CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	1.5369	1.5510	0.0141	0.9%	1.5533
High	1.5546	1.5582	0.0036	0.2%	1.5638
Low	1.5357	1.5473	0.0116	0.8%	1.5323
Close	1.5497	1.5476	-0.0021	-0.1%	1.5497
Range	0.0189	0.0109	-0.0080	-42.3%	0.0315
ATR	0.0129	0.0127	-0.0001	-1.1%	0.0000
Volume	97,987	78,225	-19,762	-20.2%	464,149

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5837	1.5766	1.5536
R3	1.5728	1.5657	1.5506
R2	1.5619	1.5619	1.5496
R1	1.5548	1.5548	1.5486	1.5529
PP	1.5510	1.5510	1.5510	1.5501
S1	1.5439	1.5439	1.5466	1.5420
S2	1.5401	1.5401	1.5456
S3	1.5292	1.5330	1.5446
S4	1.5183	1.5221	1.5416

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6431	1.6279	1.5670
R3	1.6116	1.5964	1.5584
R2	1.5801	1.5801	1.5555
R1	1.5649	1.5649	1.5526	1.5568
PP	1.5486	1.5486	1.5486	1.5445
S1	1.5334	1.5334	1.5468	1.5253
S2	1.5171	1.5171	1.5439
S3	1.4856	1.5019	1.5410
S4	1.4541	1.4704	1.5324

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5601	1.5323	0.0278	1.8%	0.0141	0.9%	55%	False	False	88,451
10	1.5781	1.5323	0.0458	3.0%	0.0126	0.8%	33%	False	False	90,842
20	1.5924	1.5323	0.0601	3.9%	0.0121	0.8%	25%	False	False	86,320
40	1.5924	1.5160	0.0764	4.9%	0.0132	0.9%	41%	False	False	52,036
60	1.5924	1.4842	0.1082	7.0%	0.0132	0.9%	59%	False	False	34,736
80	1.5924	1.4591	0.1333	8.6%	0.0128	0.8%	66%	False	False	26,069
100	1.5924	1.4591	0.1333	8.6%	0.0117	0.8%	66%	False	False	20,858
120	1.5924	1.4591	0.1333	8.6%	0.0099	0.6%	66%	False	False	17,383

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6045
2.618	1.5867
1.618	1.5758
1.000	1.5691
0.618	1.5649
HIGH	1.5582
0.618	1.5540
0.500	1.5528
0.382	1.5515
LOW	1.5473
0.618	1.5406
1.000	1.5364
1.618	1.5297
2.618	1.5188
4.250	1.5010

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	1.5528	1.5471
PP	1.5510	1.5465
S1	1.5493	1.5460

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

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