CME British Pound Future September 2015

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

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	1.5142	1.5126	-0.0016	-0.1%	1.5098
High	1.5142	1.5137	-0.0005	0.0%	1.5201
Low	1.5142	1.5126	-0.0016	-0.1%	1.5095
Close	1.5142	1.5133	-0.0009	-0.1%	1.5142
Range	0.0000	0.0011	0.0011		0.0106
ATR	0.0061	0.0058	-0.0003	-5.3%	0.0000
Volume	2	2	0	0.0%	12

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5165	1.5160	1.5139
R3	1.5154	1.5149	1.5136
R2	1.5143	1.5143	1.5135
R1	1.5138	1.5138	1.5134	1.5141
PP	1.5132	1.5132	1.5132	1.5133
S1	1.5127	1.5127	1.5132	1.5130
S2	1.5121	1.5121	1.5131
S3	1.5110	1.5116	1.5130
S4	1.5099	1.5105	1.5127

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5464	1.5409	1.5200
R3	1.5358	1.5303	1.5171
R2	1.5252	1.5252	1.5161
R1	1.5197	1.5197	1.5152	1.5225
PP	1.5146	1.5146	1.5146	1.5160
S1	1.5091	1.5091	1.5132	1.5119
S2	1.5040	1.5040	1.5123
S3	1.4934	1.4985	1.5113
S4	1.4828	1.4879	1.5084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5201	1.5095	0.0106	0.7%	0.0012	0.1%	36%	False	False	2
10	1.5201	1.5058	0.0143	0.9%	0.0020	0.1%	52%	False	False	1
20	1.5605	1.5058	0.0547	3.6%	0.0013	0.1%	14%	False	False	1
40	1.5761	1.5058	0.0703	4.6%	0.0006	0.0%	11%	False	False	1

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5184
2.618	1.5166
1.618	1.5155
1.000	1.5148
0.618	1.5144
HIGH	1.5137
0.618	1.5133
0.500	1.5132
0.382	1.5130
LOW	1.5126
0.618	1.5119
1.000	1.5115
1.618	1.5108
2.618	1.5097
4.250	1.5079

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	1.5133	1.5142
PP	1.5132	1.5139
S1	1.5132	1.5136

Download as Excel Spreadsheet

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

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