CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	1.5510	1.5492	-0.0018	-0.1%	1.5561
High	1.5537	1.5513	-0.0024	-0.2%	1.5598
Low	1.5471	1.5455	-0.0016	-0.1%	1.5420
Close	1.5486	1.5483	-0.0003	0.0%	1.5483
Range	0.0066	0.0058	-0.0008	-12.1%	0.0178
ATR	0.0098	0.0095	-0.0003	-2.9%	0.0000
Volume	2,405	1,478	-927	-38.5%	5,067

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5658	1.5628	1.5515
R3	1.5600	1.5570	1.5499
R2	1.5542	1.5542	1.5494
R1	1.5512	1.5512	1.5488	1.5498
PP	1.5484	1.5484	1.5484	1.5477
S1	1.5454	1.5454	1.5478	1.5440
S2	1.5426	1.5426	1.5472
S3	1.5368	1.5396	1.5467
S4	1.5310	1.5338	1.5451

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6034	1.5937	1.5581
R3	1.5856	1.5759	1.5532
R2	1.5678	1.5678	1.5516
R1	1.5581	1.5581	1.5499	1.5541
PP	1.5500	1.5500	1.5500	1.5480
S1	1.5403	1.5403	1.5467	1.5363
S2	1.5322	1.5322	1.5450
S3	1.5144	1.5225	1.5434
S4	1.4966	1.5047	1.5385

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5598	1.5420	0.0178	1.1%	0.0080	0.5%	35%	False	False	1,013
10	1.5700	1.5420	0.0280	1.8%	0.0080	0.5%	23%	False	False	736
20	1.5700	1.5198	0.0502	3.2%	0.0092	0.6%	57%	False	False	480
40	1.5700	1.4798	0.0902	5.8%	0.0096	0.6%	76%	False	False	276
60	1.5710	1.4798	0.0912	5.9%	0.0096	0.6%	75%	False	False	201
80	1.5710	1.4798	0.0912	5.9%	0.0078	0.5%	75%	False	False	153
100	1.5710	1.4798	0.0912	5.9%	0.0068	0.4%	75%	False	False	123
120	1.5710	1.4798	0.0912	5.9%	0.0059	0.4%	75%	False	False	103

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5760
2.618	1.5665
1.618	1.5607
1.000	1.5571
0.618	1.5549
HIGH	1.5513
0.618	1.5491
0.500	1.5484
0.382	1.5477
LOW	1.5455
0.618	1.5419
1.000	1.5397
1.618	1.5361
2.618	1.5303
4.250	1.5209

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	1.5484	1.5482
PP	1.5484	1.5480
S1	1.5483	1.5479

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

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