CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	1.5719	1.5698	-0.0021	-0.1%	1.5548
High	1.5794	1.5762	-0.0032	-0.2%	1.5924
Low	1.5659	1.5668	0.0009	0.1%	1.5478
Close	1.5693	1.5724	0.0031	0.2%	1.5871
Range	0.0135	0.0094	-0.0041	-30.4%	0.0446
ATR	0.0135	0.0132	-0.0003	-2.2%	0.0000
Volume	78,728	76,185	-2,543	-3.2%	424,760

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6000	1.5956	1.5776
R3	1.5906	1.5862	1.5750
R2	1.5812	1.5812	1.5741
R1	1.5768	1.5768	1.5733	1.5790
PP	1.5718	1.5718	1.5718	1.5729
S1	1.5674	1.5674	1.5715	1.5696
S2	1.5624	1.5624	1.5707
S3	1.5530	1.5580	1.5698
S4	1.5436	1.5486	1.5672

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.7096	1.6929	1.6116
R3	1.6650	1.6483	1.5994
R2	1.6204	1.6204	1.5953
R1	1.6037	1.6037	1.5912	1.6121
PP	1.5758	1.5758	1.5758	1.5799
S1	1.5591	1.5591	1.5830	1.5675
S2	1.5312	1.5312	1.5789
S3	1.4866	1.5145	1.5748
S4	1.4420	1.4699	1.5626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5902	1.5659	0.0243	1.5%	0.0104	0.7%	27%	False	False	77,678
10	1.5924	1.5457	0.0467	3.0%	0.0124	0.8%	57%	False	False	86,701
20	1.5924	1.5160	0.0764	4.9%	0.0135	0.9%	74%	False	False	55,269
40	1.5924	1.5074	0.0850	5.4%	0.0137	0.9%	76%	False	False	27,783
60	1.5924	1.4591	0.1333	8.5%	0.0130	0.8%	85%	False	False	18,548
80	1.5924	1.4591	0.1333	8.5%	0.0129	0.8%	85%	False	False	13,921
100	1.5924	1.4591	0.1333	8.5%	0.0106	0.7%	85%	False	False	11,138
120	1.5924	1.4591	0.1333	8.5%	0.0090	0.6%	85%	False	False	9,282

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0037
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6162
2.618	1.6008
1.618	1.5914
1.000	1.5856
0.618	1.5820
HIGH	1.5762
0.618	1.5726
0.500	1.5715
0.382	1.5704
LOW	1.5668
0.618	1.5610
1.000	1.5574
1.618	1.5516
2.618	1.5422
4.250	1.5269

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	1.5721	1.5741
PP	1.5718	1.5735
S1	1.5715	1.5730

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

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