CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	1.5199	1.5164	-0.0035	-0.2%	1.5518
High	1.5236	1.5199	-0.0037	-0.2%	1.5561
Low	1.5152	1.5123	-0.0029	-0.2%	1.5129
Close	1.5166	1.5152	-0.0014	-0.1%	1.5187
Range	0.0084	0.0076	-0.0008	-9.5%	0.0432
ATR	0.0120	0.0117	-0.0003	-2.6%	0.0000
Volume	62,323	75,278	12,955	20.8%	409,401

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5386	1.5345	1.5194
R3	1.5310	1.5269	1.5173
R2	1.5234	1.5234	1.5166
R1	1.5193	1.5193	1.5159	1.5176
PP	1.5158	1.5158	1.5158	1.5149
S1	1.5117	1.5117	1.5145	1.5100
S2	1.5082	1.5082	1.5138
S3	1.5006	1.5041	1.5131
S4	1.4930	1.4965	1.5110

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	1.5357	1.5123	0.0234	1.5%	0.0104	0.7%	12%	False	True	80,051
10	1.5650	1.5123	0.0527	3.5%	0.0128	0.8%	6%	False	True	83,873
20	1.5650	1.5123	0.0527	3.5%	0.0120	0.8%	6%	False	True	61,875
40	1.5805	1.5123	0.0682	4.5%	0.0114	0.8%	4%	False	True	31,143
60	1.5805	1.5123	0.0682	4.5%	0.0107	0.7%	4%	False	True	20,776
80	1.5892	1.5123	0.0769	5.1%	0.0104	0.7%	4%	False	True	15,589
100	1.5892	1.5123	0.0769	5.1%	0.0094	0.6%	4%	False	True	12,472
120	1.5892	1.4625	0.1267	8.4%	0.0083	0.5%	42%	False	False	10,395

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.5522
2.618	1.5398
1.618	1.5322
1.000	1.5275
0.618	1.5246
HIGH	1.5199
0.618	1.5170
0.500	1.5161
0.382	1.5152
LOW	1.5123
0.618	1.5076
1.000	1.5047
1.618	1.5000
2.618	1.4924
4.250	1.4800

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	1.5161	1.5189
PP	1.5158	1.5177
S1	1.5155	1.5164

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

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