CME British Pound Future June 2015

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Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary Previous Current 15-Oct-2014 16-Oct-2014 Change Change % Previous Week Open 1.5880 1.6022 0.0142 0.9% 1.6016 High 1.5892 1.6022 0.0130 0.8% 1.6119 Low 1.5880 1.6022 0.0142 0.9% 1.6011 Close 1.5892 1.6022 0.0130 0.8% 1.6011 Range 0.0012 0.0000 -0.0012 -100.0% 0.0108 ATR 0.0058 0.0063 0.0005 9.0% 0.0000 Volume 2 2 0 0.0% 7
Daily Pivots for day following 16-Oct-2014 Classic Woodie Camarilla DeMark R4 1.6022 1.6022 1.6022 R3 1.6022 1.6022 1.6022 R2 1.6022 1.6022 1.6022 R1 1.6022 1.6022 1.6022 1.6022 PP 1.6022 1.6022 1.6022 1.6022 S1 1.6022 1.6022 1.6022 1.6022 S2 1.6022 1.6022 1.6022 S3 1.6022 1.6022 1.6022 S4 1.6022 1.6022 1.6022	Weekly Pivots for week ending 10-Oct-2014 Classic Woodie Camarilla DeMark R4 1.6371 1.6299 1.6070 R3 1.6263 1.6191 1.6041 R2 1.6155 1.6155 1.6031 R1 1.6083 1.6083 1.6021 1.6065 PP 1.6047 1.6047 1.6047 1.6038 S1 1.5975 1.5975 1.6001 1.5957 S2 1.5939 1.5939 1.5991 S3 1.5831 1.5867 1.5981 S4 1.5723 1.5759 1.5952
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6022 1.5870 0.0152 0.9% 0.0002 0.0% 100% True False 1 10 1.6119 1.5870 0.0249 1.6% 0.0015 0.1% 61% False False 1 20 1.6378 1.5870 0.0508 3.2% 0.0009 0.1% 30% False False 4 40 1.6531 1.5870 0.0661 4.1% 0.0008 0.0% 23% False False 3
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6022 2.618 1.6022 1.618 1.6022 1.000 1.6022 0.618 1.6022 HIGH 1.6022 0.618 1.6022 0.500 1.6022 0.382 1.6022 LOW 1.6022 0.618 1.6022 1.000 1.6022 1.618 1.6022 2.618 1.6022 4.250 1.6022
Fisher Pivots for day following 16-Oct-2014 Pivot 1 day 3 day R1 1.6022 1.5997 PP 1.6022 1.5971 S1 1.6022 1.5946

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