CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	1.6245	1.6246	0.0001	0.0%	1.6026
High	1.6304	1.6294	-0.0010	-0.1%	1.6202
Low	1.6240	1.6240	0.0000	0.0%	1.6010
Close	1.6255	1.6279	0.0024	0.1%	1.6164
Range	0.0064	0.0054	-0.0010	-15.6%	0.0192
ATR	0.0064	0.0063	-0.0001	-1.1%	0.0000
Volume	93,483	96,456	2,973	3.2%	310,619

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6433	1.6410	1.6309
R3	1.6379	1.6356	1.6294
R2	1.6325	1.6325	1.6289
R1	1.6302	1.6302	1.6284	1.6314
PP	1.6271	1.6271	1.6271	1.6277
S1	1.6248	1.6248	1.6274	1.6260
S2	1.6217	1.6217	1.6269
S3	1.6163	1.6194	1.6264
S4	1.6109	1.6140	1.6249

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6701	1.6625	1.6270
R3	1.6509	1.6433	1.6217
R2	1.6317	1.6317	1.6199
R1	1.6241	1.6241	1.6182	1.6279
PP	1.6125	1.6125	1.6125	1.6145
S1	1.6049	1.6049	1.6146	1.6087
S2	1.5933	1.5933	1.6129
S3	1.5741	1.5857	1.6111
S4	1.5549	1.5665	1.6058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6304	1.6100	0.0204	1.3%	0.0066	0.4%	88%	False	False	89,800
10	1.6304	1.6000	0.0304	1.9%	0.0070	0.4%	92%	False	False	66,828
20	1.6304	1.5924	0.0380	2.3%	0.0065	0.4%	93%	False	False	34,083
40	1.6304	1.5828	0.0476	2.9%	0.0048	0.3%	95%	False	False	17,065
60	1.6304	1.5828	0.0476	2.9%	0.0051	0.3%	95%	False	False	11,387
80	1.6304	1.5781	0.0523	3.2%	0.0044	0.3%	95%	False	False	8,547
100	1.6304	1.5500	0.0804	4.9%	0.0037	0.2%	97%	False	False	6,839
120	1.6304	1.5422	0.0882	5.4%	0.0031	0.2%	97%	False	False	5,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6524
2.618	1.6435
1.618	1.6381
1.000	1.6348
0.618	1.6327
HIGH	1.6294
0.618	1.6273
0.500	1.6267
0.382	1.6261
LOW	1.6240
0.618	1.6207
1.000	1.6186
1.618	1.6153
2.618	1.6099
4.250	1.6011

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	1.6275	1.6269
PP	1.6271	1.6258
S1	1.6267	1.6248

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

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