CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	1.3285	1.3028	-0.0257	-1.9%	1.3443
High	1.3351	1.3039	-0.0312	-2.3%	1.3540
Low	1.3010	1.2806	-0.0204	-1.6%	1.3133
Close	1.3037	1.2935	-0.0102	-0.8%	1.3293
Range	0.0341	0.0233	-0.0108	-31.7%	0.0407
ATR	0.0285	0.0282	-0.0004	-1.3%	0.0000
Volume	173,004	150,859	-22,145	-12.8%	792,814

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3626	1.3513	1.3063
R3	1.3393	1.3280	1.2999
R2	1.3160	1.3160	1.2978
R1	1.3047	1.3047	1.2956	1.2987
PP	1.2927	1.2927	1.2927	1.2897
S1	1.2814	1.2814	1.2914	1.2754
S2	1.2694	1.2694	1.2892
S3	1.2461	1.2581	1.2871
S4	1.2228	1.2348	1.2807

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	1.2806	0.0734	5.7%	0.0243	1.9%	18%	False	True	148,596
10	1.5009	1.2806	0.2203	17.0%	0.0390	3.0%	6%	False	True	194,561
20	1.5009	1.2806	0.2203	17.0%	0.0286	2.2%	6%	False	True	170,060
40	1.5009	1.2806	0.2203	17.0%	0.0205	1.6%	6%	False	True	87,920
60	1.5009	1.2806	0.2203	17.0%	0.0171	1.3%	6%	False	True	58,648
80	1.5009	1.2806	0.2203	17.0%	0.0157	1.2%	6%	False	True	44,005
100	1.5009	1.2806	0.2203	17.0%	0.0136	1.1%	6%	False	True	35,210
120	1.5009	1.2806	0.2203	17.0%	0.0117	0.9%	6%	False	True	29,343

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	0.0039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4029
2.618	1.3649
1.618	1.3416
1.000	1.3272
0.618	1.3183
HIGH	1.3039
0.618	1.2950
0.500	1.2923
0.382	1.2895
LOW	1.2806
0.618	1.2662
1.000	1.2573
1.618	1.2429
2.618	1.2196
4.250	1.1816

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	1.2931	1.3083
PP	1.2927	1.3033
S1	1.2923	1.2984

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

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