CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	1.5472	1.5440	-0.0032	-0.2%	1.5271
High	1.5477	1.5495	0.0018	0.1%	1.5550
Low	1.5450	1.5428	-0.0022	-0.1%	1.5198
Close	1.5458	1.5433	-0.0025	-0.2%	1.5499
Range	0.0027	0.0067	0.0040	148.1%	0.0352
ATR	0.0108	0.0105	-0.0003	-2.7%	0.0000
Volume	131	130	-1	-0.8%	509

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5653	1.5610	1.5470
R3	1.5586	1.5543	1.5451
R2	1.5519	1.5519	1.5445
R1	1.5476	1.5476	1.5439	1.5464
PP	1.5452	1.5452	1.5452	1.5446
S1	1.5409	1.5409	1.5427	1.5397
S2	1.5385	1.5385	1.5421
S3	1.5318	1.5342	1.5415
S4	1.5251	1.5275	1.5396

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%	0.0106	0.7%	67%	False	False	118
10	1.5550	1.5094	0.0456	3.0%	0.0111	0.7%	74%	False	False	101
20	1.5550	1.5094	0.0456	3.0%	0.0096	0.6%	74%	False	False	77
40	1.5653	1.4798	0.0855	5.5%	0.0108	0.7%	74%	False	False	75
60	1.5710	1.4798	0.0912	5.9%	0.0084	0.5%	70%	False	False	56
80	1.5710	1.4798	0.0912	5.9%	0.0068	0.4%	70%	False	False	43
100	1.5710	1.4798	0.0912	5.9%	0.0059	0.4%	70%	False	False	35
120	1.5710	1.4798	0.0912	5.9%	0.0051	0.3%	70%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5780
2.618	1.5670
1.618	1.5603
1.000	1.5562
0.618	1.5536
HIGH	1.5495
0.618	1.5469
0.500	1.5462
0.382	1.5454
LOW	1.5428
0.618	1.5387
1.000	1.5361
1.618	1.5320
2.618	1.5253
4.250	1.5143

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	1.5462	1.5484
PP	1.5452	1.5467
S1	1.5443	1.5450

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

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