CME British Pound Future December 2015

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

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	1.5352	1.5495	0.0143	0.9%	1.5590
High	1.5534	1.5558	0.0024	0.2%	1.5620
Low	1.5352	1.5467	0.0115	0.7%	1.5325
Close	1.5488	1.5467	-0.0021	-0.1%	1.5488
Range	0.0182	0.0091	-0.0091	-50.0%	0.0295
ATR	0.0104	0.0103	-0.0001	-0.9%	0.0000
Volume	17	41	24	141.2%	173

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5770	1.5710	1.5517
R3	1.5679	1.5619	1.5492
R2	1.5588	1.5588	1.5484
R1	1.5528	1.5528	1.5475	1.5513
PP	1.5497	1.5497	1.5497	1.5490
S1	1.5437	1.5437	1.5459	1.5422
S2	1.5406	1.5406	1.5450
S3	1.5315	1.5346	1.5442
S4	1.5224	1.5255	1.5417

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6363	1.6220	1.5650
R3	1.6068	1.5925	1.5569
R2	1.5773	1.5773	1.5542
R1	1.5630	1.5630	1.5515	1.5554
PP	1.5478	1.5478	1.5478	1.5440
S1	1.5335	1.5335	1.5461	1.5259
S2	1.5183	1.5183	1.5434
S3	1.4888	1.5040	1.5407
S4	1.4593	1.4745	1.5326

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5585	1.5325	0.0260	1.7%	0.0124	0.8%	55%	False	False	37
10	1.5767	1.5325	0.0442	2.9%	0.0102	0.7%	32%	False	False	46
20	1.5892	1.5325	0.0567	3.7%	0.0098	0.6%	25%	False	False	36
40	1.5892	1.5179	0.0713	4.6%	0.0080	0.5%	40%	False	False	21
60	1.5892	1.4882	0.1010	6.5%	0.0067	0.4%	58%	False	False	16
80	1.5892	1.4625	0.1267	8.2%	0.0052	0.3%	66%	False	False	13
100	1.5892	1.4625	0.1267	8.2%	0.0044	0.3%	66%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5945
2.618	1.5796
1.618	1.5705
1.000	1.5649
0.618	1.5614
HIGH	1.5558
0.618	1.5523
0.500	1.5513
0.382	1.5502
LOW	1.5467
0.618	1.5411
1.000	1.5376
1.618	1.5320
2.618	1.5229
4.250	1.5080

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	1.5513	1.5461
PP	1.5497	1.5455
S1	1.5482	1.5449

Download as Excel Spreadsheet

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

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