CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	1.5480	1.5625	0.0145	0.9%	1.5533
High	1.5636	1.5669	0.0033	0.2%	1.5638
Low	1.5443	1.5570	0.0127	0.8%	1.5323
Close	1.5624	1.5623	-0.0001	0.0%	1.5497
Range	0.0193	0.0099	-0.0094	-48.7%	0.0315
ATR	0.0132	0.0130	-0.0002	-1.8%	0.0000
Volume	96,147	77,698	-18,449	-19.2%	464,149

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5918	1.5869	1.5677
R3	1.5819	1.5770	1.5650
R2	1.5720	1.5720	1.5641
R1	1.5671	1.5671	1.5632	1.5646
PP	1.5621	1.5621	1.5621	1.5608
S1	1.5572	1.5572	1.5614	1.5547
S2	1.5522	1.5522	1.5605
S3	1.5423	1.5473	1.5596
S4	1.5324	1.5374	1.5569

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	1.5669	1.5337	0.0332	2.1%	0.0133	0.9%	86%	True	False	83,695
10	1.5730	1.5323	0.0407	2.6%	0.0134	0.9%	74%	False	False	87,139
20	1.5924	1.5323	0.0601	3.8%	0.0124	0.8%	50%	False	False	88,063
40	1.5924	1.5160	0.0764	4.9%	0.0135	0.9%	61%	False	False	56,371
60	1.5924	1.4842	0.1082	6.9%	0.0134	0.9%	72%	False	False	37,628
80	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	77%	False	False	28,240
100	1.5924	1.4591	0.1333	8.5%	0.0120	0.8%	77%	False	False	22,596
120	1.5924	1.4591	0.1333	8.5%	0.0101	0.6%	77%	False	False	18,831

Crabel Price Patterns
NR	True
NR4	True
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6090
2.618	1.5928
1.618	1.5829
1.000	1.5768
0.618	1.5730
HIGH	1.5669
0.618	1.5631
0.500	1.5620
0.382	1.5608
LOW	1.5570
0.618	1.5509
1.000	1.5471
1.618	1.5410
2.618	1.5311
4.250	1.5149

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	1.5622	1.5601
PP	1.5621	1.5578
S1	1.5620	1.5556

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

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