CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	1.5980	1.5977	-0.0003	0.0%	1.6073
High	1.6003	1.5977	-0.0026	-0.2%	1.6160
Low	1.5860	1.5815	-0.0045	-0.3%	1.5926
Close	1.5959	1.5820	-0.0139	-0.9%	1.5972
Range	0.0143	0.0162	0.0019	13.3%	0.0234
ATR	0.0089	0.0094	0.0005	5.9%	0.0000
Volume	415	1,030	615	148.2%	1,218

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6357	1.6250	1.5909
R3	1.6195	1.6088	1.5865
R2	1.6033	1.6033	1.5850
R1	1.5926	1.5926	1.5835	1.5899
PP	1.5871	1.5871	1.5871	1.5857
S1	1.5764	1.5764	1.5805	1.5737
S2	1.5709	1.5709	1.5790
S3	1.5547	1.5602	1.5775
S4	1.5385	1.5440	1.5731

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	1.6010	1.5815	0.0195	1.2%	0.0096	0.6%	3%	False	True	446
10	1.6160	1.5815	0.0345	2.2%	0.0087	0.5%	1%	False	True	310
20	1.6162	1.5815	0.0347	2.2%	0.0090	0.6%	1%	False	True	219
40	1.6494	1.5815	0.0679	4.3%	0.0090	0.6%	1%	False	True	136
60	1.6690	1.5815	0.0875	5.5%	0.0063	0.4%	1%	False	True	98
80	1.7064	1.5815	0.1249	7.9%	0.0048	0.3%	0%	False	True	74
100	1.7109	1.5815	0.1294	8.2%	0.0039	0.2%	0%	False	True	61
120	1.7109	1.5815	0.1294	8.2%	0.0032	0.2%	0%	False	True	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6666
2.618	1.6401
1.618	1.6239
1.000	1.6139
0.618	1.6077
HIGH	1.5977
0.618	1.5915
0.500	1.5896
0.382	1.5877
LOW	1.5815
0.618	1.5715
1.000	1.5653
1.618	1.5553
2.618	1.5391
4.250	1.5127

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	1.5896	1.5909
PP	1.5871	1.5879
S1	1.5845	1.5850

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

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