CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	1.6275	1.6161	-0.0114	-0.7%	1.6169
High	1.6279	1.6205	-0.0074	-0.5%	1.6304
Low	1.6148	1.6097	-0.0051	-0.3%	1.6148
Close	1.6157	1.6132	-0.0025	-0.2%	1.6157
Range	0.0131	0.0108	-0.0023	-17.6%	0.0156
ATR	0.0068	0.0071	0.0003	4.2%	0.0000
Volume	91,489	35,338	-56,151	-61.4%	439,604

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6469	1.6408	1.6191
R3	1.6361	1.6300	1.6162
R2	1.6253	1.6253	1.6152
R1	1.6192	1.6192	1.6142	1.6169
PP	1.6145	1.6145	1.6145	1.6133
S1	1.6084	1.6084	1.6122	1.6061
S2	1.6037	1.6037	1.6112
S3	1.5929	1.5976	1.6102
S4	1.5821	1.5868	1.6073

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6671	1.6570	1.6243
R3	1.6515	1.6414	1.6200
R2	1.6359	1.6359	1.6186
R1	1.6258	1.6258	1.6171	1.6231
PP	1.6203	1.6203	1.6203	1.6189
S1	1.6102	1.6102	1.6143	1.6075
S2	1.6047	1.6047	1.6128
S3	1.5891	1.5946	1.6114
S4	1.5735	1.5790	1.6071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6304	1.6097	0.0207	1.3%	0.0087	0.5%	17%	False	True	80,082
10	1.6304	1.6065	0.0239	1.5%	0.0080	0.5%	28%	False	False	76,999
20	1.6304	1.5960	0.0344	2.1%	0.0070	0.4%	50%	False	False	40,408
40	1.6304	1.5828	0.0476	3.0%	0.0052	0.3%	64%	False	False	20,234
60	1.6304	1.5828	0.0476	3.0%	0.0051	0.3%	64%	False	False	13,500
80	1.6304	1.5828	0.0476	3.0%	0.0047	0.3%	64%	False	False	10,132
100	1.6304	1.5607	0.0697	4.3%	0.0039	0.2%	75%	False	False	8,107
120	1.6304	1.5422	0.0882	5.5%	0.0033	0.2%	80%	False	False	6,763

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6664
2.618	1.6488
1.618	1.6380
1.000	1.6313
0.618	1.6272
HIGH	1.6205
0.618	1.6164
0.500	1.6151
0.382	1.6138
LOW	1.6097
0.618	1.6030
1.000	1.5989
1.618	1.5922
2.618	1.5814
4.250	1.5638

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	1.6151	1.6196
PP	1.6145	1.6174
S1	1.6138	1.6153

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

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