CME British Pound Future March 2013

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Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary Previous Current 29-Jun-2012 02-Jul-2012 Change Change % Previous Week Open 1.5580 1.5623 0.0043 0.3% 1.5554 High 1.5686 1.5681 -0.0005 0.0% 1.5686 Low 1.5580 1.5623 0.0043 0.3% 1.5487 Close 1.5667 1.5681 0.0014 0.1% 1.5667 Range 0.0106 0.0058 -0.0048 -45.3% 0.0199 ATR 0.0067 0.0067 -0.0001 -1.0% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Jul-2012 Classic Woodie Camarilla DeMark R4 1.5836 1.5816 1.5713 R3 1.5778 1.5758 1.5697 R2 1.5720 1.5720 1.5692 R1 1.5700 1.5700 1.5686 1.5710 PP 1.5662 1.5662 1.5662 1.5667 S1 1.5642 1.5642 1.5676 1.5652 S2 1.5604 1.5604 1.5670 S3 1.5546 1.5584 1.5665 S4 1.5488 1.5526 1.5649	Weekly Pivots for week ending 29-Jun-2012 Classic Woodie Camarilla DeMark R4 1.6210 1.6138 1.5776 R3 1.6011 1.5939 1.5722 R2 1.5812 1.5812 1.5703 R1 1.5740 1.5740 1.5685 1.5776 PP 1.5613 1.5613 1.5613 1.5632 S1 1.5541 1.5541 1.5649 1.5577 S2 1.5414 1.5414 1.5631 S3 1.5215 1.5342 1.5612 S4 1.5016 1.5143 1.5558
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5686 1.5487 0.0199 1.3% 0.0033 0.2% 97% False False 2 10 1.5726 1.5487 0.0239 1.5% 0.0018 0.1% 81% False False 2 20 1.5726 1.5361 0.0365 2.3% 0.0022 0.1% 88% False False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True 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 1.5928 2.618 1.5833 1.618 1.5775 1.000 1.5739 0.618 1.5717 HIGH 1.5681 0.618 1.5659 0.500 1.5652 0.382 1.5645 LOW 1.5623 0.618 1.5587 1.000 1.5565 1.618 1.5529 2.618 1.5471 4.250 1.5377
Fisher Pivots for day following 02-Jul-2012 Pivot 1 day 3 day R1 1.5671 1.5650 PP 1.5662 1.5618 S1 1.5652 1.5587

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