0.3%	1.6070
Range	0.0088	0.0064	-0.0024	-27.3%	0.0190
ATR	0.0114	0.0111	-0.0003	-2.7%	0.0000
Volume	68,776	51,404	-17,372	-25.3%	359,355

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6305	1.6278	1.6157
R3	1.6241	1.6214	1.6140
R2	1.6177	1.6177	1.6134
R1	1.6150	1.6150	1.6128	1.6164
PP	1.6113	1.6113	1.6113	1.6120
S1	1.6086	1.6086	1.6116	1.6100
S2	1.6049	1.6049	1.6110
S3	1.5985	1.6022	1.6104
S4	1.5921	1.5958	1.6087

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6649	1.6549	1.6175
R3	1.6459	1.6359	1.6122
R2	1.6269	1.6269	1.6105
R1	1.6169	1.6169	1.6087	1.6124
PP	1.6079	1.6079	1.6079	1.6056
S1	1.5979	1.5979	1.6053	1.5934
S2	1.5889	1.5889	1.6035
S3	1.5699	1.5789	1.6018
S4	1.5509	1.5599	1.5966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6178	1.5988	0.0190	1.2%	0.0083	0.5%	71%	False	False	69,576
10	1.6178	1.5866	0.0312	1.9%	0.0115	0.7%	82%	False	False	100,791
20	1.6277	1.5866	0.0411	2.5%	0.0122	0.8%	62%	False	False	103,076
40	1.6629	1.5866	0.0763	4.7%	0.0116	0.7%	34%	False	False	94,363
60	1.6866	1.5866	0.1000	6.2%	0.0096	0.6%	26%	False	False	63,118
80	1.7165	1.5866	0.1299	8.1%	0.0085	0.5%	20%	False	False	47,386
100	1.7165	1.5866	0.1299	8.1%	0.0077	0.5%	20%	False	False	37,933
120	1.7165	1.5866	0.1299	8.1%	0.0066	0.4%	20%	False	False	31,613

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	0.0024
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.6413
2.618	1.6309
1.618	1.6245
1.000	1.6205
0.618	1.6181
HIGH	1.6141
0.618	1.6117
0.500	1.6109
0.382	1.6101
LOW	1.6077
0.618	1.6037
1.000	1.6013
1.618	1.5973
2.618	1.5909
4.250	1.5805

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	1.6118	1.6103
PP	1.6113	1.6084
S1	1.6109	1.6065

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

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