CME British Pound Future September 2015

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Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary Previous Current 05-Jan-2015 06-Jan-2015 Change Change % Previous Week Open 1.5200 1.5141 -0.0059 -0.4% 1.5493 High 1.5229 1.5141 -0.0088 -0.6% 1.5551 Low 1.5200 1.5137 -0.0063 -0.4% 1.5308 Close 1.5229 1.5137 -0.0092 -0.6% 1.5308 Range 0.0029 0.0004 -0.0025 -86.2% 0.0243 ATR 0.0069 0.0070 0.0002 2.4% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jan-2015 Classic Woodie Camarilla DeMark R4 1.5150 1.5148 1.5139 R3 1.5146 1.5144 1.5138 R2 1.5142 1.5142 1.5138 R1 1.5140 1.5140 1.5137 1.5139 PP 1.5138 1.5138 1.5138 1.5138 S1 1.5136 1.5136 1.5137 1.5135 S2 1.5134 1.5134 1.5136 S3 1.5130 1.5132 1.5136 S4 1.5126 1.5128 1.5135	Weekly Pivots for week ending 02-Jan-2015 Classic Woodie Camarilla DeMark R4 1.6118 1.5956 1.5442 R3 1.5875 1.5713 1.5375 R2 1.5632 1.5632 1.5353 R1 1.5470 1.5470 1.5330 1.5430 PP 1.5389 1.5389 1.5389 1.5369 S1 1.5227 1.5227 1.5286 1.5187 S2 1.5146 1.5146 1.5263 S3 1.4903 1.4984 1.5241 S4 1.4660 1.4741 1.5174
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5551 1.5137 0.0414 2.7% 0.0012 0.1% 0% False True 1 10 1.5564 1.5137 0.0427 2.8% 0.0006 0.0% 0% False True 1 20 1.5699 1.5137 0.0562 3.7% 0.0003 0.0% 0% False True 1 40 1.5840 1.5137 0.0703 4.6% 0.0002 0.0% 0% False True 2
Crabel Price Patterns NR True NR4 False 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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5158 2.618 1.5151 1.618 1.5147 1.000 1.5145 0.618 1.5143 HIGH 1.5141 0.618 1.5139 0.500 1.5139 0.382 1.5139 LOW 1.5137 0.618 1.5135 1.000 1.5133 1.618 1.5131 2.618 1.5127 4.250 1.5120
Fisher Pivots for day following 06-Jan-2015 Pivot 1 day 3 day R1 1.5139 1.5223 PP 1.5138 1.5194 S1 1.5138 1.5166

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