CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	1.5302	1.5253	-0.0049	-0.3%	1.5403
High	1.5313	1.5278	-0.0035	-0.2%	1.5435
Low	1.5218	1.5164	-0.0054	-0.4%	1.5164
Close	1.5256	1.5184	-0.0072	-0.5%	1.5184
Range	0.0095	0.0114	0.0019	20.0%	0.0271
ATR	0.0115	0.0115	0.0000	0.0%	0.0000
Volume	95,037	78,923	-16,114	-17.0%	417,298

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5551	1.5481	1.5247
R3	1.5437	1.5367	1.5215
R2	1.5323	1.5323	1.5205
R1	1.5253	1.5253	1.5194	1.5231
PP	1.5209	1.5209	1.5209	1.5198
S1	1.5139	1.5139	1.5174	1.5117
S2	1.5095	1.5095	1.5163
S3	1.4981	1.5025	1.5153
S4	1.4867	1.4911	1.5121

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6074	1.5900	1.5333
R3	1.5803	1.5629	1.5259
R2	1.5532	1.5532	1.5234
R1	1.5358	1.5358	1.5209	1.5310
PP	1.5261	1.5261	1.5261	1.5237
S1	1.5087	1.5087	1.5159	1.5039
S2	1.4990	1.4990	1.5134
S3	1.4719	1.4816	1.5109
S4	1.4448	1.4545	1.5035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5435	1.5164	0.0271	1.8%	0.0095	0.6%	7%	False	True	83,459
10	1.5817	1.5164	0.0653	4.3%	0.0130	0.9%	3%	False	True	105,113
20	1.5817	1.5164	0.0653	4.3%	0.0114	0.7%	3%	False	True	93,204
40	1.5817	1.5164	0.0653	4.3%	0.0112	0.7%	3%	False	True	87,950
60	1.5924	1.5164	0.0760	5.0%	0.0116	0.8%	3%	False	True	87,980
80	1.5924	1.5160	0.0764	5.0%	0.0122	0.8%	3%	False	False	69,018
100	1.5924	1.4812	0.1112	7.3%	0.0124	0.8%	33%	False	False	55,240
120	1.5924	1.4591	0.1333	8.8%	0.0124	0.8%	44%	False	False	46,045

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5763
2.618	1.5576
1.618	1.5462
1.000	1.5392
0.618	1.5348
HIGH	1.5278
0.618	1.5234
0.500	1.5221
0.382	1.5208
LOW	1.5164
0.618	1.5094
1.000	1.5050
1.618	1.4980
2.618	1.4866
4.250	1.4680

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	1.5221	1.5245
PP	1.5209	1.5224
S1	1.5196	1.5204

Download as Excel Spreadsheet

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

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