CME British Pound Future December 2015

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

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	1.4834	1.4716	-0.0118	-0.8%	1.5134
High	1.4834	1.4731	-0.0103	-0.7%	1.5134
Low	1.4834	1.4706	-0.0128	-0.9%	1.4706
Close	1.4834	1.4706	-0.0128	-0.9%	1.4706
Range	0.0000	0.0025	0.0025		0.0428
ATR	0.0071	0.0075	0.0004	5.7%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.4789	1.4773	1.4720
R3	1.4764	1.4748	1.4713
R2	1.4739	1.4739	1.4711
R1	1.4723	1.4723	1.4708	1.4719
PP	1.4714	1.4714	1.4714	1.4712
S1	1.4698	1.4698	1.4704	1.4694
S2	1.4689	1.4689	1.4701
S3	1.4664	1.4673	1.4699
S4	1.4639	1.4648	1.4692

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6133	1.5847	1.4941
R3	1.5705	1.5419	1.4824
R2	1.5277	1.5277	1.4784
R1	1.4991	1.4991	1.4745	1.4920
PP	1.4849	1.4849	1.4849	1.4813
S1	1.4563	1.4563	1.4667	1.4492
S2	1.4421	1.4421	1.4628
S3	1.3993	1.4135	1.4588
S4	1.3565	1.3707	1.4471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5134	1.4706	0.0428	2.9%	0.0039	0.3%	0%	False	True	1
10	1.5395	1.4706	0.0689	4.7%	0.0025	0.2%	0%	False	True	1
20	1.5508	1.4706	0.0802	5.5%	0.0014	0.1%	0%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4837
2.618	1.4796
1.618	1.4771
1.000	1.4756
0.618	1.4746
HIGH	1.4731
0.618	1.4721
0.500	1.4719
0.382	1.4716
LOW	1.4706
0.618	1.4691
1.000	1.4681
1.618	1.4666
2.618	1.4641
4.250	1.4600

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	1.4719	1.4885
PP	1.4714	1.4825
S1	1.4710	1.4766

Download as Excel Spreadsheet

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

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