CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 01-Mar-2013

Day Change Summary
	Previous	Current
	28-Feb-2013	01-Mar-2013	Change	Change %	Previous Week
Open	1.5157	1.5166	0.0009	0.1%	1.5112
High	1.5221	1.5185	-0.0036	-0.2%	1.5221
Low	1.5146	1.4983	-0.0163	-1.1%	1.4983
Close	1.5172	1.5016	-0.0156	-1.0%	1.5016
Range	0.0075	0.0202	0.0127	169.3%	0.0238
ATR	0.0121	0.0127	0.0006	4.8%	0.0000
Volume	120,311	148,947	28,636	23.8%	726,064

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5667	1.5544	1.5127
R3	1.5465	1.5342	1.5072
R2	1.5263	1.5263	1.5053
R1	1.5140	1.5140	1.5035	1.5101
PP	1.5061	1.5061	1.5061	1.5042
S1	1.4938	1.4938	1.4997	1.4899
S2	1.4859	1.4859	1.4979
S3	1.4657	1.4736	1.4960
S4	1.4455	1.4534	1.4905

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5787	1.5640	1.5147
R3	1.5549	1.5402	1.5081
R2	1.5311	1.5311	1.5060
R1	1.5164	1.5164	1.5038	1.5119
PP	1.5073	1.5073	1.5073	1.5051
S1	1.4926	1.4926	1.4994	1.4881
S2	1.4835	1.4835	1.4972
S3	1.4597	1.4688	1.4951
S4	1.4359	1.4450	1.4885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5221	1.4983	0.0238	1.6%	0.0122	0.8%	14%	False	True	145,212
10	1.5548	1.4983	0.0565	3.8%	0.0137	0.9%	6%	False	True	148,540
20	1.5874	1.4983	0.0891	5.9%	0.0131	0.9%	4%	False	True	139,151
40	1.6252	1.4983	0.1269	8.5%	0.0119	0.8%	3%	False	True	129,103
60	1.6314	1.4983	0.1331	8.9%	0.0107	0.7%	2%	False	True	104,604
80	1.6314	1.4983	0.1331	8.9%	0.0091	0.6%	2%	False	True	78,496
100	1.6314	1.4983	0.1331	8.9%	0.0081	0.5%	2%	False	True	62,804
120	1.6314	1.4983	0.1331	8.9%	0.0075	0.5%	2%	False	True	52,342

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	0.0035
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6044
2.618	1.5714
1.618	1.5512
1.000	1.5387
0.618	1.5310
HIGH	1.5185
0.618	1.5108
0.500	1.5084
0.382	1.5060
LOW	1.4983
0.618	1.4858
1.000	1.4781
1.618	1.4656
2.618	1.4454
4.250	1.4125

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	1.5084	1.5102
PP	1.5061	1.5073
S1	1.5039	1.5045

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

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