CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	1.5604	1.5507	-0.0097	-0.6%	1.5598
High	1.5665	1.5521	-0.0144	-0.9%	1.5665
Low	1.5491	1.5461	-0.0030	-0.2%	1.5461
Close	1.5507	1.5505	-0.0002	0.0%	1.5505
Range	0.0174	0.0060	-0.0114	-65.5%	0.0204
ATR	0.0122	0.0118	-0.0004	-3.6%	0.0000
Volume	91,362	49,445	-41,917	-45.9%	344,584

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5676	1.5650	1.5538
R3	1.5616	1.5590	1.5522
R2	1.5556	1.5556	1.5516
R1	1.5530	1.5530	1.5511	1.5513
PP	1.5496	1.5496	1.5496	1.5487
S1	1.5470	1.5470	1.5500	1.5453
S2	1.5436	1.5436	1.5494
S3	1.5376	1.5410	1.5489
S4	1.5316	1.5350	1.5472

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6156	1.6034	1.5617
R3	1.5952	1.5830	1.5561
R2	1.5748	1.5748	1.5542
R1	1.5626	1.5626	1.5524	1.5585
PP	1.5544	1.5544	1.5544	1.5523
S1	1.5422	1.5422	1.5486	1.5381
S2	1.5340	1.5340	1.5468
S3	1.5136	1.5218	1.5449
S4	1.4932	1.5014	1.5393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5665	1.5461	0.0204	1.3%	0.0097	0.6%	22%	False	True	68,916
10	1.5669	1.5443	0.0226	1.5%	0.0110	0.7%	27%	False	False	72,059
20	1.5781	1.5323	0.0458	3.0%	0.0115	0.7%	40%	False	False	80,721
40	1.5924	1.5160	0.0764	4.9%	0.0125	0.8%	45%	False	False	67,995
60	1.5924	1.5074	0.0850	5.5%	0.0130	0.8%	51%	False	False	45,429
80	1.5924	1.4591	0.1333	8.6%	0.0127	0.8%	69%	False	False	34,092
100	1.5924	1.4591	0.1333	8.6%	0.0126	0.8%	69%	False	False	27,281
120	1.5924	1.4591	0.1333	8.6%	0.0107	0.7%	69%	False	False	22,735

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.5776
2.618	1.5678
1.618	1.5618
1.000	1.5581
0.618	1.5558
HIGH	1.5521
0.618	1.5498
0.500	1.5491
0.382	1.5484
LOW	1.5461
0.618	1.5424
1.000	1.5401
1.618	1.5364
2.618	1.5304
4.250	1.5206

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	1.5500	1.5563
PP	1.5496	1.5544
S1	1.5491	1.5524

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

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