CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	1.5685	1.5759	0.0074	0.5%	1.5646
High	1.5802	1.5817	0.0015	0.1%	1.5721
Low	1.5628	1.5678	0.0050	0.3%	1.5559
Close	1.5774	1.5683	-0.0091	-0.6%	1.5696
Range	0.0174	0.0139	-0.0035	-20.1%	0.0162
ATR	0.0110	0.0112	0.0002	1.9%	0.0000
Volume	152,621	102,323	-50,298	-33.0%	417,375

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6143	1.6052	1.5759
R3	1.6004	1.5913	1.5721
R2	1.5865	1.5865	1.5708
R1	1.5774	1.5774	1.5696	1.5750
PP	1.5726	1.5726	1.5726	1.5714
S1	1.5635	1.5635	1.5670	1.5611
S2	1.5587	1.5587	1.5658
S3	1.5448	1.5496	1.5645
S4	1.5309	1.5357	1.5607

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6145	1.6082	1.5785
R3	1.5983	1.5920	1.5741
R2	1.5821	1.5821	1.5726
R1	1.5758	1.5758	1.5711	1.5790
PP	1.5659	1.5659	1.5659	1.5674
S1	1.5596	1.5596	1.5681	1.5628
S2	1.5497	1.5497	1.5666
S3	1.5335	1.5434	1.5651
S4	1.5173	1.5272	1.5607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5817	1.5604	0.0213	1.4%	0.0108	0.7%	37%	True	False	101,031
10	1.5817	1.5531	0.0286	1.8%	0.0108	0.7%	53%	True	False	90,271
20	1.5817	1.5419	0.0398	2.5%	0.0110	0.7%	66%	True	False	92,845
40	1.5817	1.5323	0.0494	3.1%	0.0113	0.7%	73%	True	False	86,045
60	1.5924	1.5169	0.0755	4.8%	0.0120	0.8%	68%	False	False	78,600
80	1.5924	1.5074	0.0850	5.4%	0.0122	0.8%	72%	False	False	59,084
100	1.5924	1.4591	0.1333	8.5%	0.0124	0.8%	82%	False	False	47,284
120	1.5924	1.4591	0.1333	8.5%	0.0123	0.8%	82%	False	False	39,411

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6408
2.618	1.6181
1.618	1.6042
1.000	1.5956
0.618	1.5903
HIGH	1.5817
0.618	1.5764
0.500	1.5748
0.382	1.5731
LOW	1.5678
0.618	1.5592
1.000	1.5539
1.618	1.5453
2.618	1.5314
4.250	1.5087

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	1.5748	1.5723
PP	1.5726	1.5709
S1	1.5705	1.5696

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

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