CME British Pound Future September 2015

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

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	1.5450	1.5432	-0.0018	-0.1%	1.5178
High	1.5462	1.5470	0.0008	0.1%	1.5477
Low	1.5400	1.5384	-0.0016	-0.1%	1.5172
Close	1.5427	1.5394	-0.0033	-0.2%	1.5427
Range	0.0062	0.0086	0.0024	38.7%	0.0305
ATR	0.0116	0.0114	-0.0002	-1.9%	0.0000
Volume	30,255	4,147	-26,108	-86.3%	452,541

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5674	1.5620	1.5441
R3	1.5588	1.5534	1.5418
R2	1.5502	1.5502	1.5410
R1	1.5448	1.5448	1.5402	1.5432
PP	1.5416	1.5416	1.5416	1.5408
S1	1.5362	1.5362	1.5386	1.5346
S2	1.5330	1.5330	1.5378
S3	1.5244	1.5276	1.5370
S4	1.5158	1.5190	1.5347

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6274	1.6155	1.5595
R3	1.5969	1.5850	1.5511
R2	1.5664	1.5664	1.5483
R1	1.5545	1.5545	1.5455	1.5605
PP	1.5359	1.5359	1.5359	1.5388
S1	1.5240	1.5240	1.5399	1.5300
S2	1.5054	1.5054	1.5371
S3	1.4749	1.4935	1.5343
S4	1.4444	1.4630	1.5259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5477	1.5172	0.0305	2.0%	0.0116	0.8%	73%	False	False	91,337
10	1.5477	1.5164	0.0313	2.0%	0.0106	0.7%	73%	False	False	87,398
20	1.5817	1.5164	0.0653	4.2%	0.0119	0.8%	35%	False	False	96,260
40	1.5817	1.5164	0.0653	4.2%	0.0111	0.7%	35%	False	False	89,966
60	1.5902	1.5164	0.0738	4.8%	0.0113	0.7%	31%	False	False	87,615
80	1.5924	1.5160	0.0764	5.0%	0.0122	0.8%	31%	False	False	74,709
100	1.5924	1.4953	0.0971	6.3%	0.0124	0.8%	45%	False	False	59,802
120	1.5924	1.4591	0.1333	8.7%	0.0122	0.8%	60%	False	False	49,848

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5836
2.618	1.5695
1.618	1.5609
1.000	1.5556
0.618	1.5523
HIGH	1.5470
0.618	1.5437
0.500	1.5427
0.382	1.5417
LOW	1.5384
0.618	1.5331
1.000	1.5298
1.618	1.5245
2.618	1.5159
4.250	1.5019

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	1.5427	1.5408
PP	1.5416	1.5403
S1	1.5405	1.5399

Download as Excel Spreadsheet

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

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