CME British Pound Future December 2013

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Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary Previous Current 19-Mar-2013 20-Mar-2013 Change Change % Previous Week Open 1.5100 1.5103 0.0003 0.0% 1.4918 High 1.5100 1.5103 0.0003 0.0% 1.5066 Low 1.5089 1.5103 0.0014 0.1% 1.4897 Close 1.5089 1.5103 0.0014 0.1% 1.5066 Range 0.0011 0.0000 -0.0011 -100.0% 0.0169 ATR 0.0044 0.0042 -0.0002 -4.9% 0.0000 Volume 2 1 -1 -50.0% 6
Daily Pivots for day following 20-Mar-2013 Classic Woodie Camarilla DeMark R4 1.5103 1.5103 1.5103 R3 1.5103 1.5103 1.5103 R2 1.5103 1.5103 1.5103 R1 1.5103 1.5103 1.5103 1.5103 PP 1.5103 1.5103 1.5103 1.5103 S1 1.5103 1.5103 1.5103 1.5103 S2 1.5103 1.5103 1.5103 S3 1.5103 1.5103 1.5103 S4 1.5103 1.5103 1.5103	Weekly Pivots for week ending 15-Mar-2013 Classic Woodie Camarilla DeMark R4 1.5517 1.5460 1.5159 R3 1.5348 1.5291 1.5112 R2 1.5179 1.5179 1.5097 R1 1.5122 1.5122 1.5081 1.5151 PP 1.5010 1.5010 1.5010 1.5024 S1 1.4953 1.4953 1.5051 1.4982 S2 1.4841 1.4841 1.5035 S3 1.4672 1.4784 1.5020 S4 1.4503 1.4615 1.4973
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5103 1.5000 0.0103 0.7% 0.0015 0.1% 100% True False 1 10 1.5103 1.4897 0.0206 1.4% 0.0010 0.1% 100% True False 1 20 1.5225 1.4897 0.0328 2.2% 0.0009 0.1% 63% False False 3
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 True 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 1.5103 2.618 1.5103 1.618 1.5103 1.000 1.5103 0.618 1.5103 HIGH 1.5103 0.618 1.5103 0.500 1.5103 0.382 1.5103 LOW 1.5103 0.618 1.5103 1.000 1.5103 1.618 1.5103 2.618 1.5103 4.250 1.5103
Fisher Pivots for day following 20-Mar-2013 Pivot 1 day 3 day R1 1.5103 1.5101 PP 1.5103 1.5098 S1 1.5103 1.5096

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