CME British Pound Future December 2015

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

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	1.5578	1.5518	-0.0060	-0.4%	1.5421
High	1.5650	1.5561	-0.0089	-0.6%	1.5650
Low	1.5507	1.5474	-0.0033	-0.2%	1.5322
Close	1.5545	1.5498	-0.0047	-0.3%	1.5545
Range	0.0143	0.0087	-0.0056	-39.2%	0.0328
ATR	0.0121	0.0119	-0.0002	-2.0%	0.0000
Volume	94,924	61,212	-33,712	-35.5%	406,100

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5772	1.5722	1.5546
R3	1.5685	1.5635	1.5522
R2	1.5598	1.5598	1.5514
R1	1.5548	1.5548	1.5506	1.5530
PP	1.5511	1.5511	1.5511	1.5502
S1	1.5461	1.5461	1.5490	1.5443
S2	1.5424	1.5424	1.5482
S3	1.5337	1.5374	1.5474
S4	1.5250	1.5287	1.5450

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6490	1.6345	1.5725
R3	1.6162	1.6017	1.5635
R2	1.5834	1.5834	1.5605
R1	1.5689	1.5689	1.5575	1.5762
PP	1.5506	1.5506	1.5506	1.5542
S1	1.5361	1.5361	1.5515	1.5434
S2	1.5178	1.5178	1.5485
S3	1.4850	1.5033	1.5455
S4	1.4522	1.4705	1.5365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5650	1.5322	0.0328	2.1%	0.0140	0.9%	54%	False	False	82,390
10	1.5650	1.5136	0.0514	3.3%	0.0132	0.9%	70%	False	False	73,641
20	1.5805	1.5136	0.0669	4.3%	0.0129	0.8%	54%	False	False	37,851
40	1.5805	1.5136	0.0669	4.3%	0.0108	0.7%	54%	False	False	19,002
60	1.5805	1.5136	0.0669	4.3%	0.0103	0.7%	54%	False	False	12,684
80	1.5892	1.5136	0.0756	4.9%	0.0102	0.7%	48%	False	False	9,517
100	1.5892	1.5103	0.0789	5.1%	0.0090	0.6%	50%	False	False	7,614
120	1.5892	1.4625	0.1267	8.2%	0.0077	0.5%	69%	False	False	6,346

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0033
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5931
2.618	1.5789
1.618	1.5702
1.000	1.5648
0.618	1.5615
HIGH	1.5561
0.618	1.5528
0.500	1.5518
0.382	1.5507
LOW	1.5474
0.618	1.5420
1.000	1.5387
1.618	1.5333
2.618	1.5246
4.250	1.5104

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	1.5518	1.5562
PP	1.5511	1.5541
S1	1.5505	1.5519

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

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