CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	1.3302	1.3285	-0.0017	-0.1%	1.3443
High	1.3359	1.3351	-0.0008	-0.1%	1.3540
Low	1.3255	1.3010	-0.0245	-1.8%	1.3133
Close	1.3293	1.3037	-0.0256	-1.9%	1.3293
Range	0.0104	0.0341	0.0237	227.9%	0.0407
ATR	0.0281	0.0285	0.0004	1.5%	0.0000
Volume	101,892	173,004	71,112	69.8%	792,814

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4156	1.3937	1.3225
R3	1.3815	1.3596	1.3131
R2	1.3474	1.3474	1.3100
R1	1.3255	1.3255	1.3068	1.3194
PP	1.3133	1.3133	1.3133	1.3102
S1	1.2914	1.2914	1.3006	1.2853
S2	1.2792	1.2792	1.2974
S3	1.2451	1.2573	1.2943
S4	1.2110	1.2232	1.2849

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4543	1.4325	1.3517
R3	1.4136	1.3918	1.3405
R2	1.3729	1.3729	1.3368
R1	1.3511	1.3511	1.3330	1.3417
PP	1.3322	1.3322	1.3322	1.3275
S1	1.3104	1.3104	1.3256	1.3010
S2	1.2915	1.2915	1.3218
S3	1.2508	1.2697	1.3181
S4	1.2101	1.2290	1.3069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3540	1.3010	0.0530	4.1%	0.0237	1.8%	5%	False	True	147,331
10	1.5009	1.3010	0.1999	15.3%	0.0384	2.9%	1%	False	True	196,058
20	1.5009	1.3010	0.1999	15.3%	0.0286	2.2%	1%	False	True	165,063
40	1.5009	1.3010	0.1999	15.3%	0.0201	1.5%	1%	False	True	84,151
60	1.5009	1.3010	0.1999	15.3%	0.0170	1.3%	1%	False	True	56,134
80	1.5009	1.3010	0.1999	15.3%	0.0156	1.2%	1%	False	True	42,119
100	1.5009	1.3010	0.1999	15.3%	0.0135	1.0%	1%	False	True	33,701
120	1.5009	1.3010	0.1999	15.3%	0.0116	0.9%	1%	False	True	28,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0044
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4800
2.618	1.4244
1.618	1.3903
1.000	1.3692
0.618	1.3562
HIGH	1.3351
0.618	1.3221
0.500	1.3181
0.382	1.3140
LOW	1.3010
0.618	1.2799
1.000	1.2669
1.618	1.2458
2.618	1.2117
4.250	1.1561

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	1.3181	1.3256
PP	1.3133	1.3183
S1	1.3085	1.3110

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

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