CME British Pound Future March 2013

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Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary Previous Current 19-Jun-2012 20-Jun-2012 Change Change % Previous Week Open 1.5707 1.5686 -0.0021 -0.1% 1.5479 High 1.5726 1.5686 -0.0040 -0.3% 1.5672 Low 1.5707 1.5686 -0.0021 -0.1% 1.5479 Close 1.5719 1.5686 -0.0033 -0.2% 1.5672 Range 0.0019 0.0000 -0.0019 -100.0% 0.0193 ATR 0.0058 0.0056 -0.0002 -3.1% 0.0000 Volume 7 2 -5 -71.4% 20
Daily Pivots for day following 20-Jun-2012 Classic Woodie Camarilla DeMark R4 1.5686 1.5686 1.5686 R3 1.5686 1.5686 1.5686 R2 1.5686 1.5686 1.5686 R1 1.5686 1.5686 1.5686 1.5686 PP 1.5686 1.5686 1.5686 1.5686 S1 1.5686 1.5686 1.5686 1.5686 S2 1.5686 1.5686 1.5686 S3 1.5686 1.5686 1.5686 S4 1.5686 1.5686 1.5686	Weekly Pivots for week ending 15-Jun-2012 Classic Woodie Camarilla DeMark R4 1.6187 1.6122 1.5778 R3 1.5994 1.5929 1.5725 R2 1.5801 1.5801 1.5707 R1 1.5736 1.5736 1.5690 1.5769 PP 1.5608 1.5608 1.5608 1.5624 S1 1.5543 1.5543 1.5654 1.5576 S2 1.5415 1.5415 1.5637 S3 1.5222 1.5350 1.5619 S4 1.5029 1.5157 1.5566
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5726 1.5479 0.0247 1.6% 0.0042 0.3% 84% False False 4 10 1.5726 1.5446 0.0280 1.8% 0.0028 0.2% 86% False False 4 20 1.5726 1.5360 0.0366 2.3% 0.0020 0.1% 89% False False 4
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 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5686 2.618 1.5686 1.618 1.5686 1.000 1.5686 0.618 1.5686 HIGH 1.5686 0.618 1.5686 0.500 1.5686 0.382 1.5686 LOW 1.5686 0.618 1.5686 1.000 1.5686 1.618 1.5686 2.618 1.5686 4.250 1.5686
Fisher Pivots for day following 20-Jun-2012 Pivot 1 day 3 day R1 1.5686 1.5692 PP 1.5686 1.5690 S1 1.5686 1.5688

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