CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	1.5561	1.5572	0.0011	0.1%	1.5610
High	1.5598	1.5577	-0.0021	-0.1%	1.5700
Low	1.5547	1.5472	-0.0075	-0.5%	1.5528
Close	1.5565	1.5528	-0.0037	-0.2%	1.5562
Range	0.0051	0.0105	0.0054	105.9%	0.0172
ATR	0.0099	0.0100	0.0000	0.4%	0.0000
Volume	354	242	-112	-31.6%	2,296

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5841	1.5789	1.5586
R3	1.5736	1.5684	1.5557
R2	1.5631	1.5631	1.5547
R1	1.5579	1.5579	1.5538	1.5553
PP	1.5526	1.5526	1.5526	1.5512
S1	1.5474	1.5474	1.5518	1.5448
S2	1.5421	1.5421	1.5509
S3	1.5316	1.5369	1.5499
S4	1.5211	1.5264	1.5470

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6113	1.6009	1.5657
R3	1.5941	1.5837	1.5609
R2	1.5769	1.5769	1.5594
R1	1.5665	1.5665	1.5578	1.5631
PP	1.5597	1.5597	1.5597	1.5580
S1	1.5493	1.5493	1.5546	1.5459
S2	1.5425	1.5425	1.5530
S3	1.5253	1.5321	1.5515
S4	1.5081	1.5149	1.5467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5700	1.5472	0.0228	1.5%	0.0087	0.6%	25%	False	True	501
10	1.5700	1.5410	0.0290	1.9%	0.0091	0.6%	41%	False	False	436
20	1.5700	1.5094	0.0606	3.9%	0.0101	0.6%	72%	False	False	269
40	1.5700	1.4798	0.0902	5.8%	0.0106	0.7%	81%	False	False	168
60	1.5710	1.4798	0.0912	5.9%	0.0095	0.6%	80%	False	False	127
80	1.5710	1.4798	0.0912	5.9%	0.0076	0.5%	80%	False	False	97
100	1.5710	1.4798	0.0912	5.9%	0.0065	0.4%	80%	False	False	78
120	1.5710	1.4798	0.0912	5.9%	0.0057	0.4%	80%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6023
2.618	1.5852
1.618	1.5747
1.000	1.5682
0.618	1.5642
HIGH	1.5577
0.618	1.5537
0.500	1.5525
0.382	1.5512
LOW	1.5472
0.618	1.5407
1.000	1.5367
1.618	1.5302
2.618	1.5197
4.250	1.5026

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	1.5527	1.5556
PP	1.5526	1.5547
S1	1.5525	1.5537

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

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