CME British Pound Future March 2013

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Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary Previous Current 19-Jul-2012 20-Jul-2012 Change Change % Previous Week Open 1.5715 1.5611 -0.0104 -0.7% 1.5619 High 1.5715 1.5611 -0.0104 -0.7% 1.5715 Low 1.5715 1.5611 -0.0104 -0.7% 1.5611 Close 1.5715 1.5611 -0.0104 -0.7% 1.5611 Range ATR 0.0059 0.0062 0.0003 5.5% 0.0000 Volume 12 12 0 0.0% 115
Daily Pivots for day following 20-Jul-2012 Classic Woodie Camarilla DeMark R4 1.5611 1.5611 1.5611 R3 1.5611 1.5611 1.5611 R2 1.5611 1.5611 1.5611 R1 1.5611 1.5611 1.5611 1.5611 PP 1.5611 1.5611 1.5611 1.5611 S1 1.5611 1.5611 1.5611 1.5611 S2 1.5611 1.5611 1.5611 S3 1.5611 1.5611 1.5611 S4 1.5611 1.5611 1.5611	Weekly Pivots for week ending 20-Jul-2012 Classic Woodie Camarilla DeMark R4 1.5958 1.5888 1.5668 R3 1.5854 1.5784 1.5640 R2 1.5750 1.5750 1.5630 R1 1.5680 1.5680 1.5621 1.5663 PP 1.5646 1.5646 1.5646 1.5637 S1 1.5576 1.5576 1.5601 1.5559 S2 1.5542 1.5542 1.5592 S3 1.5438 1.5472 1.5582 S4 1.5334 1.5368 1.5554
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5715 1.5611 0.0104 0.7% 0.0000 0.0% 0% False True 23 10 1.5715 1.5422 0.0293 1.9% 0.0000 0.0% 65% False False 55 20 1.5715 1.5422 0.0293 1.9% 0.0008 0.1% 65% False False 42 40 1.5726 1.5360 0.0366 2.3% 0.0014 0.1% 69% False False 23
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.5611 2.618 1.5611 1.618 1.5611 1.000 1.5611 0.618 1.5611 HIGH 1.5611 0.618 1.5611 0.500 1.5611 0.382 1.5611 LOW 1.5611 0.618 1.5611 1.000 1.5611 1.618 1.5611 2.618 1.5611 4.250 1.5611
Fisher Pivots for day following 20-Jul-2012 Pivot 1 day 3 day R1 1.5611 1.5663 PP 1.5611 1.5646 S1 1.5611 1.5628

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