CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	1.5052	1.4933	-0.0119	-0.8%	1.5424
High	1.5096	1.5027	-0.0069	-0.5%	1.5429
Low	1.4892	1.4850	-0.0042	-0.3%	1.5026
Close	1.4933	1.4851	-0.0082	-0.5%	1.5048
Range	0.0204	0.0177	-0.0027	-13.2%	0.0403
ATR	0.0118	0.0122	0.0004	3.6%	0.0000
Volume	199,324	155,956	-43,368	-21.8%	445,337

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5440	1.5323	1.4948
R3	1.5263	1.5146	1.4900
R2	1.5086	1.5086	1.4883
R1	1.4969	1.4969	1.4867	1.4939
PP	1.4909	1.4909	1.4909	1.4895
S1	1.4792	1.4792	1.4835	1.4762
S2	1.4732	1.4732	1.4819
S3	1.4555	1.4615	1.4802
S4	1.4378	1.4438	1.4754

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6377	1.6115	1.5270
R3	1.5974	1.5712	1.5159
R2	1.5571	1.5571	1.5122
R1	1.5309	1.5309	1.5085	1.5239
PP	1.5168	1.5168	1.5168	1.5132
S1	1.4906	1.4906	1.5011	1.4836
S2	1.4765	1.4765	1.4974
S3	1.4362	1.4503	1.4937
S4	1.3959	1.4100	1.4826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5251	1.4850	0.0401	2.7%	0.0162	1.1%	0%	False	True	142,426
10	1.5458	1.4850	0.0608	4.1%	0.0120	0.8%	0%	False	True	111,986
20	1.5552	1.4850	0.0702	4.7%	0.0117	0.8%	0%	False	True	100,326
40	1.5552	1.4850	0.0702	4.7%	0.0122	0.8%	0%	False	True	97,969
60	1.5776	1.4850	0.0926	6.2%	0.0119	0.8%	0%	False	True	91,482
80	1.5813	1.4850	0.0963	6.5%	0.0116	0.8%	0%	False	True	72,527
100	1.6162	1.4850	0.1312	8.8%	0.0110	0.7%	0%	False	True	58,073
120	1.6494	1.4850	0.1644	11.1%	0.0109	0.7%	0%	False	True	48,405

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5779
2.618	1.5490
1.618	1.5313
1.000	1.5204
0.618	1.5136
HIGH	1.5027
0.618	1.4959
0.500	1.4939
0.382	1.4918
LOW	1.4850
0.618	1.4741
1.000	1.4673
1.618	1.4564
2.618	1.4387
4.250	1.4098

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	1.4939	1.4991
PP	1.4909	1.4944
S1	1.4880	1.4898

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

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