CME British Pound Future December 2015

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

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	1.5579	1.5568	-0.0011	-0.1%	1.5616
High	1.5600	1.5644	0.0044	0.3%	1.5626
Low	1.5546	1.5530	-0.0016	-0.1%	1.5416
Close	1.5550	1.5603	0.0053	0.3%	1.5484
Range	0.0054	0.0114	0.0060	111.1%	0.0210
ATR	0.0093	0.0094	0.0002	1.6%	0.0000
Volume	51	92	41	80.4%	754

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5934	1.5883	1.5666
R3	1.5820	1.5769	1.5634
R2	1.5706	1.5706	1.5624
R1	1.5655	1.5655	1.5613	1.5681
PP	1.5592	1.5592	1.5592	1.5605
S1	1.5541	1.5541	1.5593	1.5567
S2	1.5478	1.5478	1.5582
S3	1.5364	1.5427	1.5572
S4	1.5250	1.5313	1.5540

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6139	1.6021	1.5600
R3	1.5929	1.5811	1.5542
R2	1.5719	1.5719	1.5523
R1	1.5601	1.5601	1.5503	1.5555
PP	1.5509	1.5509	1.5509	1.5486
S1	1.5391	1.5391	1.5465	1.5345
S2	1.5299	1.5299	1.5446
S3	1.5089	1.5181	1.5426
S4	1.4879	1.4971	1.5369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5644	1.5416	0.0228	1.5%	0.0111	0.7%	82%	True	False	122
10	1.5655	1.5416	0.0239	1.5%	0.0095	0.6%	78%	False	False	124
20	1.5669	1.5416	0.0253	1.6%	0.0085	0.5%	74%	False	False	88
40	1.5892	1.5325	0.0567	3.6%	0.0093	0.6%	49%	False	False	62
60	1.5892	1.5179	0.0713	4.6%	0.0085	0.5%	59%	False	False	44
80	1.5892	1.4904	0.0988	6.3%	0.0075	0.5%	71%	False	False	35
100	1.5892	1.4625	0.1267	8.1%	0.0061	0.4%	77%	False	False	29
120	1.5892	1.4625	0.1267	8.1%	0.0053	0.3%	77%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6129
2.618	1.5942
1.618	1.5828
1.000	1.5758
0.618	1.5714
HIGH	1.5644
0.618	1.5600
0.500	1.5587
0.382	1.5574
LOW	1.5530
0.618	1.5460
1.000	1.5416
1.618	1.5346
2.618	1.5232
4.250	1.5046

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	1.5598	1.5584
PP	1.5592	1.5565
S1	1.5587	1.5547

Download as Excel Spreadsheet

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

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