CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	1.3257	1.3108	-0.0149	-1.1%	1.2954
High	1.3283	1.3238	-0.0045	-0.3%	1.3491
Low	1.3082	1.3073	-0.0009	-0.1%	1.2860
Close	1.3098	1.3157	0.0059	0.5%	1.3211
Range	0.0201	0.0165	-0.0036	-17.9%	0.0631
ATR	0.0258	0.0251	-0.0007	-2.6%	0.0000
Volume	114,523	97,785	-16,738	-14.6%	765,773

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3651	1.3569	1.3248
R3	1.3486	1.3404	1.3202
R2	1.3321	1.3321	1.3187
R1	1.3239	1.3239	1.3172	1.3280
PP	1.3156	1.3156	1.3156	1.3177
S1	1.3074	1.3074	1.3142	1.3115
S2	1.2991	1.2991	1.3127
S3	1.2826	1.2909	1.3112
S4	1.2661	1.2744	1.3066

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	1.3073	0.0418	3.2%	0.0244	1.9%	20%	False	True	127,555
10	1.3491	1.2860	0.0631	4.8%	0.0223	1.7%	47%	False	False	126,472
20	1.5009	1.2806	0.2203	16.7%	0.0306	2.3%	16%	False	False	160,517
40	1.5009	1.2806	0.2203	16.7%	0.0234	1.8%	16%	False	False	119,201
60	1.5009	1.2806	0.2203	16.7%	0.0192	1.5%	16%	False	False	79,706
80	1.5009	1.2806	0.2203	16.7%	0.0170	1.3%	16%	False	False	59,799
100	1.5009	1.2806	0.2203	16.7%	0.0154	1.2%	16%	False	False	47,854
120	1.5009	1.2806	0.2203	16.7%	0.0136	1.0%	16%	False	False	39,881

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	0.0052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3939
2.618	1.3670
1.618	1.3505
1.000	1.3403
0.618	1.3340
HIGH	1.3238
0.618	1.3175
0.500	1.3156
0.382	1.3136
LOW	1.3073
0.618	1.2971
1.000	1.2908
1.618	1.2806
2.618	1.2641
4.250	1.2372

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	1.3157	1.3199
PP	1.3156	1.3185
S1	1.3156	1.3171

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

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