CME British Pound Future June 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	1.4924	1.4872	-0.0052	-0.3%	1.5033
High	1.5017	1.4887	-0.0130	-0.9%	1.5127
Low	1.4839	1.4689	-0.0150	-1.0%	1.4689
Close	1.4841	1.4713	-0.0128	-0.9%	1.4713
Range	0.0178	0.0198	0.0020	11.2%	0.0438
ATR	0.0115	0.0121	0.0006	5.1%	0.0000
Volume	106,787	157,033	50,246	47.1%	444,484

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5357	1.5233	1.4822
R3	1.5159	1.5035	1.4767
R2	1.4961	1.4961	1.4749
R1	1.4837	1.4837	1.4731	1.4800
PP	1.4763	1.4763	1.4763	1.4745
S1	1.4639	1.4639	1.4695	1.4602
S2	1.4565	1.4565	1.4677
S3	1.4367	1.4441	1.4659
S4	1.4169	1.4243	1.4604

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6157	1.5873	1.4954
R3	1.5719	1.5435	1.4833
R2	1.5281	1.5281	1.4793
R1	1.4997	1.4997	1.4753	1.4920
PP	1.4843	1.4843	1.4843	1.4805
S1	1.4559	1.4559	1.4673	1.4482
S2	1.4405	1.4405	1.4633
S3	1.3967	1.4121	1.4593
S4	1.3529	1.3683	1.4472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5127	1.4689	0.0438	3.0%	0.0157	1.1%	5%	False	True	88,896
10	1.5415	1.4689	0.0726	4.9%	0.0130	0.9%	3%	False	True	46,884
20	1.5541	1.4689	0.0852	5.8%	0.0112	0.8%	3%	False	True	23,713
40	1.5541	1.4689	0.0852	5.8%	0.0112	0.8%	3%	False	True	11,954
60	1.5750	1.4689	0.1061	7.2%	0.0102	0.7%	2%	False	True	7,990
80	1.5772	1.4689	0.1083	7.4%	0.0086	0.6%	2%	False	True	5,993
100	1.6132	1.4689	0.1443	9.8%	0.0071	0.5%	2%	False	True	4,795
120	1.6378	1.4689	0.1689	11.5%	0.0061	0.4%	1%	False	True	3,996

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	1.5729
2.618	1.5405
1.618	1.5207
1.000	1.5085
0.618	1.5009
HIGH	1.4887
0.618	1.4811
0.500	1.4788
0.382	1.4765
LOW	1.4689
0.618	1.4567
1.000	1.4491
1.618	1.4369
2.618	1.4171
4.250	1.3848

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	1.4788	1.4888
PP	1.4763	1.4830
S1	1.4738	1.4771

Download as Excel Spreadsheet

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

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