CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	1.5217	1.5199	-0.0018	-0.1%	1.5518
High	1.5255	1.5236	-0.0019	-0.1%	1.5561
Low	1.5129	1.5152	0.0023	0.2%	1.5129
Close	1.5187	1.5166	-0.0021	-0.1%	1.5187
Range	0.0126	0.0084	-0.0042	-33.3%	0.0432
ATR	0.0123	0.0120	-0.0003	-2.3%	0.0000
Volume	79,042	62,323	-16,719	-21.2%	409,401

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5437	1.5385	1.5212
R3	1.5353	1.5301	1.5189
R2	1.5269	1.5269	1.5181
R1	1.5217	1.5217	1.5174	1.5201
PP	1.5185	1.5185	1.5185	1.5177
S1	1.5133	1.5133	1.5158	1.5117
S2	1.5101	1.5101	1.5151
S3	1.5017	1.5049	1.5143
S4	1.4933	1.4965	1.5120

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6588	1.6320	1.5425
R3	1.6156	1.5888	1.5306
R2	1.5724	1.5724	1.5266
R1	1.5456	1.5456	1.5227	1.5374
PP	1.5292	1.5292	1.5292	1.5252
S1	1.5024	1.5024	1.5147	1.4942
S2	1.4860	1.4860	1.5108
S3	1.4428	1.4592	1.5068
S4	1.3996	1.4160	1.4949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5522	1.5129	0.0393	2.6%	0.0126	0.8%	9%	False	False	82,102
10	1.5650	1.5129	0.0521	3.4%	0.0133	0.9%	7%	False	False	82,246
20	1.5650	1.5129	0.0521	3.4%	0.0121	0.8%	7%	False	False	58,168
40	1.5805	1.5129	0.0676	4.5%	0.0114	0.8%	5%	False	False	29,261
60	1.5805	1.5129	0.0676	4.5%	0.0108	0.7%	5%	False	False	19,522
80	1.5892	1.5129	0.0763	5.0%	0.0105	0.7%	5%	False	False	14,648
100	1.5892	1.5129	0.0763	5.0%	0.0093	0.6%	5%	False	False	11,719
120	1.5892	1.4625	0.1267	8.4%	0.0082	0.5%	43%	False	False	9,767

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.5593
2.618	1.5456
1.618	1.5372
1.000	1.5320
0.618	1.5288
HIGH	1.5236
0.618	1.5204
0.500	1.5194
0.382	1.5184
LOW	1.5152
0.618	1.5100
1.000	1.5068
1.618	1.5016
2.618	1.4932
4.250	1.4795

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	1.5194	1.5206
PP	1.5185	1.5193
S1	1.5175	1.5179

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

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