CME British Pound Future September 2015

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

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	1.5510	1.5480	-0.0030	-0.2%	1.5533
High	1.5582	1.5636	0.0054	0.3%	1.5638
Low	1.5473	1.5443	-0.0030	-0.2%	1.5323
Close	1.5476	1.5624	0.0148	1.0%	1.5497
Range	0.0109	0.0193	0.0084	77.1%	0.0315
ATR	0.0127	0.0132	0.0005	3.7%	0.0000
Volume	78,225	96,147	17,922	22.9%	464,149

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6147	1.6078	1.5730
R3	1.5954	1.5885	1.5677
R2	1.5761	1.5761	1.5659
R1	1.5692	1.5692	1.5642	1.5727
PP	1.5568	1.5568	1.5568	1.5585
S1	1.5499	1.5499	1.5606	1.5534
S2	1.5375	1.5375	1.5589
S3	1.5182	1.5306	1.5571
S4	1.4989	1.5113	1.5518

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	1.5636	1.5323	0.0313	2.0%	0.0141	0.9%	96%	True	False	85,333
10	1.5769	1.5323	0.0446	2.9%	0.0132	0.8%	67%	False	False	89,438
20	1.5924	1.5323	0.0601	3.8%	0.0125	0.8%	50%	False	False	87,927
40	1.5924	1.5160	0.0764	4.9%	0.0135	0.9%	61%	False	False	54,436
60	1.5924	1.4842	0.1082	6.9%	0.0133	0.9%	72%	False	False	36,336
80	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	77%	False	False	27,269
100	1.5924	1.4591	0.1333	8.5%	0.0119	0.8%	77%	False	False	21,819
120	1.5924	1.4591	0.1333	8.5%	0.0101	0.6%	77%	False	False	18,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6456
2.618	1.6141
1.618	1.5948
1.000	1.5829
0.618	1.5755
HIGH	1.5636
0.618	1.5562
0.500	1.5540
0.382	1.5517
LOW	1.5443
0.618	1.5324
1.000	1.5250
1.618	1.5131
2.618	1.4938
4.250	1.4623

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	1.5596	1.5582
PP	1.5568	1.5539
S1	1.5540	1.5497

Download as Excel Spreadsheet

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

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