CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	1.5523	1.5472	-0.0051	-0.3%	1.5271
High	1.5539	1.5477	-0.0062	-0.4%	1.5550
Low	1.5486	1.5450	-0.0036	-0.2%	1.5198
Close	1.5499	1.5458	-0.0041	-0.3%	1.5499
Range	0.0053	0.0027	-0.0026	-49.1%	0.0352
ATR	0.0113	0.0108	-0.0005	-4.0%	0.0000
Volume	162	131	-31	-19.1%	509

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5543	1.5527	1.5473
R3	1.5516	1.5500	1.5465
R2	1.5489	1.5489	1.5463
R1	1.5473	1.5473	1.5460	1.5468
PP	1.5462	1.5462	1.5462	1.5459
S1	1.5446	1.5446	1.5456	1.5441
S2	1.5435	1.5435	1.5453
S3	1.5408	1.5419	1.5451
S4	1.5381	1.5392	1.5443

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6472	1.6337	1.5693
R3	1.6120	1.5985	1.5596
R2	1.5768	1.5768	1.5564
R1	1.5633	1.5633	1.5531	1.5701
PP	1.5416	1.5416	1.5416	1.5449
S1	1.5281	1.5281	1.5467	1.5349
S2	1.5064	1.5064	1.5434
S3	1.4712	1.4929	1.5402
S4	1.4360	1.4577	1.5305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5550	1.5198	0.0352	2.3%	0.0104	0.7%	74%	False	False	99
10	1.5550	1.5094	0.0456	2.9%	0.0114	0.7%	80%	False	False	108
20	1.5550	1.5062	0.0488	3.2%	0.0097	0.6%	81%	False	False	72
40	1.5710	1.4798	0.0912	5.9%	0.0107	0.7%	72%	False	False	72
60	1.5710	1.4798	0.0912	5.9%	0.0083	0.5%	72%	False	False	53
80	1.5710	1.4798	0.0912	5.9%	0.0067	0.4%	72%	False	False	41
100	1.5710	1.4798	0.0912	5.9%	0.0058	0.4%	72%	False	False	33
120	1.5710	1.4798	0.0912	5.9%	0.0050	0.3%	72%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1.5592
2.618	1.5548
1.618	1.5521
1.000	1.5504
0.618	1.5494
HIGH	1.5477
0.618	1.5467
0.500	1.5464
0.382	1.5460
LOW	1.5450
0.618	1.5433
1.000	1.5423
1.618	1.5406
2.618	1.5379
4.250	1.5335

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	1.5464	1.5500
PP	1.5462	1.5486
S1	1.5460	1.5472

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

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