CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	1.5075	1.5036	-0.0039	-0.3%	1.5274
High	1.5075	1.5088	0.0013	0.1%	1.5290
Low	1.5021	1.5036	0.0015	0.1%	1.5155
Close	1.5021	1.5088	0.0067	0.4%	1.5155
Range	0.0054	0.0052	-0.0002	-3.7%	0.0135
ATR	0.0077	0.0077	-0.0001	-1.0%	0.0000
Volume	1	2	1	100.0%	30

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5227	1.5209	1.5117
R3	1.5175	1.5157	1.5102
R2	1.5123	1.5123	1.5098
R1	1.5105	1.5105	1.5093	1.5114
PP	1.5071	1.5071	1.5071	1.5075
S1	1.5053	1.5053	1.5083	1.5062
S2	1.5019	1.5019	1.5078
S3	1.4967	1.5001	1.5074
S4	1.4915	1.4949	1.5059

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5605	1.5515	1.5229
R3	1.5470	1.5380	1.5192
R2	1.5335	1.5335	1.5180
R1	1.5245	1.5245	1.5167	1.5223
PP	1.5200	1.5200	1.5200	1.5189
S1	1.5110	1.5110	1.5143	1.5088
S2	1.5065	1.5065	1.5130
S3	1.4930	1.4975	1.5118
S4	1.4795	1.4840	1.5081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5253	1.5021	0.0232	1.5%	0.0021	0.1%	29%	False	False	3
10	1.5338	1.5021	0.0317	2.1%	0.0014	0.1%	21%	False	False	6
20	1.5574	1.5021	0.0553	3.7%	0.0013	0.1%	12%	False	False	5
40	1.5574	1.5021	0.0553	3.7%	0.0024	0.2%	12%	False	False	4
60	1.5574	1.4897	0.0677	4.5%	0.0019	0.1%	28%	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	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	1.5309
2.618	1.5224
1.618	1.5172
1.000	1.5140
0.618	1.5120
HIGH	1.5088
0.618	1.5068
0.500	1.5062
0.382	1.5056
LOW	1.5036
0.618	1.5004
1.000	1.4984
1.618	1.4952
2.618	1.4900
4.250	1.4815

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	1.5079	1.5085
PP	1.5071	1.5081
S1	1.5062	1.5078

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

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