CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	1.5979	1.6059	0.0080	0.5%	1.6054
High	1.6068	1.6103	0.0035	0.2%	1.6103
Low	1.5941	1.6015	0.0074	0.5%	1.5859
Close	1.6039	1.6088	0.0049	0.3%	1.6088
Range	0.0127	0.0088	-0.0039	-30.7%	0.0244
ATR	0.0104	0.0103	-0.0001	-1.1%	0.0000
Volume	166	195	29	17.5%	513

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6333	1.6298	1.6136
R3	1.6245	1.6210	1.6112
R2	1.6157	1.6157	1.6104
R1	1.6122	1.6122	1.6096	1.6140
PP	1.6069	1.6069	1.6069	1.6077
S1	1.6034	1.6034	1.6080	1.6052
S2	1.5981	1.5981	1.6072
S3	1.5893	1.5946	1.6064
S4	1.5805	1.5858	1.6040

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6749	1.6662	1.6222
R3	1.6505	1.6418	1.6155
R2	1.6261	1.6261	1.6133
R1	1.6174	1.6174	1.6110	1.6218
PP	1.6017	1.6017	1.6017	1.6038
S1	1.5930	1.5930	1.6066	1.5974
S2	1.5773	1.5773	1.6043
S3	1.5529	1.5686	1.6021
S4	1.5285	1.5442	1.5954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6103	1.5859	0.0244	1.5%	0.0120	0.7%	94%	True	False	102
10	1.6202	1.5859	0.0343	2.1%	0.0112	0.7%	67%	False	False	83
20	1.6377	1.5859	0.0518	3.2%	0.0097	0.6%	44%	False	False	72
40	1.6552	1.5859	0.0693	4.3%	0.0065	0.4%	33%	False	False	50
60	1.6945	1.5859	0.1086	6.8%	0.0045	0.3%	21%	False	False	35
80	1.7109	1.5859	0.1250	7.8%	0.0034	0.2%	18%	False	False	28
100	1.7109	1.5859	0.1250	7.8%	0.0027	0.2%	18%	False	False	24
120	1.7109	1.5859	0.1250	7.8%	0.0023	0.1%	18%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
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	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6477
2.618	1.6333
1.618	1.6245
1.000	1.6191
0.618	1.6157
HIGH	1.6103
0.618	1.6069
0.500	1.6059
0.382	1.6049
LOW	1.6015
0.618	1.5961
1.000	1.5927
1.618	1.5873
2.618	1.5785
4.250	1.5641

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	1.6078	1.6052
PP	1.6069	1.6017
S1	1.6059	1.5981

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

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