CME British Pound Future June 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	1.5425	1.5414	-0.0011	-0.1%	1.5404
High	1.5450	1.5416	-0.0034	-0.2%	1.5461
Low	1.5394	1.5339	-0.0055	-0.4%	1.5304
Close	1.5401	1.5385	-0.0016	-0.1%	1.5385
Range	0.0056	0.0077	0.0021	37.5%	0.0157
ATR	0.0102	0.0100	-0.0002	-1.7%	0.0000
Volume	266	231	-35	-13.2%	1,159

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5611	1.5575	1.5427
R3	1.5534	1.5498	1.5406
R2	1.5457	1.5457	1.5399
R1	1.5421	1.5421	1.5392	1.5401
PP	1.5380	1.5380	1.5380	1.5370
S1	1.5344	1.5344	1.5378	1.5324
S2	1.5303	1.5303	1.5371
S3	1.5226	1.5267	1.5364
S4	1.5149	1.5190	1.5343

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5854	1.5777	1.5471
R3	1.5697	1.5620	1.5428
R2	1.5540	1.5540	1.5414
R1	1.5463	1.5463	1.5399	1.5423
PP	1.5383	1.5383	1.5383	1.5364
S1	1.5306	1.5306	1.5371	1.5266
S2	1.5226	1.5226	1.5356
S3	1.5069	1.5149	1.5342
S4	1.4912	1.4992	1.5299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5461	1.5304	0.0157	1.0%	0.0084	0.5%	52%	False	False	319
10	1.5461	1.5186	0.0275	1.8%	0.0094	0.6%	72%	False	False	293
20	1.5461	1.4943	0.0518	3.4%	0.0103	0.7%	85%	False	False	246
40	1.5571	1.4943	0.0628	4.1%	0.0096	0.6%	70%	False	False	167
60	1.5772	1.4943	0.0829	5.4%	0.0082	0.5%	53%	False	False	114
80	1.6132	1.4943	0.1189	7.7%	0.0066	0.4%	37%	False	False	86
100	1.6205	1.4943	0.1262	8.2%	0.0054	0.4%	35%	False	False	69
120	1.6508	1.4943	0.1565	10.2%	0.0047	0.3%	28%	False	False	58

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5743
2.618	1.5618
1.618	1.5541
1.000	1.5493
0.618	1.5464
HIGH	1.5416
0.618	1.5387
0.500	1.5378
0.382	1.5368
LOW	1.5339
0.618	1.5291
1.000	1.5262
1.618	1.5214
2.618	1.5137
4.250	1.5012

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	1.5383	1.5396
PP	1.5380	1.5392
S1	1.5378	1.5389

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

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