CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	1.5623	1.5684	0.0061	0.4%	1.5509
High	1.5723	1.5735	0.0012	0.1%	1.5670
Low	1.5619	1.5674	0.0055	0.4%	1.5493
Close	1.5692	1.5720	0.0028	0.2%	1.5624
Range	0.0104	0.0061	-0.0043	-41.3%	0.0177
ATR	0.0098	0.0095	-0.0003	-2.7%	0.0000
Volume	23,428	33,571	10,143	43.3%	17,949

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5893	1.5867	1.5754
R3	1.5832	1.5806	1.5737
R2	1.5771	1.5771	1.5731
R1	1.5745	1.5745	1.5726	1.5758
PP	1.5710	1.5710	1.5710	1.5716
S1	1.5684	1.5684	1.5714	1.5697
S2	1.5649	1.5649	1.5709
S3	1.5588	1.5623	1.5703
S4	1.5527	1.5562	1.5686

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	1.5735	1.5547	0.0188	1.2%	0.0093	0.6%	92%	True	False	14,731
10	1.5735	1.5420	0.0315	2.0%	0.0091	0.6%	95%	True	False	7,966
20	1.5735	1.5410	0.0325	2.1%	0.0089	0.6%	95%	True	False	4,195
40	1.5735	1.5062	0.0673	4.3%	0.0093	0.6%	98%	True	False	2,133
60	1.5735	1.4798	0.0937	6.0%	0.0101	0.6%	98%	True	False	1,446
80	1.5735	1.4798	0.0937	6.0%	0.0084	0.5%	98%	True	False	1,089
100	1.5735	1.4798	0.0937	6.0%	0.0072	0.5%	98%	True	False	872
120	1.5735	1.4798	0.0937	6.0%	0.0063	0.4%	98%	True	False	727

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5994
2.618	1.5895
1.618	1.5834
1.000	1.5796
0.618	1.5773
HIGH	1.5735
0.618	1.5712
0.500	1.5705
0.382	1.5697
LOW	1.5674
0.618	1.5636
1.000	1.5613
1.618	1.5575
2.618	1.5514
4.250	1.5415

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	1.5715	1.5695
PP	1.5710	1.5670
S1	1.5705	1.5645

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

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