CME British Pound Future June 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	1.5719	1.5606	-0.0113	-0.7%	1.5640
High	1.5719	1.5650	-0.0069	-0.4%	1.5720
Low	1.5530	1.5606	0.0076	0.5%	1.5640
Close	1.5530	1.5650	0.0120	0.8%	1.5684
Range	0.0189	0.0044	-0.0145	-76.7%	0.0080
ATR	0.0076	0.0079	0.0003	4.2%	0.0000
Volume	12	11	-1	-8.3%	50

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5767	1.5753	1.5674
R3	1.5723	1.5709	1.5662
R2	1.5679	1.5679	1.5658
R1	1.5665	1.5665	1.5654	1.5672
PP	1.5635	1.5635	1.5635	1.5639
S1	1.5621	1.5621	1.5646	1.5628
S2	1.5591	1.5591	1.5642
S3	1.5547	1.5577	1.5638
S4	1.5503	1.5533	1.5626

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5921	1.5883	1.5728
R3	1.5841	1.5803	1.5706
R2	1.5761	1.5761	1.5699
R1	1.5723	1.5723	1.5691	1.5742
PP	1.5681	1.5681	1.5681	1.5691
S1	1.5643	1.5643	1.5677	1.5662
S2	1.5601	1.5601	1.5669
S3	1.5521	1.5563	1.5662
S4	1.5441	1.5483	1.5640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5750	1.5530	0.0220	1.4%	0.0084	0.5%	55%	False	False	7
10	1.5750	1.5530	0.0220	1.4%	0.0056	0.4%	55%	False	False	8
20	1.5772	1.5530	0.0242	1.5%	0.0056	0.4%	50%	False	False	5
40	1.6132	1.5530	0.0602	3.8%	0.0034	0.2%	20%	False	False	3
60	1.6263	1.5530	0.0733	4.7%	0.0025	0.2%	16%	False	False	3
80	1.6531	1.5530	0.1001	6.4%	0.0021	0.1%	12%	False	False	3

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5837
2.618	1.5765
1.618	1.5721
1.000	1.5694
0.618	1.5677
HIGH	1.5650
0.618	1.5633
0.500	1.5628
0.382	1.5623
LOW	1.5606
0.618	1.5579
1.000	1.5562
1.618	1.5535
2.618	1.5491
4.250	1.5419

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	1.5643	1.5647
PP	1.5635	1.5643
S1	1.5628	1.5640

Download as Excel Spreadsheet

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

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