CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	1.4124	1.4124	0.0000	0.0%	1.4320
High	1.4169	1.4124	-0.0045	-0.3%	1.4392
Low	1.4124	1.4034	-0.0090	-0.6%	1.4251
Close	1.4169	1.4034	-0.0135	-1.0%	1.4376
Range	0.0045	0.0090	0.0045	100.0%	0.0141
ATR	0.0096	0.0099	0.0003	2.9%	0.0000
Volume	1	5	4	400.0%	51

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4334	1.4274	1.4084
R3	1.4244	1.4184	1.4059
R2	1.4154	1.4154	1.4051
R1	1.4094	1.4094	1.4042	1.4079
PP	1.4064	1.4064	1.4064	1.4057
S1	1.4004	1.4004	1.4026	1.3989
S2	1.3974	1.3974	1.4018
S3	1.3884	1.3914	1.4009
S4	1.3794	1.3824	1.3985

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4763	1.4710	1.4454
R3	1.4622	1.4569	1.4415
R2	1.4481	1.4481	1.4402
R1	1.4428	1.4428	1.4389	1.4455
PP	1.4340	1.4340	1.4340	1.4353
S1	1.4287	1.4287	1.4363	1.4314
S2	1.4199	1.4199	1.4350
S3	1.4058	1.4146	1.4337
S4	1.3917	1.4005	1.4298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4392	1.4034	0.0358	2.6%	0.0050	0.4%	0%	False	True	9
10	1.4546	1.4034	0.0512	3.6%	0.0036	0.3%	0%	False	True	7
20	1.4614	1.4034	0.0580	4.1%	0.0037	0.3%	0%	False	True	4
40	1.4957	1.4034	0.0923	6.6%	0.0024	0.2%	0%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4507
2.618	1.4360
1.618	1.4270
1.000	1.4214
0.618	1.4180
HIGH	1.4124
0.618	1.4090
0.500	1.4079
0.382	1.4068
LOW	1.4034
0.618	1.3978
1.000	1.3944
1.618	1.3888
2.618	1.3798
4.250	1.3652

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	1.4079	1.4205
PP	1.4064	1.4148
S1	1.4049	1.4091

Download as Excel Spreadsheet

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

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