CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	1.5482	1.5579	0.0097	0.6%	1.5616
High	1.5594	1.5600	0.0006	0.0%	1.5626
Low	1.5449	1.5546	0.0097	0.6%	1.5416
Close	1.5594	1.5550	-0.0044	-0.3%	1.5484
Range	0.0145	0.0054	-0.0091	-62.8%	0.0210
ATR	0.0096	0.0093	-0.0003	-3.1%	0.0000
Volume	319	51	-268	-84.0%	754

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5727	1.5693	1.5580
R3	1.5673	1.5639	1.5565
R2	1.5619	1.5619	1.5560
R1	1.5585	1.5585	1.5555	1.5575
PP	1.5565	1.5565	1.5565	1.5561
S1	1.5531	1.5531	1.5545	1.5521
S2	1.5511	1.5511	1.5540
S3	1.5457	1.5477	1.5535
S4	1.5403	1.5423	1.5520

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6139	1.6021	1.5600
R3	1.5929	1.5811	1.5542
R2	1.5719	1.5719	1.5523
R1	1.5601	1.5601	1.5503	1.5555
PP	1.5509	1.5509	1.5509	1.5486
S1	1.5391	1.5391	1.5465	1.5345
S2	1.5299	1.5299	1.5446
S3	1.5089	1.5181	1.5426
S4	1.4879	1.4971	1.5369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5626	1.5416	0.0210	1.4%	0.0109	0.7%	64%	False	False	216
10	1.5669	1.5416	0.0253	1.6%	0.0092	0.6%	53%	False	False	120
20	1.5669	1.5416	0.0253	1.6%	0.0084	0.5%	53%	False	False	85
40	1.5892	1.5325	0.0567	3.6%	0.0093	0.6%	40%	False	False	61
60	1.5892	1.5179	0.0713	4.6%	0.0084	0.5%	52%	False	False	43
80	1.5892	1.4882	0.1010	6.5%	0.0074	0.5%	66%	False	False	34
100	1.5892	1.4625	0.1267	8.1%	0.0060	0.4%	73%	False	False	28
120	1.5892	1.4625	0.1267	8.1%	0.0052	0.3%	73%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5830
2.618	1.5741
1.618	1.5687
1.000	1.5654
0.618	1.5633
HIGH	1.5600
0.618	1.5579
0.500	1.5573
0.382	1.5567
LOW	1.5546
0.618	1.5513
1.000	1.5492
1.618	1.5459
2.618	1.5405
4.250	1.5317

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	1.5573	1.5536
PP	1.5565	1.5522
S1	1.5558	1.5508

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

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