CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	1.5923	1.5886	-0.0037	-0.2%	1.5623
High	1.5953	1.5928	-0.0025	-0.2%	1.5874
Low	1.5869	1.5876	0.0007	0.0%	1.5619
Close	1.5887	1.5900	0.0013	0.1%	1.5869
Range	0.0084	0.0052	-0.0032	-38.1%	0.0255
ATR	0.0094	0.0091	-0.0003	-3.2%	0.0000
Volume	91,068	78,622	-12,446	-13.7%	315,353

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6057	1.6031	1.5929
R3	1.6005	1.5979	1.5914
R2	1.5953	1.5953	1.5910
R1	1.5927	1.5927	1.5905	1.5940
PP	1.5901	1.5901	1.5901	1.5908
S1	1.5875	1.5875	1.5895	1.5888
S2	1.5849	1.5849	1.5890
S3	1.5797	1.5823	1.5886
S4	1.5745	1.5771	1.5871

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	1.5709	0.0244	1.5%	0.0083	0.5%	78%	False	False	85,608
10	1.5953	1.5547	0.0406	2.6%	0.0088	0.6%	87%	False	False	50,170
20	1.5953	1.5420	0.0533	3.4%	0.0086	0.5%	90%	False	False	25,504
40	1.5953	1.5094	0.0859	5.4%	0.0093	0.6%	94%	False	False	12,832
60	1.5953	1.4798	0.1155	7.3%	0.0099	0.6%	95%	False	False	8,577
80	1.5953	1.4798	0.1155	7.3%	0.0088	0.6%	95%	False	False	6,439
100	1.5953	1.4798	0.1155	7.3%	0.0073	0.5%	95%	False	False	5,152
120	1.5953	1.4798	0.1155	7.3%	0.0067	0.4%	95%	False	False	4,294

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.6149
2.618	1.6064
1.618	1.6012
1.000	1.5980
0.618	1.5960
HIGH	1.5928
0.618	1.5908
0.500	1.5902
0.382	1.5896
LOW	1.5876
0.618	1.5844
1.000	1.5824
1.618	1.5792
2.618	1.5740
4.250	1.5655

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	1.5902	1.5887
PP	1.5901	1.5873
S1	1.5901	1.5860

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

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