CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	1.5601	1.5547	-0.0054	-0.3%	1.5500
High	1.5620	1.5655	0.0035	0.2%	1.5669
Low	1.5562	1.5546	-0.0016	-0.1%	1.5494
Close	1.5587	1.5602	0.0015	0.1%	1.5602
Range	0.0058	0.0109	0.0051	87.9%	0.0175
ATR	0.0089	0.0091	0.0001	1.6%	0.0000
Volume	17	8	-9	-52.9%	161

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5928	1.5874	1.5662
R3	1.5819	1.5765	1.5632
R2	1.5710	1.5710	1.5622
R1	1.5656	1.5656	1.5612	1.5683
PP	1.5601	1.5601	1.5601	1.5615
S1	1.5547	1.5547	1.5592	1.5574
S2	1.5492	1.5492	1.5582
S3	1.5383	1.5438	1.5572
S4	1.5274	1.5329	1.5542

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6113	1.6033	1.5698
R3	1.5938	1.5858	1.5650
R2	1.5763	1.5763	1.5634
R1	1.5683	1.5683	1.5618	1.5723
PP	1.5588	1.5588	1.5588	1.5609
S1	1.5508	1.5508	1.5586	1.5548
S2	1.5413	1.5413	1.5570
S3	1.5238	1.5333	1.5554
S4	1.5063	1.5158	1.5506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5669	1.5494	0.0175	1.1%	0.0080	0.5%	62%	False	False	32
10	1.5669	1.5466	0.0203	1.3%	0.0074	0.5%	67%	False	False	35
20	1.5669	1.5325	0.0344	2.2%	0.0095	0.6%	81%	False	False	42
40	1.5892	1.5187	0.0705	4.5%	0.0095	0.6%	59%	False	False	36
60	1.5892	1.5179	0.0713	4.6%	0.0079	0.5%	59%	False	False	25
80	1.5892	1.4625	0.1267	8.1%	0.0067	0.4%	77%	False	False	20
100	1.5892	1.4625	0.1267	8.1%	0.0054	0.3%	77%	False	False	17
120	1.5892	1.4625	0.1267	8.1%	0.0047	0.3%	77%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6118
2.618	1.5940
1.618	1.5831
1.000	1.5764
0.618	1.5722
HIGH	1.5655
0.618	1.5613
0.500	1.5601
0.382	1.5588
LOW	1.5546
0.618	1.5479
1.000	1.5437
1.618	1.5370
2.618	1.5261
4.250	1.5083

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	1.5602	1.5608
PP	1.5601	1.5606
S1	1.5601	1.5604

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

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