CME British Pound Future June 2013

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Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary Previous Current 21-Sep-2012 24-Sep-2012 Change Change % Previous Week Open 1.6205 1.6213 0.0008 0.0% 1.6215 High 1.6230 1.6213 -0.0017 -0.1% 1.6230 Low 1.6205 1.6213 0.0008 0.0% 1.6201 Close 1.6230 1.6213 -0.0017 -0.1% 1.6230 Range 0.0025 0.0000 -0.0025 -100.0% 0.0029 ATR 0.0033 0.0032 -0.0001 -3.5% 0.0000 Volume 46 4 -42 -91.3% 230
Daily Pivots for day following 24-Sep-2012 Classic Woodie Camarilla DeMark R4 1.6213 1.6213 1.6213 R3 1.6213 1.6213 1.6213 R2 1.6213 1.6213 1.6213 R1 1.6213 1.6213 1.6213 1.6213 PP 1.6213 1.6213 1.6213 1.6213 S1 1.6213 1.6213 1.6213 1.6213 S2 1.6213 1.6213 1.6213 S3 1.6213 1.6213 1.6213 S4 1.6213 1.6213 1.6213	Weekly Pivots for week ending 21-Sep-2012 Classic Woodie Camarilla DeMark R4 1.6307 1.6298 1.6246 R3 1.6278 1.6269 1.6238 R2 1.6249 1.6249 1.6235 R1 1.6240 1.6240 1.6233 1.6245 PP 1.6220 1.6220 1.6220 1.6223 S1 1.6211 1.6211 1.6227 1.6216 S2 1.6191 1.6191 1.6225 S3 1.6162 1.6182 1.6222 S4 1.6133 1.6153 1.6214
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6230 1.6201 0.0029 0.2% 0.0005 0.0% 41% False False 37 10 1.6230 1.6053 0.0177 1.1% 0.0003 0.0% 90% False False 41 20 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 96% False False 43 40 1.6230 1.5500 0.0730 4.5% 0.0001 0.0% 98% False False 29
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6213 2.618 1.6213 1.618 1.6213 1.000 1.6213 0.618 1.6213 HIGH 1.6213 0.618 1.6213 0.500 1.6213 0.382 1.6213 LOW 1.6213 0.618 1.6213 1.000 1.6213 1.618 1.6213 2.618 1.6213 4.250 1.6213
Fisher Pivots for day following 24-Sep-2012 Pivot 1 day 3 day R1 1.6213 1.6216 PP 1.6213 1.6215 S1 1.6213 1.6214

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