CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 20-Feb-2013

Day Change Summary
	Previous	Current
	19-Feb-2013	20-Feb-2013	Change	Change %	Previous Week
Open	1.5487	1.5423	-0.0064	-0.4%	1.5787
High	1.5512	1.5449	-0.0063	-0.4%	1.5807
Low	1.5412	1.5189	-0.0223	-1.4%	1.5459
Close	1.5422	1.5242	-0.0180	-1.2%	1.5512
Range	0.0100	0.0260	0.0160	160.0%	0.0348
ATR	0.0109	0.0120	0.0011	9.9%	0.0000
Volume	149,430	186,212	36,782	24.6%	609,588

Daily Pivots for day following 20-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6073	1.5918	1.5385
R3	1.5813	1.5658	1.5314
R2	1.5553	1.5553	1.5290
R1	1.5398	1.5398	1.5266	1.5346
PP	1.5293	1.5293	1.5293	1.5267
S1	1.5138	1.5138	1.5218	1.5086
S2	1.5033	1.5033	1.5194
S3	1.4773	1.4878	1.5171
S4	1.4513	1.4618	1.5099

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6637	1.6422	1.5703
R3	1.6289	1.6074	1.5608
R2	1.5941	1.5941	1.5576
R1	1.5726	1.5726	1.5544	1.5660
PP	1.5593	1.5593	1.5593	1.5559
S1	1.5378	1.5378	1.5480	1.5312
S2	1.5245	1.5245	1.5448
S3	1.4897	1.5030	1.5416
S4	1.4549	1.4682	1.5321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5686	1.5189	0.0497	3.3%	0.0137	0.9%	11%	False	True	141,592
10	1.5842	1.5189	0.0653	4.3%	0.0126	0.8%	8%	False	True	136,415
20	1.5888	1.5189	0.0699	4.6%	0.0118	0.8%	8%	False	True	128,927
40	1.6314	1.5189	0.1125	7.4%	0.0115	0.8%	5%	False	True	114,104
60	1.6314	1.5189	0.1125	7.4%	0.0099	0.6%	5%	False	True	87,430
80	1.6314	1.5189	0.1125	7.4%	0.0081	0.5%	5%	False	True	65,584
100	1.6314	1.5189	0.1125	7.4%	0.0076	0.5%	5%	False	True	52,474
120	1.6314	1.5189	0.1125	7.4%	0.0068	0.4%	5%	False	True	43,732

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 199 trading days

Fibonacci Retracements and Extensions
4.250	1.6554
2.618	1.6130
1.618	1.5870
1.000	1.5709
0.618	1.5610
HIGH	1.5449
0.618	1.5350
0.500	1.5319
0.382	1.5288
LOW	1.5189
0.618	1.5028
1.000	1.4929
1.618	1.4768
2.618	1.4508
4.250	1.4084

Fisher Pivots for day following 20-Feb-2013
Pivot	1 day	3 day
R1	1.5319	1.5369
PP	1.5293	1.5326
S1	1.5268	1.5284

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

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