CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	1.5578	1.5601	0.0023	0.1%	1.5574
High	1.5669	1.5620	-0.0049	-0.3%	1.5651
Low	1.5578	1.5562	-0.0016	-0.1%	1.5466
Close	1.5601	1.5587	-0.0014	-0.1%	1.5496
Range	0.0091	0.0058	-0.0033	-36.3%	0.0185
ATR	0.0092	0.0089	-0.0002	-2.6%	0.0000
Volume	52	17	-35	-67.3%	190

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5764	1.5733	1.5619
R3	1.5706	1.5675	1.5603
R2	1.5648	1.5648	1.5598
R1	1.5617	1.5617	1.5592	1.5604
PP	1.5590	1.5590	1.5590	1.5583
S1	1.5559	1.5559	1.5582	1.5546
S2	1.5532	1.5532	1.5576
S3	1.5474	1.5501	1.5571
S4	1.5416	1.5443	1.5555

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6093	1.5979	1.5598
R3	1.5908	1.5794	1.5547
R2	1.5723	1.5723	1.5530
R1	1.5609	1.5609	1.5513	1.5574
PP	1.5538	1.5538	1.5538	1.5520
S1	1.5424	1.5424	1.5479	1.5389
S2	1.5353	1.5353	1.5462
S3	1.5168	1.5239	1.5445
S4	1.4983	1.5054	1.5394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5669	1.5466	0.0203	1.3%	0.0065	0.4%	60%	False	False	43
10	1.5669	1.5466	0.0203	1.3%	0.0074	0.5%	60%	False	False	36
20	1.5669	1.5325	0.0344	2.2%	0.0092	0.6%	76%	False	False	45
40	1.5892	1.5187	0.0705	4.5%	0.0094	0.6%	57%	False	False	36
60	1.5892	1.5147	0.0745	4.8%	0.0079	0.5%	59%	False	False	25
80	1.5892	1.4625	0.1267	8.1%	0.0065	0.4%	76%	False	False	20
100	1.5892	1.4625	0.1267	8.1%	0.0054	0.3%	76%	False	False	16
120	1.5892	1.4625	0.1267	8.1%	0.0046	0.3%	76%	False	False	14

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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5867
2.618	1.5772
1.618	1.5714
1.000	1.5678
0.618	1.5656
HIGH	1.5620
0.618	1.5598
0.500	1.5591
0.382	1.5584
LOW	1.5562
0.618	1.5526
1.000	1.5504
1.618	1.5468
2.618	1.5410
4.250	1.5316

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	1.5591	1.5604
PP	1.5590	1.5598
S1	1.5588	1.5593

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

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