CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	1.5570	1.5611	0.0041	0.3%	1.5623
High	1.5657	1.5634	-0.0023	-0.1%	1.5653
Low	1.5531	1.5569	0.0038	0.2%	1.5419
Close	1.5610	1.5611	0.0001	0.0%	1.5490
Range	0.0126	0.0065	-0.0061	-48.4%	0.0234
ATR	0.0115	0.0111	-0.0004	-3.1%	0.0000
Volume	105,502	59,731	-45,771	-43.4%	529,401

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5800	1.5770	1.5647
R3	1.5735	1.5705	1.5629
R2	1.5670	1.5670	1.5623
R1	1.5640	1.5640	1.5617	1.5644
PP	1.5605	1.5605	1.5605	1.5606
S1	1.5575	1.5575	1.5605	1.5579
S2	1.5540	1.5540	1.5599
S3	1.5475	1.5510	1.5593
S4	1.5410	1.5445	1.5575

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6223	1.6090	1.5619
R3	1.5989	1.5856	1.5554
R2	1.5755	1.5755	1.5533
R1	1.5622	1.5622	1.5511	1.5572
PP	1.5521	1.5521	1.5521	1.5495
S1	1.5388	1.5388	1.5469	1.5338
S2	1.5287	1.5287	1.5447
S3	1.5053	1.5154	1.5426
S4	1.4819	1.4920	1.5361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5657	1.5419	0.0238	1.5%	0.0106	0.7%	81%	False	False	90,176
10	1.5674	1.5419	0.0255	1.6%	0.0112	0.7%	75%	False	False	97,695
20	1.5685	1.5419	0.0266	1.7%	0.0106	0.7%	72%	False	False	83,566
40	1.5924	1.5323	0.0601	3.8%	0.0112	0.7%	48%	False	False	84,402
60	1.5924	1.5160	0.0764	4.9%	0.0123	0.8%	59%	False	False	66,446
80	1.5924	1.4919	0.1005	6.4%	0.0127	0.8%	69%	False	False	49,873
100	1.5924	1.4591	0.1333	8.5%	0.0123	0.8%	77%	False	False	39,914
120	1.5924	1.4591	0.1333	8.5%	0.0118	0.8%	77%	False	False	33,265

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5910
2.618	1.5804
1.618	1.5739
1.000	1.5699
0.618	1.5674
HIGH	1.5634
0.618	1.5609
0.500	1.5602
0.382	1.5594
LOW	1.5569
0.618	1.5529
1.000	1.5504
1.618	1.5464
2.618	1.5399
4.250	1.5293

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	1.5608	1.5605
PP	1.5605	1.5600
S1	1.5602	1.5594

Download as Excel Spreadsheet

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

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