CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	1.5625	1.5631	0.0006	0.0%	1.5533
High	1.5669	1.5644	-0.0025	-0.2%	1.5638
Low	1.5570	1.5553	-0.0017	-0.1%	1.5323
Close	1.5623	1.5599	-0.0024	-0.2%	1.5497
Range	0.0099	0.0091	-0.0008	-8.1%	0.0315
ATR	0.0130	0.0127	-0.0003	-2.1%	0.0000
Volume	77,698	60,917	-16,781	-21.6%	464,149

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5872	1.5826	1.5649
R3	1.5781	1.5735	1.5624
R2	1.5690	1.5690	1.5616
R1	1.5644	1.5644	1.5607	1.5622
PP	1.5599	1.5599	1.5599	1.5587
S1	1.5553	1.5553	1.5591	1.5531
S2	1.5508	1.5508	1.5582
S3	1.5417	1.5462	1.5574
S4	1.5326	1.5371	1.5549

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	1.5357	0.0312	2.0%	0.0136	0.9%	78%	False	False	82,194
10	1.5669	1.5323	0.0346	2.2%	0.0128	0.8%	80%	False	False	84,128
20	1.5924	1.5323	0.0601	3.9%	0.0117	0.8%	46%	False	False	85,237
40	1.5924	1.5160	0.0764	4.9%	0.0132	0.8%	57%	False	False	57,886
60	1.5924	1.4919	0.1005	6.4%	0.0133	0.9%	68%	False	False	38,641
80	1.5924	1.4591	0.1333	8.5%	0.0127	0.8%	76%	False	False	29,001
100	1.5924	1.4591	0.1333	8.5%	0.0121	0.8%	76%	False	False	23,205
120	1.5924	1.4591	0.1333	8.5%	0.0102	0.7%	76%	False	False	19,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6031
2.618	1.5882
1.618	1.5791
1.000	1.5735
0.618	1.5700
HIGH	1.5644
0.618	1.5609
0.500	1.5599
0.382	1.5588
LOW	1.5553
0.618	1.5497
1.000	1.5462
1.618	1.5406
2.618	1.5315
4.250	1.5166

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	1.5599	1.5585
PP	1.5599	1.5570
S1	1.5599	1.5556

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

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