CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	1.6094	1.6028	-0.0066	-0.4%	1.6054
High	1.6100	1.6029	-0.0071	-0.4%	1.6103
Low	1.5995	1.5981	-0.0014	-0.1%	1.5859
Close	1.6030	1.6009	-0.0021	-0.1%	1.6088
Range	0.0105	0.0048	-0.0057	-54.3%	0.0244
ATR	0.0098	0.0095	-0.0004	-3.6%	0.0000
Volume	33	77	44	133.3%	513

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6150	1.6128	1.6035
R3	1.6102	1.6080	1.6022
R2	1.6054	1.6054	1.6018
R1	1.6032	1.6032	1.6013	1.6019
PP	1.6006	1.6006	1.6006	1.6000
S1	1.5984	1.5984	1.6005	1.5971
S2	1.5958	1.5958	1.6000
S3	1.5910	1.5936	1.5996
S4	1.5862	1.5888	1.5983

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	1.6162	1.5981	0.0181	1.1%	0.0074	0.5%	15%	False	True	180
10	1.6162	1.5859	0.0303	1.9%	0.0094	0.6%	50%	False	False	129
20	1.6283	1.5859	0.0424	2.6%	0.0097	0.6%	35%	False	False	98
40	1.6552	1.5859	0.0693	4.3%	0.0073	0.5%	22%	False	False	64
60	1.6838	1.5859	0.0979	6.1%	0.0049	0.3%	15%	False	False	47
80	1.7109	1.5859	0.1250	7.8%	0.0038	0.2%	12%	False	False	37
100	1.7109	1.5859	0.1250	7.8%	0.0030	0.2%	12%	False	False	31
120	1.7109	1.5859	0.1250	7.8%	0.0025	0.2%	12%	False	False	26

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	0.0017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.6233
2.618	1.6155
1.618	1.6107
1.000	1.6077
0.618	1.6059
HIGH	1.6029
0.618	1.6011
0.500	1.6005
0.382	1.5999
LOW	1.5981
0.618	1.5951
1.000	1.5933
1.618	1.5903
2.618	1.5855
4.250	1.5777

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	1.6008	1.6072
PP	1.6006	1.6051
S1	1.6005	1.6030

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

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