CME British Pound Future September 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	1.5505	1.5460	-0.0045	-0.3%	1.5276
High	1.5518	1.5510	-0.0008	-0.1%	1.5570
Low	1.5455	1.5420	-0.0035	-0.2%	1.5200
Close	1.5467	1.5442	-0.0025	-0.2%	1.5509
Range	0.0063	0.0090	0.0027	42.9%	0.0370
ATR	0.0128	0.0126	-0.0003	-2.1%	0.0000
Volume	59,553	98,265	38,712	65.0%	575,436

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5727	1.5675	1.5492
R3	1.5637	1.5585	1.5467
R2	1.5547	1.5547	1.5459
R1	1.5495	1.5495	1.5450	1.5476
PP	1.5457	1.5457	1.5457	1.5448
S1	1.5405	1.5405	1.5434	1.5386
S2	1.5367	1.5367	1.5426
S3	1.5277	1.5315	1.5417
S4	1.5187	1.5225	1.5393

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6536	1.6393	1.5713
R3	1.6166	1.6023	1.5611
R2	1.5796	1.5796	1.5577
R1	1.5653	1.5653	1.5543	1.5725
PP	1.5426	1.5426	1.5426	1.5462
S1	1.5283	1.5283	1.5475	1.5355
S2	1.5056	1.5056	1.5441
S3	1.4686	1.4913	1.5407
S4	1.4316	1.4543	1.5306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5570	1.5200	0.0370	2.4%	0.0126	0.8%	65%	False	False	110,880
10	1.5570	1.5098	0.0472	3.1%	0.0129	0.8%	73%	False	False	119,118
20	1.5570	1.5072	0.0498	3.2%	0.0120	0.8%	74%	False	False	109,019
40	1.5714	1.4806	0.0908	5.9%	0.0138	0.9%	70%	False	False	117,194
60	1.5743	1.4806	0.0937	6.1%	0.0132	0.9%	68%	False	False	85,596
80	1.5743	1.4806	0.0937	6.1%	0.0121	0.8%	68%	False	False	64,221
100	1.5743	1.4806	0.0937	6.1%	0.0112	0.7%	68%	False	False	51,384
120	1.5743	1.4806	0.0937	6.1%	0.0102	0.7%	68%	False	False	42,822

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5893
2.618	1.5746
1.618	1.5656
1.000	1.5600
0.618	1.5566
HIGH	1.5510
0.618	1.5476
0.500	1.5465
0.382	1.5454
LOW	1.5420
0.618	1.5364
1.000	1.5330
1.618	1.5274
2.618	1.5184
4.250	1.5038

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	1.5465	1.5487
PP	1.5457	1.5472
S1	1.5450	1.5457

Download as Excel Spreadsheet

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

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