CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 07-Nov-2014

Day Change Summary
	Previous	Current
	06-Nov-2014	07-Nov-2014	Change	Change %	Previous Week
Open	1.5977	1.5821	-0.0156	-1.0%	1.5962
High	1.5977	1.5865	-0.0112	-0.7%	1.6010
Low	1.5815	1.5787	-0.0028	-0.2%	1.5787
Close	1.5820	1.5847	0.0027	0.2%	1.5847
Range	0.0162	0.0078	-0.0084	-51.9%	0.0223
ATR	0.0094	0.0093	-0.0001	-1.2%	0.0000
Volume	1,030	136	-894	-86.8%	2,002

Daily Pivots for day following 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6067	1.6035	1.5890
R3	1.5989	1.5957	1.5868
R2	1.5911	1.5911	1.5861
R1	1.5879	1.5879	1.5854	1.5895
PP	1.5833	1.5833	1.5833	1.5841
S1	1.5801	1.5801	1.5840	1.5817
S2	1.5755	1.5755	1.5833
S3	1.5677	1.5723	1.5826
S4	1.5599	1.5645	1.5804

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6550	1.6422	1.5970
R3	1.6327	1.6199	1.5908
R2	1.6104	1.6104	1.5888
R1	1.5976	1.5976	1.5867	1.5929
PP	1.5881	1.5881	1.5881	1.5858
S1	1.5753	1.5753	1.5827	1.5706
S2	1.5658	1.5658	1.5806
S3	1.5435	1.5530	1.5786
S4	1.5212	1.5307	1.5724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6010	1.5787	0.0223	1.4%	0.0100	0.6%	27%	False	True	400
10	1.6160	1.5787	0.0373	2.4%	0.0089	0.6%	16%	False	True	322
20	1.6162	1.5787	0.0375	2.4%	0.0091	0.6%	16%	False	True	223
40	1.6494	1.5787	0.0707	4.5%	0.0091	0.6%	8%	False	True	140
60	1.6690	1.5787	0.0903	5.7%	0.0065	0.4%	7%	False	True	101
80	1.7046	1.5787	0.1259	7.9%	0.0049	0.3%	5%	False	True	76
100	1.7109	1.5787	0.1322	8.3%	0.0040	0.2%	5%	False	True	63
120	1.7109	1.5787	0.1322	8.3%	0.0033	0.2%	5%	False	True	53

Crabel Price Patterns
NR	True
NR4	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6197
2.618	1.6069
1.618	1.5991
1.000	1.5943
0.618	1.5913
HIGH	1.5865
0.618	1.5835
0.500	1.5826
0.382	1.5817
LOW	1.5787
0.618	1.5739
1.000	1.5709
1.618	1.5661
2.618	1.5583
4.250	1.5456

Fisher Pivots for day following 07-Nov-2014
Pivot	1 day	3 day
R1	1.5840	1.5895
PP	1.5833	1.5879
S1	1.5826	1.5863

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

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