CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	1.3205	1.3257	0.0052	0.4%	1.2954
High	1.3324	1.3283	-0.0041	-0.3%	1.3491
Low	1.3195	1.3082	-0.0113	-0.9%	1.2860
Close	1.3267	1.3098	-0.0169	-1.3%	1.3211
Range	0.0129	0.0201	0.0072	55.8%	0.0631
ATR	0.0262	0.0258	-0.0004	-1.7%	0.0000
Volume	76,923	114,523	37,600	48.9%	765,773

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3757	1.3629	1.3209
R3	1.3556	1.3428	1.3153
R2	1.3355	1.3355	1.3135
R1	1.3227	1.3227	1.3116	1.3191
PP	1.3154	1.3154	1.3154	1.3136
S1	1.3026	1.3026	1.3080	1.2990
S2	1.2953	1.2953	1.3061
S3	1.2752	1.2825	1.3043
S4	1.2551	1.2624	1.2987

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5080	1.4777	1.3558
R3	1.4449	1.4146	1.3385
R2	1.3818	1.3818	1.3327
R1	1.3515	1.3515	1.3269	1.3667
PP	1.3187	1.3187	1.3187	1.3263
S1	1.2884	1.2884	1.3153	1.3036
S2	1.2556	1.2556	1.3095
S3	1.1925	1.2253	1.3037
S4	1.1294	1.1622	1.2864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3491	1.3082	0.0409	3.1%	0.0252	1.9%	4%	False	True	134,743
10	1.3491	1.2806	0.0685	5.2%	0.0229	1.8%	43%	False	False	131,779
20	1.5009	1.2806	0.2203	16.8%	0.0307	2.3%	13%	False	False	163,919
40	1.5009	1.2806	0.2203	16.8%	0.0233	1.8%	13%	False	False	116,770
60	1.5009	1.2806	0.2203	16.8%	0.0191	1.5%	13%	False	False	78,078
80	1.5009	1.2806	0.2203	16.8%	0.0170	1.3%	13%	False	False	58,578
100	1.5009	1.2806	0.2203	16.8%	0.0154	1.2%	13%	False	False	46,879
120	1.5009	1.2806	0.2203	16.8%	0.0134	1.0%	13%	False	False	39,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4137
2.618	1.3809
1.618	1.3608
1.000	1.3484
0.618	1.3407
HIGH	1.3283
0.618	1.3206
0.500	1.3183
0.382	1.3159
LOW	1.3082
0.618	1.2958
1.000	1.2881
1.618	1.2757
2.618	1.2556
4.250	1.2228

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	1.3183	1.3285
PP	1.3154	1.3223
S1	1.3126	1.3160

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

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