CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	1.5596	1.5594	-0.0002	0.0%	1.5505
High	1.5641	1.5674	0.0033	0.2%	1.5685
Low	1.5558	1.5544	-0.0014	-0.1%	1.5485
Close	1.5595	1.5610	0.0015	0.1%	1.5610
Range	0.0083	0.0130	0.0047	56.6%	0.0200
ATR	0.0112	0.0114	0.0001	1.1%	0.0000
Volume	62,349	117,149	54,800	87.9%	403,923

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5999	1.5935	1.5682
R3	1.5869	1.5805	1.5646
R2	1.5739	1.5739	1.5634
R1	1.5675	1.5675	1.5622	1.5707
PP	1.5609	1.5609	1.5609	1.5626
S1	1.5545	1.5545	1.5598	1.5577
S2	1.5479	1.5479	1.5586
S3	1.5349	1.5415	1.5574
S4	1.5219	1.5285	1.5539

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6193	1.6102	1.5720
R3	1.5993	1.5902	1.5665
R2	1.5793	1.5793	1.5647
R1	1.5702	1.5702	1.5628	1.5748
PP	1.5593	1.5593	1.5593	1.5616
S1	1.5502	1.5502	1.5592	1.5548
S2	1.5393	1.5393	1.5573
S3	1.5193	1.5302	1.5555
S4	1.4993	1.5102	1.5500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5685	1.5485	0.0200	1.3%	0.0104	0.7%	63%	False	False	80,784
10	1.5685	1.5461	0.0224	1.4%	0.0101	0.6%	67%	False	False	74,850
20	1.5685	1.5323	0.0362	2.3%	0.0117	0.7%	79%	False	False	79,433
40	1.5924	1.5180	0.0744	4.8%	0.0121	0.8%	58%	False	False	77,788
60	1.5924	1.5158	0.0766	4.9%	0.0127	0.8%	59%	False	False	52,152
80	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	76%	False	False	39,138
100	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	76%	False	False	31,320
120	1.5924	1.4591	0.1333	8.5%	0.0111	0.7%	76%	False	False	26,101

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	0.0030
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6227
2.618	1.6014
1.618	1.5884
1.000	1.5804
0.618	1.5754
HIGH	1.5674
0.618	1.5624
0.500	1.5609
0.382	1.5594
LOW	1.5544
0.618	1.5464
1.000	1.5414
1.618	1.5334
2.618	1.5204
4.250	1.4992

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	1.5610	1.5615
PP	1.5609	1.5613
S1	1.5609	1.5612

Download as Excel Spreadsheet

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

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