CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	1.4933	1.4890	-0.0043	-0.3%	1.5042
High	1.5027	1.4898	-0.0129	-0.9%	1.5136
Low	1.4850	1.4699	-0.0151	-1.0%	1.4699
Close	1.4851	1.4723	-0.0128	-0.9%	1.4723
Range	0.0177	0.0199	0.0022	12.4%	0.0437
ATR	0.0122	0.0128	0.0005	4.5%	0.0000
Volume	155,956	34,959	-120,997	-77.6%	623,887

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5370	1.5246	1.4832
R3	1.5171	1.5047	1.4778
R2	1.4972	1.4972	1.4759
R1	1.4848	1.4848	1.4741	1.4811
PP	1.4773	1.4773	1.4773	1.4755
S1	1.4649	1.4649	1.4705	1.4612
S2	1.4574	1.4574	1.4687
S3	1.4375	1.4450	1.4668
S4	1.4176	1.4251	1.4614

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6164	1.5880	1.4963
R3	1.5727	1.5443	1.4843
R2	1.5290	1.5290	1.4803
R1	1.5006	1.5006	1.4763	1.4930
PP	1.4853	1.4853	1.4853	1.4814
S1	1.4569	1.4569	1.4683	1.4493
S2	1.4416	1.4416	1.4643
S3	1.3979	1.4132	1.4603
S4	1.3542	1.3695	1.4483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5136	1.4699	0.0437	3.0%	0.0157	1.1%	5%	False	True	124,777
10	1.5429	1.4699	0.0730	5.0%	0.0132	0.9%	3%	False	True	106,922
20	1.5552	1.4699	0.0853	5.8%	0.0116	0.8%	3%	False	True	95,526
40	1.5552	1.4699	0.0853	5.8%	0.0124	0.8%	3%	False	True	96,177
60	1.5776	1.4699	0.1077	7.3%	0.0120	0.8%	2%	False	True	90,447
80	1.5813	1.4699	0.1114	7.6%	0.0117	0.8%	2%	False	True	72,962
100	1.6162	1.4699	0.1463	9.9%	0.0111	0.8%	2%	False	True	58,421
120	1.6377	1.4699	0.1678	11.4%	0.0108	0.7%	1%	False	True	48,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5744
2.618	1.5419
1.618	1.5220
1.000	1.5097
0.618	1.5021
HIGH	1.4898
0.618	1.4822
0.500	1.4799
0.382	1.4775
LOW	1.4699
0.618	1.4576
1.000	1.4500
1.618	1.4377
2.618	1.4178
4.250	1.3853

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	1.4799	1.4898
PP	1.4773	1.4839
S1	1.4748	1.4781

Download as Excel Spreadsheet

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

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