CME British Pound Future March 2013

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Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary Previous Current 23-Jul-2012 24-Jul-2012 Change Change % Previous Week Open 1.5532 1.5505 -0.0027 -0.2% 1.5619 High 1.5532 1.5505 -0.0027 -0.2% 1.5715 Low 1.5518 1.5505 -0.0013 -0.1% 1.5611 Close 1.5518 1.5505 -0.0013 -0.1% 1.5611 Range 0.0014 0.0000 -0.0014 -100.0% 0.0104 ATR 0.0064 0.0061 -0.0004 -5.7% 0.0000 Volume 11 20 9 81.8% 115
Daily Pivots for day following 24-Jul-2012 Classic Woodie Camarilla DeMark R4 1.5505 1.5505 1.5505 R3 1.5505 1.5505 1.5505 R2 1.5505 1.5505 1.5505 R1 1.5505 1.5505 1.5505 1.5505 PP 1.5505 1.5505 1.5505 1.5505 S1 1.5505 1.5505 1.5505 1.5505 S2 1.5505 1.5505 1.5505 S3 1.5505 1.5505 1.5505 S4 1.5505 1.5505 1.5505	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 1.5505 0.0210 1.4% 0.0003 0.0% 0% False True 17 10 1.5715 1.5422 0.0293 1.9% 0.0001 0.0% 28% False False 30 20 1.5715 1.5422 0.0293 1.9% 0.0009 0.1% 28% False False 44 40 1.5726 1.5360 0.0366 2.4% 0.0012 0.1% 40% False False 24
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 1.5505 2.618 1.5505 1.618 1.5505 1.000 1.5505 0.618 1.5505 HIGH 1.5505 0.618 1.5505 0.500 1.5505 0.382 1.5505 LOW 1.5505 0.618 1.5505 1.000 1.5505 1.618 1.5505 2.618 1.5505 4.250 1.5505
Fisher Pivots for day following 24-Jul-2012 Pivot 1 day 3 day R1 1.5505 1.5558 PP 1.5505 1.5540 S1 1.5505 1.5523

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