CME British Pound Future June 2013

Trading Metrics calculated at close of trading on 24-Apr-2013

Day Change Summary
	Previous	Current
	23-Apr-2013	24-Apr-2013	Change	Change %	Previous Week
Open	1.5283	1.5234	-0.0049	-0.3%	1.5337
High	1.5293	1.5283	-0.0010	-0.1%	1.5381
Low	1.5192	1.5222	0.0030	0.2%	1.5212
Close	1.5238	1.5263	0.0025	0.2%	1.5225
Range	0.0101	0.0061	-0.0040	-39.6%	0.0169
ATR	0.0111	0.0107	-0.0004	-3.2%	0.0000
Volume	102,389	68,502	-33,887	-33.1%	513,181

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5439	1.5412	1.5297
R3	1.5378	1.5351	1.5280
R2	1.5317	1.5317	1.5274
R1	1.5290	1.5290	1.5269	1.5304
PP	1.5256	1.5256	1.5256	1.5263
S1	1.5229	1.5229	1.5257	1.5243
S2	1.5195	1.5195	1.5252
S3	1.5134	1.5168	1.5246
S4	1.5073	1.5107	1.5229

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5780	1.5671	1.5318
R3	1.5611	1.5502	1.5271
R2	1.5442	1.5442	1.5256
R1	1.5333	1.5333	1.5240	1.5303
PP	1.5273	1.5273	1.5273	1.5258
S1	1.5164	1.5164	1.5210	1.5134
S2	1.5104	1.5104	1.5194
S3	1.4935	1.4995	1.5179
S4	1.4766	1.4826	1.5132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5364	1.5192	0.0172	1.1%	0.0099	0.6%	41%	False	False	89,860
10	1.5406	1.5192	0.0214	1.4%	0.0104	0.7%	33%	False	False	94,005
20	1.5406	1.5027	0.0379	2.5%	0.0108	0.7%	62%	False	False	94,883
40	1.5406	1.4823	0.0583	3.8%	0.0112	0.7%	75%	False	False	80,900
60	1.5867	1.4823	0.1044	6.8%	0.0112	0.7%	42%	False	False	54,101
80	1.6300	1.4823	0.1477	9.7%	0.0099	0.6%	30%	False	False	40,583
100	1.6300	1.4823	0.1477	9.7%	0.0085	0.6%	30%	False	False	32,468
120	1.6300	1.4823	0.1477	9.7%	0.0070	0.5%	30%	False	False	27,057

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.5542
2.618	1.5443
1.618	1.5382
1.000	1.5344
0.618	1.5321
HIGH	1.5283
0.618	1.5260
0.500	1.5253
0.382	1.5245
LOW	1.5222
0.618	1.5184
1.000	1.5161
1.618	1.5123
2.618	1.5062
4.250	1.4963

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	1.5260	1.5256
PP	1.5256	1.5249
S1	1.5253	1.5243

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

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