CME British Pound Future March 2013

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Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary Previous Current 10-Sep-2012 11-Sep-2012 Change Change % Previous Week Open 1.5990 1.6059 0.0069 0.4% 1.5880 High 1.5990 1.6059 0.0069 0.4% 1.6000 Low 1.5990 1.6059 0.0069 0.4% 1.5873 Close 1.5990 1.6059 0.0069 0.4% 1.5997 Range ATR 0.0040 0.0042 0.0002 5.1% 0.0000 Volume 10 10 0 0.0% 147
Daily Pivots for day following 11-Sep-2012 Classic Woodie Camarilla DeMark R4 1.6059 1.6059 1.6059 R3 1.6059 1.6059 1.6059 R2 1.6059 1.6059 1.6059 R1 1.6059 1.6059 1.6059 1.6059 PP 1.6059 1.6059 1.6059 1.6059 S1 1.6059 1.6059 1.6059 1.6059 S2 1.6059 1.6059 1.6059 S3 1.6059 1.6059 1.6059 S4 1.6059 1.6059 1.6059	Weekly Pivots for week ending 07-Sep-2012 Classic Woodie Camarilla DeMark R4 1.6338 1.6294 1.6067 R3 1.6211 1.6167 1.6032 R2 1.6084 1.6084 1.6020 R1 1.6040 1.6040 1.6009 1.6062 PP 1.5957 1.5957 1.5957 1.5968 S1 1.5913 1.5913 1.5985 1.5935 S2 1.5830 1.5830 1.5974 S3 1.5703 1.5786 1.5962 S4 1.5576 1.5659 1.5927
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6059 1.5897 0.0162 1.0% 0.0001 0.0% 100% True False 32 10 1.6059 1.5781 0.0278 1.7% 0.0001 0.0% 100% True False 18 20 1.6059 1.5661 0.0398 2.5% 0.0008 0.1% 100% True False 14 40 1.6059 1.5500 0.0559 3.5% 0.0005 0.0% 100% True False 14 60 1.6059 1.5422 0.0637 4.0% 0.0006 0.0% 100% True False 22 80 1.6059 1.5360 0.0699 4.4% 0.0009 0.1% 100% True False 17
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 1.6059 2.618 1.6059 1.618 1.6059 1.000 1.6059 0.618 1.6059 HIGH 1.6059 0.618 1.6059 0.500 1.6059 0.382 1.6059 LOW 1.6059 0.618 1.6059 1.000 1.6059 1.618 1.6059 2.618 1.6059 4.250 1.6059
Fisher Pivots for day following 11-Sep-2012 Pivot 1 day 3 day R1 1.6059 1.6048 PP 1.6059 1.6036 S1 1.6059 1.6025

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