CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	1.5411	1.5389	-0.0022	-0.1%	1.5407
High	1.5432	1.5473	0.0041	0.3%	1.5479
Low	1.5341	1.5330	-0.0011	-0.1%	1.5313
Close	1.5394	1.5452	0.0058	0.4%	1.5394
Range	0.0091	0.0143	0.0052	57.1%	0.0166
ATR	0.0116	0.0118	0.0002	1.7%	0.0000
Volume	105,831	68,986	-36,845	-34.8%	380,270

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5847	1.5793	1.5531
R3	1.5704	1.5650	1.5491
R2	1.5561	1.5561	1.5478
R1	1.5507	1.5507	1.5465	1.5534
PP	1.5418	1.5418	1.5418	1.5432
S1	1.5364	1.5364	1.5439	1.5391
S2	1.5275	1.5275	1.5426
S3	1.5132	1.5221	1.5413
S4	1.4989	1.5078	1.5373

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5893	1.5810	1.5485
R3	1.5727	1.5644	1.5440
R2	1.5561	1.5561	1.5424
R1	1.5478	1.5478	1.5409	1.5437
PP	1.5395	1.5395	1.5395	1.5375
S1	1.5312	1.5312	1.5379	1.5271
S2	1.5229	1.5229	1.5364
S3	1.5063	1.5146	1.5348
S4	1.4897	1.4980	1.5303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5479	1.5313	0.0166	1.1%	0.0112	0.7%	84%	False	False	89,851
10	1.5479	1.5193	0.0286	1.9%	0.0105	0.7%	91%	False	False	84,553
20	1.5479	1.4983	0.0496	3.2%	0.0120	0.8%	95%	False	False	88,547
40	1.5612	1.4946	0.0666	4.3%	0.0117	0.8%	76%	False	False	88,154
60	1.5813	1.4946	0.0867	5.6%	0.0118	0.8%	58%	False	False	73,873
80	1.6160	1.4946	0.1214	7.9%	0.0112	0.7%	42%	False	False	55,475
100	1.6251	1.4946	0.1305	8.4%	0.0109	0.7%	39%	False	False	44,401
120	1.6494	1.4946	0.1548	10.0%	0.0100	0.6%	33%	False	False	37,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6081
2.618	1.5847
1.618	1.5704
1.000	1.5616
0.618	1.5561
HIGH	1.5473
0.618	1.5418
0.500	1.5402
0.382	1.5385
LOW	1.5330
0.618	1.5242
1.000	1.5187
1.618	1.5099
2.618	1.4956
4.250	1.4722

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	1.5435	1.5435
PP	1.5418	1.5418
S1	1.5402	1.5402

Download as Excel Spreadsheet

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

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