CME British Pound Future June 2013

Trading Metrics calculated at close of trading on 31-Jan-2013

Day Change Summary
	Previous	Current
	30-Jan-2013	31-Jan-2013	Change	Change %	Previous Week
Open	1.5747	1.5810	0.0063	0.4%	1.5836
High	1.5805	1.5848	0.0043	0.3%	1.5866
Low	1.5732	1.5781	0.0049	0.3%	1.5750
Close	1.5780	1.5846	0.0066	0.4%	1.5789
Range	0.0073	0.0067	-0.0006	-8.2%	0.0116
ATR	0.0071	0.0071	0.0000	-0.3%	0.0000
Volume	232	103	-129	-55.6%	136

Daily Pivots for day following 31-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6026	1.6003	1.5883
R3	1.5959	1.5936	1.5864
R2	1.5892	1.5892	1.5858
R1	1.5869	1.5869	1.5852	1.5881
PP	1.5825	1.5825	1.5825	1.5831
S1	1.5802	1.5802	1.5840	1.5814
S2	1.5758	1.5758	1.5834
S3	1.5691	1.5735	1.5828
S4	1.5624	1.5668	1.5809

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6150	1.6085	1.5853
R3	1.6034	1.5969	1.5821
R2	1.5918	1.5918	1.5810
R1	1.5853	1.5853	1.5800	1.5828
PP	1.5802	1.5802	1.5802	1.5789
S1	1.5737	1.5737	1.5778	1.5712
S2	1.5686	1.5686	1.5768
S3	1.5570	1.5621	1.5757
S4	1.5454	1.5505	1.5725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5848	1.5676	0.0172	1.1%	0.0071	0.4%	99%	True	False	84
10	1.6003	1.5676	0.0327	2.1%	0.0072	0.5%	52%	False	False	72
20	1.6160	1.5676	0.0484	3.1%	0.0061	0.4%	35%	False	False	47
40	1.6300	1.5676	0.0624	3.9%	0.0048	0.3%	27%	False	False	28
60	1.6300	1.5676	0.0624	3.9%	0.0032	0.2%	27%	False	False	19
80	1.6300	1.5676	0.0624	3.9%	0.0024	0.2%	27%	False	False	15
100	1.6300	1.5676	0.0624	3.9%	0.0020	0.1%	27%	False	False	17
120	1.6300	1.5659	0.0641	4.0%	0.0017	0.1%	29%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6133
2.618	1.6023
1.618	1.5956
1.000	1.5915
0.618	1.5889
HIGH	1.5848
0.618	1.5822
0.500	1.5815
0.382	1.5807
LOW	1.5781
0.618	1.5740
1.000	1.5714
1.618	1.5673
2.618	1.5606
4.250	1.5496

Fisher Pivots for day following 31-Jan-2013
Pivot	1 day	3 day
R1	1.5836	1.5820
PP	1.5825	1.5794
S1	1.5815	1.5769

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

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