CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	1.5735	1.5669	-0.0066	-0.4%	1.5860
High	1.5758	1.5781	0.0023	0.1%	1.5902
Low	1.5700	1.5650	-0.0050	-0.3%	1.5659
Close	1.5723	1.5728	0.0005	0.0%	1.5723
Range	0.0058	0.0131	0.0073	125.9%	0.0243
ATR	0.0127	0.0127	0.0000	0.2%	0.0000
Volume	63,645	110,186	46,541	73.1%	393,232

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6113	1.6051	1.5800
R3	1.5982	1.5920	1.5764
R2	1.5851	1.5851	1.5752
R1	1.5789	1.5789	1.5740	1.5820
PP	1.5720	1.5720	1.5720	1.5735
S1	1.5658	1.5658	1.5716	1.5689
S2	1.5589	1.5589	1.5704
S3	1.5458	1.5527	1.5692
S4	1.5327	1.5396	1.5656

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	1.5822	1.5650	0.0172	1.1%	0.0108	0.7%	45%	False	True	85,207
10	1.5924	1.5531	0.0393	2.5%	0.0117	0.7%	50%	False	False	86,416
20	1.5924	1.5169	0.0755	4.8%	0.0133	0.8%	74%	False	False	63,712
40	1.5924	1.5074	0.0850	5.4%	0.0131	0.8%	77%	False	False	32,123
60	1.5924	1.4591	0.1333	8.5%	0.0132	0.8%	85%	False	False	21,443
80	1.5924	1.4591	0.1333	8.5%	0.0129	0.8%	85%	False	False	16,094
100	1.5924	1.4591	0.1333	8.5%	0.0108	0.7%	85%	False	False	12,876
120	1.5924	1.4591	0.1333	8.5%	0.0091	0.6%	85%	False	False	10,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6338
2.618	1.6124
1.618	1.5993
1.000	1.5912
0.618	1.5862
HIGH	1.5781
0.618	1.5731
0.500	1.5716
0.382	1.5700
LOW	1.5650
0.618	1.5569
1.000	1.5519
1.618	1.5438
2.618	1.5307
4.250	1.5093

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	1.5724	1.5724
PP	1.5720	1.5720
S1	1.5716	1.5716

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

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