CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 09-Sep-2013

Day Change Summary
	Previous	Current
	06-Sep-2013	09-Sep-2013	Change	Change %	Previous Week
Open	1.5576	1.5623	0.0047	0.3%	1.5509
High	1.5670	1.5723	0.0053	0.3%	1.5670
Low	1.5555	1.5619	0.0064	0.4%	1.5493
Close	1.5624	1.5692	0.0068	0.4%	1.5624
Range	0.0115	0.0104	-0.0011	-9.6%	0.0177
ATR	0.0097	0.0098	0.0000	0.5%	0.0000
Volume	9,928	23,428	13,500	136.0%	17,949

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5990	1.5945	1.5749
R3	1.5886	1.5841	1.5721
R2	1.5782	1.5782	1.5711
R1	1.5737	1.5737	1.5702	1.5760
PP	1.5678	1.5678	1.5678	1.5689
S1	1.5633	1.5633	1.5682	1.5656
S2	1.5574	1.5574	1.5673
S3	1.5470	1.5529	1.5663
S4	1.5366	1.5425	1.5635

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6127	1.6052	1.5721
R3	1.5950	1.5875	1.5673
R2	1.5773	1.5773	1.5656
R1	1.5698	1.5698	1.5640	1.5736
PP	1.5596	1.5596	1.5596	1.5614
S1	1.5521	1.5521	1.5608	1.5559
S2	1.5419	1.5419	1.5592
S3	1.5242	1.5344	1.5575
S4	1.5065	1.5167	1.5527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5723	1.5493	0.0230	1.5%	0.0100	0.6%	87%	True	False	8,275
10	1.5723	1.5420	0.0303	1.9%	0.0090	0.6%	90%	True	False	4,644
20	1.5723	1.5410	0.0313	2.0%	0.0087	0.6%	90%	True	False	2,523
40	1.5723	1.5050	0.0673	4.3%	0.0093	0.6%	95%	True	False	1,295
60	1.5723	1.4798	0.0925	5.9%	0.0100	0.6%	97%	True	False	887
80	1.5723	1.4798	0.0925	5.9%	0.0083	0.5%	97%	True	False	669
100	1.5723	1.4798	0.0925	5.9%	0.0071	0.5%	97%	True	False	537
120	1.5723	1.4798	0.0925	5.9%	0.0063	0.4%	97%	True	False	447

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6165
2.618	1.5995
1.618	1.5891
1.000	1.5827
0.618	1.5787
HIGH	1.5723
0.618	1.5683
0.500	1.5671
0.382	1.5659
LOW	1.5619
0.618	1.5555
1.000	1.5515
1.618	1.5451
2.618	1.5347
4.250	1.5177

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	1.5685	1.5674
PP	1.5678	1.5657
S1	1.5671	1.5639

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

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