CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 23-Apr-2015

Day Change Summary
	Previous	Current
	22-Apr-2015	23-Apr-2015	Change	Change %	Previous Week
Open	1.4932	1.5018	0.0086	0.6%	1.4626
High	1.5058	1.5047	-0.0011	-0.1%	1.5033
Low	1.4919	1.4953	0.0034	0.2%	1.4592
Close	1.5031	1.5041	0.0010	0.1%	1.4946
Range	0.0139	0.0094	-0.0045	-32.4%	0.0441
ATR	0.0120	0.0118	-0.0002	-1.6%	0.0000
Volume	17	113	96	564.7%	671

Daily Pivots for day following 23-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5296	1.5262	1.5093
R3	1.5202	1.5168	1.5067
R2	1.5108	1.5108	1.5058
R1	1.5074	1.5074	1.5050	1.5091
PP	1.5014	1.5014	1.5014	1.5022
S1	1.4980	1.4980	1.5032	1.4997
S2	1.4920	1.4920	1.5024
S3	1.4826	1.4886	1.5015
S4	1.4732	1.4792	1.4989

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6180	1.6004	1.5189
R3	1.5739	1.5563	1.5067
R2	1.5298	1.5298	1.5027
R1	1.5122	1.5122	1.4986	1.5210
PP	1.4857	1.4857	1.4857	1.4901
S1	1.4681	1.4681	1.4906	1.4769
S2	1.4416	1.4416	1.4865
S3	1.3975	1.4240	1.4825
S4	1.3534	1.3799	1.4703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5058	1.4842	0.0216	1.4%	0.0108	0.7%	92%	False	False	117
10	1.5058	1.4591	0.0467	3.1%	0.0118	0.8%	96%	False	False	111
20	1.5058	1.4591	0.0467	3.1%	0.0106	0.7%	96%	False	False	86
40	1.5420	1.4591	0.0829	5.5%	0.0108	0.7%	54%	False	False	54
60	1.5510	1.4591	0.0919	6.1%	0.0075	0.5%	49%	False	False	38
80	1.5551	1.4591	0.0960	6.4%	0.0059	0.4%	47%	False	False	29
100	1.5705	1.4591	0.1114	7.4%	0.0047	0.3%	40%	False	False	23
120	1.5952	1.4591	0.1361	9.0%	0.0041	0.3%	33%	False	False	21

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5447
2.618	1.5293
1.618	1.5199
1.000	1.5141
0.618	1.5105
HIGH	1.5047
0.618	1.5011
0.500	1.5000
0.382	1.4989
LOW	1.4953
0.618	1.4895
1.000	1.4859
1.618	1.4801
2.618	1.4707
4.250	1.4554

Fisher Pivots for day following 23-Apr-2015
Pivot	1 day	3 day
R1	1.5027	1.5011
PP	1.5014	1.4980
S1	1.5000	1.4950

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

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