CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	1.5795	1.5923	0.0128	0.8%	1.5623
High	1.5874	1.5953	0.0079	0.5%	1.5874
Low	1.5766	1.5869	0.0103	0.7%	1.5619
Close	1.5869	1.5887	0.0018	0.1%	1.5869
Range	0.0108	0.0084	-0.0024	-22.2%	0.0255
ATR	0.0095	0.0094	-0.0001	-0.8%	0.0000
Volume	106,192	91,068	-15,124	-14.2%	315,353

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6155	1.6105	1.5933
R3	1.6071	1.6021	1.5910
R2	1.5987	1.5987	1.5902
R1	1.5937	1.5937	1.5895	1.5920
PP	1.5903	1.5903	1.5903	1.5895
S1	1.5853	1.5853	1.5879	1.5836
S2	1.5819	1.5819	1.5872
S3	1.5735	1.5769	1.5864
S4	1.5651	1.5685	1.5841

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6552	1.6466	1.6009
R3	1.6297	1.6211	1.5939
R2	1.6042	1.6042	1.5916
R1	1.5956	1.5956	1.5892	1.5999
PP	1.5787	1.5787	1.5787	1.5809
S1	1.5701	1.5701	1.5846	1.5744
S2	1.5532	1.5532	1.5822
S3	1.5277	1.5446	1.5799
S4	1.5022	1.5191	1.5729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5953	1.5674	0.0279	1.8%	0.0085	0.5%	76%	True	False	76,598
10	1.5953	1.5493	0.0460	2.9%	0.0092	0.6%	86%	True	False	42,437
20	1.5953	1.5420	0.0533	3.4%	0.0086	0.5%	88%	True	False	21,586
40	1.5953	1.5094	0.0859	5.4%	0.0094	0.6%	92%	True	False	10,867
60	1.5953	1.4798	0.1155	7.3%	0.0101	0.6%	94%	True	False	7,269
80	1.5953	1.4798	0.1155	7.3%	0.0088	0.6%	94%	True	False	5,457
100	1.5953	1.4798	0.1155	7.3%	0.0074	0.5%	94%	True	False	4,366
120	1.5953	1.4798	0.1155	7.3%	0.0066	0.4%	94%	True	False	3,639

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6310
2.618	1.6173
1.618	1.6089
1.000	1.6037
0.618	1.6005
HIGH	1.5953
0.618	1.5921
0.500	1.5911
0.382	1.5901
LOW	1.5869
0.618	1.5817
1.000	1.5785
1.618	1.5733
2.618	1.5649
4.250	1.5512

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	1.5911	1.5878
PP	1.5903	1.5869
S1	1.5895	1.5860

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

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