CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	1.6375	1.6345	-0.0030	-0.2%	1.6344
High	1.6418	1.6359	-0.0059	-0.4%	1.6465
Low	1.6320	1.6263	-0.0057	-0.3%	1.6263
Close	1.6346	1.6291	-0.0055	-0.3%	1.6291
Range	0.0098	0.0096	-0.0002	-2.0%	0.0202
ATR	0.0100	0.0099	0.0000	-0.3%	0.0000
Volume	128,435	34,185	-94,250	-73.4%	504,256

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6592	1.6538	1.6344
R3	1.6496	1.6442	1.6317
R2	1.6400	1.6400	1.6309
R1	1.6346	1.6346	1.6300	1.6325
PP	1.6304	1.6304	1.6304	1.6294
S1	1.6250	1.6250	1.6282	1.6229
S2	1.6208	1.6208	1.6273
S3	1.6112	1.6154	1.6265
S4	1.6016	1.6058	1.6238

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6946	1.6820	1.6402
R3	1.6744	1.6618	1.6347
R2	1.6542	1.6542	1.6328
R1	1.6416	1.6416	1.6310	1.6378
PP	1.6340	1.6340	1.6340	1.6321
S1	1.6214	1.6214	1.6272	1.6176
S2	1.6138	1.6138	1.6254
S3	1.5936	1.6012	1.6235
S4	1.5734	1.5810	1.6180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6465	1.6263	0.0202	1.2%	0.0094	0.6%	14%	False	True	100,851
10	1.6465	1.6263	0.0202	1.2%	0.0095	0.6%	14%	False	True	106,779
20	1.6465	1.6042	0.0423	2.6%	0.0095	0.6%	59%	False	False	100,034
40	1.6465	1.5850	0.0615	3.8%	0.0100	0.6%	72%	False	False	94,656
60	1.6465	1.5850	0.0615	3.8%	0.0103	0.6%	72%	False	False	92,967
80	1.6465	1.5420	0.1045	6.4%	0.0102	0.6%	83%	False	False	79,690
100	1.6465	1.5094	0.1371	8.4%	0.0102	0.6%	87%	False	False	63,787
120	1.6465	1.4798	0.1667	10.2%	0.0103	0.6%	90%	False	False	53,167

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6767
2.618	1.6610
1.618	1.6514
1.000	1.6455
0.618	1.6418
HIGH	1.6359
0.618	1.6322
0.500	1.6311
0.382	1.6300
LOW	1.6263
0.618	1.6204
1.000	1.6167
1.618	1.6108
2.618	1.6012
4.250	1.5855

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	1.6311	1.6360
PP	1.6304	1.6337
S1	1.6298	1.6314

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

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