CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	1.5095	1.5180	0.0085	0.6%	1.5200
High	1.5121	1.5201	0.0080	0.5%	1.5229
Low	1.5095	1.5180	0.0085	0.6%	1.5058
Close	1.5121	1.5195	0.0074	0.5%	1.5139
Range	0.0026	0.0021	-0.0005	-19.2%	0.0171
ATR	0.0066	0.0067	0.0001	1.5%	0.0000
Volume	5	1	-4	-80.0%	5

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5255	1.5246	1.5207
R3	1.5234	1.5225	1.5201
R2	1.5213	1.5213	1.5199
R1	1.5204	1.5204	1.5197	1.5209
PP	1.5192	1.5192	1.5192	1.5194
S1	1.5183	1.5183	1.5193	1.5188
S2	1.5171	1.5171	1.5191
S3	1.5150	1.5162	1.5189
S4	1.5129	1.5141	1.5183

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5655	1.5568	1.5233
R3	1.5484	1.5397	1.5186
R2	1.5313	1.5313	1.5170
R1	1.5226	1.5226	1.5155	1.5184
PP	1.5142	1.5142	1.5142	1.5121
S1	1.5055	1.5055	1.5123	1.5013
S2	1.4971	1.4971	1.5108
S3	1.4800	1.4884	1.5092
S4	1.4629	1.4713	1.5045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5201	1.5058	0.0143	0.9%	0.0037	0.2%	96%	True	False	2
10	1.5551	1.5058	0.0493	3.2%	0.0022	0.1%	28%	False	False	1
20	1.5699	1.5058	0.0641	4.2%	0.0012	0.1%	21%	False	False	1
40	1.5761	1.5058	0.0703	4.6%	0.0006	0.0%	19%	False	False	1

Crabel Price Patterns
NR	True
NR4	True
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	0.0001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5290
2.618	1.5256
1.618	1.5235
1.000	1.5222
0.618	1.5214
HIGH	1.5201
0.618	1.5193
0.500	1.5191
0.382	1.5188
LOW	1.5180
0.618	1.5167
1.000	1.5159
1.618	1.5146
2.618	1.5125
4.250	1.5091

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	1.5194	1.5179
PP	1.5192	1.5164
S1	1.5191	1.5148

Download as Excel Spreadsheet

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

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