CME British Pound Future March 2013

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Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary Previous Current 30-Jul-2012 31-Jul-2012 Change Change % Previous Week Open 1.5706 1.5680 -0.0026 -0.2% 1.5532 High 1.5706 1.5680 -0.0026 -0.2% 1.5723 Low 1.5706 1.5680 -0.0026 -0.2% 1.5505 Close 1.5706 1.5680 -0.0026 -0.2% 1.5723 Range ATR 0.0060 0.0057 -0.0002 -4.0% 0.0000 Volume 24 24 0 0.0% 85
Daily Pivots for day following 31-Jul-2012 Classic Woodie Camarilla DeMark R4 1.5680 1.5680 1.5680 R3 1.5680 1.5680 1.5680 R2 1.5680 1.5680 1.5680 R1 1.5680 1.5680 1.5680 1.5680 PP 1.5680 1.5680 1.5680 1.5680 S1 1.5680 1.5680 1.5680 1.5680 S2 1.5680 1.5680 1.5680 S3 1.5680 1.5680 1.5680 S4 1.5680 1.5680 1.5680	Weekly Pivots for week ending 27-Jul-2012 Classic Woodie Camarilla DeMark R4 1.6304 1.6232 1.5843 R3 1.6086 1.6014 1.5783 R2 1.5868 1.5868 1.5763 R1 1.5796 1.5796 1.5743 1.5832 PP 1.5650 1.5650 1.5650 1.5669 S1 1.5578 1.5578 1.5703 1.5614 S2 1.5432 1.5432 1.5683 S3 1.5214 1.5360 1.5663 S4 1.4996 1.5142 1.5603
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5723 1.5506 0.0217 1.4% 0.0000 0.0% 80% False False 20 10 1.5723 1.5505 0.0218 1.4% 0.0001 0.0% 80% False False 19 20 1.5723 1.5422 0.0301 1.9% 0.0001 0.0% 86% False False 48 40 1.5726 1.5361 0.0365 2.3% 0.0011 0.1% 87% False False 26
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 True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.5680 2.618 1.5680 1.618 1.5680 1.000 1.5680 0.618 1.5680 HIGH 1.5680 0.618 1.5680 0.500 1.5680 0.382 1.5680 LOW 1.5680 0.618 1.5680 1.000 1.5680 1.618 1.5680 2.618 1.5680 4.250 1.5680
Fisher Pivots for day following 31-Jul-2012 Pivot 1 day 3 day R1 1.5680 1.5702 PP 1.5680 1.5694 S1 1.5680 1.5687

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