CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	1.5356	1.5369	0.0013	0.1%	1.5533
High	1.5413	1.5546	0.0133	0.9%	1.5638
Low	1.5337	1.5357	0.0020	0.1%	1.5323
Close	1.5356	1.5497	0.0141	0.9%	1.5497
Range	0.0076	0.0189	0.0113	148.7%	0.0315
ATR	0.0124	0.0129	0.0005	3.8%	0.0000
Volume	68,421	97,987	29,566	43.2%	464,149

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6034	1.5954	1.5601
R3	1.5845	1.5765	1.5549
R2	1.5656	1.5656	1.5532
R1	1.5576	1.5576	1.5514	1.5616
PP	1.5467	1.5467	1.5467	1.5487
S1	1.5387	1.5387	1.5480	1.5427
S2	1.5278	1.5278	1.5462
S3	1.5089	1.5198	1.5445
S4	1.4900	1.5009	1.5393

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6431	1.6279	1.5670
R3	1.6116	1.5964	1.5584
R2	1.5801	1.5801	1.5555
R1	1.5649	1.5649	1.5526	1.5568
PP	1.5486	1.5486	1.5486	1.5445
S1	1.5334	1.5334	1.5468	1.5253
S2	1.5171	1.5171	1.5439
S3	1.4856	1.5019	1.5410
S4	1.4541	1.4704	1.5324

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5638	1.5323	0.0315	2.0%	0.0142	0.9%	55%	False	False	92,829
10	1.5781	1.5323	0.0458	3.0%	0.0121	0.8%	38%	False	False	89,384
20	1.5924	1.5323	0.0601	3.9%	0.0122	0.8%	29%	False	False	88,042
40	1.5924	1.5160	0.0764	4.9%	0.0131	0.8%	44%	False	False	50,086
60	1.5924	1.4812	0.1112	7.2%	0.0133	0.9%	62%	False	False	33,434
80	1.5924	1.4591	0.1333	8.6%	0.0130	0.8%	68%	False	False	25,093
100	1.5924	1.4591	0.1333	8.6%	0.0116	0.8%	68%	False	False	20,075
120	1.5924	1.4591	0.1333	8.6%	0.0098	0.6%	68%	False	False	16,731

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6349
2.618	1.6041
1.618	1.5852
1.000	1.5735
0.618	1.5663
HIGH	1.5546
0.618	1.5474
0.500	1.5452
0.382	1.5429
LOW	1.5357
0.618	1.5240
1.000	1.5168
1.618	1.5051
2.618	1.4862
4.250	1.4554

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	1.5482	1.5476
PP	1.5467	1.5455
S1	1.5452	1.5435

Download as Excel Spreadsheet

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

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