CME British Pound Future September 2013

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

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	1.5492	1.5389	-0.0103	-0.7%	1.5703
High	1.5523	1.5457	-0.0066	-0.4%	1.5743
Low	1.5360	1.5335	-0.0025	-0.2%	1.5360
Close	1.5420	1.5435	0.0015	0.1%	1.5420
Range	0.0163	0.0122	-0.0041	-25.2%	0.0383
ATR	0.0125	0.0125	0.0000	-0.2%	0.0000
Volume	131,906	140,934	9,028	6.8%	618,651

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5775	1.5727	1.5502
R3	1.5653	1.5605	1.5469
R2	1.5531	1.5531	1.5457
R1	1.5483	1.5483	1.5446	1.5507
PP	1.5409	1.5409	1.5409	1.5421
S1	1.5361	1.5361	1.5424	1.5385
S2	1.5287	1.5287	1.5413
S3	1.5165	1.5239	1.5401
S4	1.5043	1.5117	1.5368

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6657	1.6421	1.5631
R3	1.6274	1.6038	1.5525
R2	1.5891	1.5891	1.5490
R1	1.5655	1.5655	1.5455	1.5582
PP	1.5508	1.5508	1.5508	1.5471
S1	1.5272	1.5272	1.5385	1.5199
S2	1.5125	1.5125	1.5350
S3	1.4742	1.4889	1.5315
S4	1.4359	1.4506	1.5209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5714	1.5335	0.0379	2.5%	0.0155	1.0%	26%	False	True	135,651
10	1.5743	1.5335	0.0408	2.6%	0.0124	0.8%	25%	False	True	107,651
20	1.5743	1.4999	0.0744	4.8%	0.0130	0.8%	59%	False	False	56,209
40	1.5743	1.4999	0.0744	4.8%	0.0115	0.7%	59%	False	False	28,200
60	1.5743	1.4999	0.0744	4.8%	0.0102	0.7%	59%	False	False	18,813
80	1.5743	1.4830	0.0913	5.9%	0.0092	0.6%	66%	False	False	14,114
100	1.5840	1.4830	0.1010	6.5%	0.0077	0.5%	60%	False	False	11,294
120	1.6231	1.4830	0.1401	9.1%	0.0065	0.4%	43%	False	False	9,412

Crabel Price Patterns
NR	True
NR4	False
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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5976
2.618	1.5776
1.618	1.5654
1.000	1.5579
0.618	1.5532
HIGH	1.5457
0.618	1.5410
0.500	1.5396
0.382	1.5382
LOW	1.5335
0.618	1.5260
1.000	1.5213
1.618	1.5138
2.618	1.5016
4.250	1.4817

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	1.5422	1.5433
PP	1.5409	1.5431
S1	1.5396	1.5429

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

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