CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	1.5640	1.5661	0.0021	0.1%	1.5805
High	1.5640	1.5661	0.0021	0.1%	1.5840
Low	1.5640	1.5661	0.0021	0.1%	1.5640
Close	1.5640	1.5661	0.0021	0.1%	1.5640
Range
ATR	0.0045	0.0043	-0.0002	-3.8%	0.0000
Volume	2	2	0	0.0%	40

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5661	1.5661	1.5661
R3	1.5661	1.5661	1.5661
R2	1.5661	1.5661	1.5661
R1	1.5661	1.5661	1.5661	1.5661
PP	1.5661	1.5661	1.5661	1.5661
S1	1.5661	1.5661	1.5661	1.5661
S2	1.5661	1.5661	1.5661
S3	1.5661	1.5661	1.5661
S4	1.5661	1.5661	1.5661

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6307	1.6173	1.5750
R3	1.6107	1.5973	1.5695
R2	1.5907	1.5907	1.5677
R1	1.5773	1.5773	1.5658	1.5740
PP	1.5707	1.5707	1.5707	1.5690
S1	1.5573	1.5573	1.5622	1.5540
S2	1.5507	1.5507	1.5603
S3	1.5307	1.5373	1.5585
S4	1.5107	1.5173	1.5530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5661	1.5596	0.0065	0.4%	0.0000	0.0%	100%	True	False	4
10	1.5840	1.5596	0.0244	1.6%	0.0000	0.0%	27%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5661
2.618	1.5661
1.618	1.5661
1.000	1.5661
0.618	1.5661
HIGH	1.5661
0.618	1.5661
0.500	1.5661
0.382	1.5661
LOW	1.5661
0.618	1.5661
1.000	1.5661
1.618	1.5661
2.618	1.5661
4.250	1.5661

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	1.5661	1.5650
PP	1.5661	1.5639
S1	1.5661	1.5629

Download as Excel Spreadsheet

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

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