CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	1.5698	1.5735	0.0037	0.2%	1.5860
High	1.5762	1.5758	-0.0004	0.0%	1.5902
Low	1.5668	1.5700	0.0032	0.2%	1.5659
Close	1.5724	1.5723	-0.0001	0.0%	1.5723
Range	0.0094	0.0058	-0.0036	-38.3%	0.0243
ATR	0.0132	0.0127	-0.0005	-4.0%	0.0000
Volume	76,185	63,645	-12,540	-16.5%	393,232

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5901	1.5870	1.5755
R3	1.5843	1.5812	1.5739
R2	1.5785	1.5785	1.5734
R1	1.5754	1.5754	1.5728	1.5741
PP	1.5727	1.5727	1.5727	1.5720
S1	1.5696	1.5696	1.5718	1.5683
S2	1.5669	1.5669	1.5712
S3	1.5611	1.5638	1.5707
S4	1.5553	1.5580	1.5691

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6490	1.6350	1.5857
R3	1.6247	1.6107	1.5790
R2	1.6004	1.6004	1.5768
R1	1.5864	1.5864	1.5745	1.5813
PP	1.5761	1.5761	1.5761	1.5736
S1	1.5621	1.5621	1.5701	1.5570
S2	1.5518	1.5518	1.5678
S3	1.5275	1.5378	1.5656
S4	1.5032	1.5135	1.5589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5902	1.5659	0.0243	1.5%	0.0103	0.7%	26%	False	False	78,646
10	1.5924	1.5478	0.0446	2.8%	0.0117	0.7%	55%	False	False	81,799
20	1.5924	1.5160	0.0764	4.9%	0.0133	0.8%	74%	False	False	58,316
40	1.5924	1.5074	0.0850	5.4%	0.0134	0.9%	76%	False	False	29,372
60	1.5924	1.4591	0.1333	8.5%	0.0130	0.8%	85%	False	False	19,607
80	1.5924	1.4591	0.1333	8.5%	0.0129	0.8%	85%	False	False	14,717
100	1.5924	1.4591	0.1333	8.5%	0.0106	0.7%	85%	False	False	11,774
120	1.5924	1.4591	0.1333	8.5%	0.0090	0.6%	85%	False	False	9,813

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.6005
2.618	1.5910
1.618	1.5852
1.000	1.5816
0.618	1.5794
HIGH	1.5758
0.618	1.5736
0.500	1.5729
0.382	1.5722
LOW	1.5700
0.618	1.5664
1.000	1.5642
1.618	1.5606
2.618	1.5548
4.250	1.5454

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	1.5729	1.5727
PP	1.5727	1.5725
S1	1.5725	1.5724

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

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