CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	1.5598	1.5550	-0.0048	-0.3%	1.5510
High	1.5622	1.5585	-0.0037	-0.2%	1.5669
Low	1.5531	1.5522	-0.0009	-0.1%	1.5443
Close	1.5562	1.5548	-0.0014	-0.1%	1.5606
Range	0.0091	0.0063	-0.0028	-30.8%	0.0226
ATR	0.0124	0.0120	-0.0004	-3.5%	0.0000
Volume	55,727	62,881	7,154	12.8%	376,010

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5741	1.5707	1.5583
R3	1.5678	1.5644	1.5565
R2	1.5615	1.5615	1.5560
R1	1.5581	1.5581	1.5554	1.5567
PP	1.5552	1.5552	1.5552	1.5544
S1	1.5518	1.5518	1.5542	1.5504
S2	1.5489	1.5489	1.5536
S3	1.5426	1.5455	1.5531
S4	1.5363	1.5392	1.5513

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6251	1.6154	1.5730
R3	1.6025	1.5928	1.5668
R2	1.5799	1.5799	1.5647
R1	1.5702	1.5702	1.5627	1.5751
PP	1.5573	1.5573	1.5573	1.5597
S1	1.5476	1.5476	1.5585	1.5525
S2	1.5347	1.5347	1.5565
S3	1.5121	1.5250	1.5544
S4	1.4895	1.5024	1.5482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5669	1.5522	0.0147	0.9%	0.0093	0.6%	18%	False	True	64,049
10	1.5669	1.5323	0.0346	2.2%	0.0117	0.8%	65%	False	False	74,691
20	1.5822	1.5323	0.0499	3.2%	0.0116	0.7%	45%	False	False	82,033
40	1.5924	1.5160	0.0764	4.9%	0.0127	0.8%	51%	False	False	62,404
60	1.5924	1.5074	0.0850	5.5%	0.0132	0.8%	56%	False	False	41,666
80	1.5924	1.4591	0.1333	8.6%	0.0126	0.8%	72%	False	False	31,270
100	1.5924	1.4591	0.1333	8.6%	0.0124	0.8%	72%	False	False	25,021
120	1.5924	1.4591	0.1333	8.6%	0.0105	0.7%	72%	False	False	20,852

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0028
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.5853
2.618	1.5750
1.618	1.5687
1.000	1.5648
0.618	1.5624
HIGH	1.5585
0.618	1.5561
0.500	1.5554
0.382	1.5546
LOW	1.5522
0.618	1.5483
1.000	1.5459
1.618	1.5420
2.618	1.5357
4.250	1.5254

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	1.5554	1.5595
PP	1.5552	1.5579
S1	1.5550	1.5564

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

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