CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	1.6106	1.6136	0.0030	0.2%	1.6025
High	1.6202	1.6151	-0.0051	-0.3%	1.6126
Low	1.6091	1.6081	-0.0010	-0.1%	1.6000
Close	1.6155	1.6107	-0.0048	-0.3%	1.6031
Range	0.0111	0.0070	-0.0041	-36.9%	0.0126
ATR	0.0062	0.0063	0.0001	1.4%	0.0000
Volume	72,826	79,487	6,661	9.1%	20,861

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6323	1.6285	1.6146
R3	1.6253	1.6215	1.6126
R2	1.6183	1.6183	1.6120
R1	1.6145	1.6145	1.6113	1.6129
PP	1.6113	1.6113	1.6113	1.6105
S1	1.6075	1.6075	1.6101	1.6059
S2	1.6043	1.6043	1.6094
S3	1.5973	1.6005	1.6088
S4	1.5903	1.5935	1.6069

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6430	1.6357	1.6100
R3	1.6304	1.6231	1.6066
R2	1.6178	1.6178	1.6054
R1	1.6105	1.6105	1.6043	1.6142
PP	1.6052	1.6052	1.6052	1.6071
S1	1.5979	1.5979	1.6019	1.6016
S2	1.5926	1.5926	1.6008
S3	1.5800	1.5853	1.5996
S4	1.5674	1.5727	1.5962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6202	1.6000	0.0202	1.3%	0.0074	0.5%	53%	False	False	43,855
10	1.6202	1.5983	0.0219	1.4%	0.0070	0.4%	57%	False	False	23,199
20	1.6202	1.5828	0.0374	2.3%	0.0058	0.4%	75%	False	False	11,642
40	1.6202	1.5828	0.0374	2.3%	0.0047	0.3%	75%	False	False	5,845
60	1.6281	1.5828	0.0453	2.8%	0.0049	0.3%	62%	False	False	3,907
80	1.6281	1.5781	0.0500	3.1%	0.0041	0.3%	65%	False	False	2,934
100	1.6281	1.5500	0.0781	4.8%	0.0034	0.2%	78%	False	False	2,350
120	1.6281	1.5422	0.0859	5.3%	0.0029	0.2%	80%	False	False	1,965

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6449
2.618	1.6334
1.618	1.6264
1.000	1.6221
0.618	1.6194
HIGH	1.6151
0.618	1.6124
0.500	1.6116
0.382	1.6108
LOW	1.6081
0.618	1.6038
1.000	1.6011
1.618	1.5968
2.618	1.5898
4.250	1.5784

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	1.6116	1.6134
PP	1.6113	1.6125
S1	1.6110	1.6116

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These figures are updated between 7pm and 10pm EST after a trading day.

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