CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	1.6125	1.6020	-0.0105	-0.7%	1.5923
High	1.6137	1.6057	-0.0080	-0.5%	1.6153
Low	1.6013	1.5977	-0.0036	-0.2%	1.5869
Close	1.6024	1.6010	-0.0014	-0.1%	1.6010
Range	0.0124	0.0080	-0.0044	-35.5%	0.0284
ATR	0.0105	0.0103	-0.0002	-1.7%	0.0000
Volume	138,043	89,228	-48,815	-35.4%	546,450

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6255	1.6212	1.6054
R3	1.6175	1.6132	1.6032
R2	1.6095	1.6095	1.6025
R1	1.6052	1.6052	1.6017	1.6034
PP	1.6015	1.6015	1.6015	1.6005
S1	1.5972	1.5972	1.6003	1.5954
S2	1.5935	1.5935	1.5995
S3	1.5855	1.5892	1.5988
S4	1.5775	1.5812	1.5966

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6863	1.6720	1.6166
R3	1.6579	1.6436	1.6088
R2	1.6295	1.6295	1.6062
R1	1.6152	1.6152	1.6036	1.6224
PP	1.6011	1.6011	1.6011	1.6046
S1	1.5868	1.5868	1.5984	1.5940
S2	1.5727	1.5727	1.5958
S3	1.5443	1.5584	1.5932
S4	1.5159	1.5300	1.5854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6153	1.5869	0.0284	1.8%	0.0122	0.8%	50%	False	False	109,290
10	1.6153	1.5619	0.0534	3.3%	0.0106	0.7%	73%	False	False	86,180
20	1.6153	1.5420	0.0733	4.6%	0.0098	0.6%	80%	False	False	44,285
40	1.6153	1.5094	0.1059	6.6%	0.0098	0.6%	86%	False	False	22,246
60	1.6153	1.4798	0.1355	8.5%	0.0103	0.6%	89%	False	False	14,853
80	1.6153	1.4798	0.1355	8.5%	0.0094	0.6%	89%	False	False	11,148
100	1.6153	1.4798	0.1355	8.5%	0.0078	0.5%	89%	False	False	8,920
120	1.6153	1.4798	0.1355	8.5%	0.0070	0.4%	89%	False	False	7,434

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6397
2.618	1.6266
1.618	1.6186
1.000	1.6137
0.618	1.6106
HIGH	1.6057
0.618	1.6026
0.500	1.6017
0.382	1.6008
LOW	1.5977
0.618	1.5928
1.000	1.5897
1.618	1.5848
2.618	1.5768
4.250	1.5637

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	1.6017	1.6018
PP	1.6015	1.6015
S1	1.6012	1.6013

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

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