CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	1.5631	1.5601	-0.0030	-0.2%	1.5510
High	1.5644	1.5668	0.0024	0.2%	1.5669
Low	1.5553	1.5547	-0.0006	0.0%	1.5443
Close	1.5599	1.5606	0.0007	0.0%	1.5606
Range	0.0091	0.0121	0.0030	33.0%	0.0226
ATR	0.0127	0.0126	0.0000	-0.3%	0.0000
Volume	60,917	63,023	2,106	3.5%	376,010

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5970	1.5909	1.5673
R3	1.5849	1.5788	1.5639
R2	1.5728	1.5728	1.5628
R1	1.5667	1.5667	1.5617	1.5698
PP	1.5607	1.5607	1.5607	1.5622
S1	1.5546	1.5546	1.5595	1.5577
S2	1.5486	1.5486	1.5584
S3	1.5365	1.5425	1.5573
S4	1.5244	1.5304	1.5539

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6251	1.6154	1.5730
R3	1.6025	1.5928	1.5668
R2	1.5799	1.5799	1.5647
R1	1.5702	1.5702	1.5627	1.5751
PP	1.5573	1.5573	1.5573	1.5597
S1	1.5476	1.5476	1.5585	1.5525
S2	1.5347	1.5347	1.5565
S3	1.5121	1.5250	1.5544
S4	1.4895	1.5024	1.5482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5669	1.5443	0.0226	1.4%	0.0123	0.8%	72%	False	False	75,202
10	1.5669	1.5323	0.0346	2.2%	0.0133	0.8%	82%	False	False	84,015
20	1.5902	1.5323	0.0579	3.7%	0.0117	0.8%	49%	False	False	82,912
40	1.5924	1.5160	0.0764	4.9%	0.0133	0.9%	58%	False	False	59,451
60	1.5924	1.4953	0.0971	6.2%	0.0133	0.9%	67%	False	False	39,692
80	1.5924	1.4591	0.1333	8.5%	0.0127	0.8%	76%	False	False	29,789
100	1.5924	1.4591	0.1333	8.5%	0.0122	0.8%	76%	False	False	23,835
120	1.5924	1.4591	0.1333	8.5%	0.0103	0.7%	76%	False	False	19,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6182
2.618	1.5985
1.618	1.5864
1.000	1.5789
0.618	1.5743
HIGH	1.5668
0.618	1.5622
0.500	1.5608
0.382	1.5593
LOW	1.5547
0.618	1.5472
1.000	1.5426
1.618	1.5351
2.618	1.5230
4.250	1.5033

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	1.5608	1.5608
PP	1.5607	1.5607
S1	1.5607	1.5607

Download as Excel Spreadsheet

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

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