CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	1.2886	1.3051	0.0165	1.3%	1.3084
High	1.3059	1.3094	0.0035	0.3%	1.3105
Low	1.2886	1.2983	0.0097	0.8%	1.2910
Close	1.3043	1.3050	0.0007	0.1%	1.2924
Range	0.0173	0.0111	-0.0062	-35.8%	0.0195
ATR	0.0160	0.0157	-0.0004	-2.2%	0.0000
Volume	105,872	86,311	-19,561	-18.5%	336,917

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3375	1.3324	1.3111
R3	1.3264	1.3213	1.3081
R2	1.3153	1.3153	1.3070
R1	1.3102	1.3102	1.3060	1.3072
PP	1.3042	1.3042	1.3042	1.3028
S1	1.2991	1.2991	1.3040	1.2961
S2	1.2931	1.2931	1.3030
S3	1.2820	1.2880	1.3019
S4	1.2709	1.2769	1.2989

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3565	1.3439	1.3031
R3	1.3370	1.3244	1.2978
R2	1.3175	1.3175	1.2960
R1	1.3049	1.3049	1.2942	1.3015
PP	1.2980	1.2980	1.2980	1.2962
S1	1.2854	1.2854	1.2906	1.2820
S2	1.2785	1.2785	1.2888
S3	1.2590	1.2659	1.2870
S4	1.2395	1.2464	1.2817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3094	1.2872	0.0222	1.7%	0.0118	0.9%	80%	True	False	77,019
10	1.3370	1.2872	0.0498	3.8%	0.0127	1.0%	36%	False	False	85,349
20	1.3382	1.2872	0.0510	3.9%	0.0132	1.0%	35%	False	False	85,653
40	1.5009	1.2806	0.2203	16.9%	0.0219	1.7%	11%	False	False	123,085
60	1.5009	1.2806	0.2203	16.9%	0.0200	1.5%	11%	False	False	108,018
80	1.5009	1.2806	0.2203	16.9%	0.0177	1.4%	11%	False	False	81,193
100	1.5009	1.2806	0.2203	16.9%	0.0163	1.2%	11%	False	False	64,970
120	1.5009	1.2806	0.2203	16.9%	0.0150	1.2%	11%	False	False	54,154

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3566
2.618	1.3385
1.618	1.3274
1.000	1.3205
0.618	1.3163
HIGH	1.3094
0.618	1.3052
0.500	1.3039
0.382	1.3025
LOW	1.2983
0.618	1.2914
1.000	1.2872
1.618	1.2803
2.618	1.2692
4.250	1.2511

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	1.3046	1.3028
PP	1.3042	1.3005
S1	1.3039	1.2983

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

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