CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	1.5985	1.5962	-0.0023	-0.1%	1.6073
High	1.5987	1.6010	0.0023	0.1%	1.6160
Low	1.5926	1.5930	0.0004	0.0%	1.5926
Close	1.5972	1.5958	-0.0014	-0.1%	1.5972
Range	0.0061	0.0080	0.0019	31.1%	0.0234
ATR	0.0089	0.0088	-0.0001	-0.7%	0.0000
Volume	368	119	-249	-67.7%	1,218

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6206	1.6162	1.6002
R3	1.6126	1.6082	1.5980
R2	1.6046	1.6046	1.5973
R1	1.6002	1.6002	1.5965	1.5984
PP	1.5966	1.5966	1.5966	1.5957
S1	1.5922	1.5922	1.5951	1.5904
S2	1.5886	1.5886	1.5943
S3	1.5806	1.5842	1.5936
S4	1.5726	1.5762	1.5914

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6721	1.6581	1.6101
R3	1.6487	1.6347	1.6036
R2	1.6253	1.6253	1.6015
R1	1.6113	1.6113	1.5993	1.6066
PP	1.6019	1.6019	1.6019	1.5996
S1	1.5879	1.5879	1.5951	1.5832
S2	1.5785	1.5785	1.5929
S3	1.5551	1.5645	1.5908
S4	1.5317	1.5411	1.5843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6160	1.5926	0.0234	1.5%	0.0085	0.5%	14%	False	False	199
10	1.6162	1.5926	0.0236	1.5%	0.0074	0.5%	14%	False	False	198
20	1.6202	1.5859	0.0343	2.1%	0.0091	0.6%	29%	False	False	140
40	1.6494	1.5859	0.0635	4.0%	0.0083	0.5%	16%	False	False	93
60	1.6771	1.5859	0.0912	5.7%	0.0058	0.4%	11%	False	False	69
80	1.7096	1.5859	0.1237	7.8%	0.0044	0.3%	8%	False	False	53
100	1.7109	1.5859	0.1250	7.8%	0.0036	0.2%	8%	False	False	44
120	1.7109	1.5859	0.1250	7.8%	0.0030	0.2%	8%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6350
2.618	1.6219
1.618	1.6139
1.000	1.6090
0.618	1.6059
HIGH	1.6010
0.618	1.5979
0.500	1.5970
0.382	1.5961
LOW	1.5930
0.618	1.5881
1.000	1.5850
1.618	1.5801
2.618	1.5721
4.250	1.5590

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	1.5970	1.5972
PP	1.5966	1.5967
S1	1.5962	1.5963

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

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