CME British Pound Future December 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	1.5436	1.5421	-0.0015	-0.1%	1.5199
High	1.5455	1.5463	0.0008	0.1%	1.5469
Low	1.5393	1.5365	-0.0028	-0.2%	1.5136
Close	1.5419	1.5427	0.0008	0.1%	1.5419
Range	0.0062	0.0098	0.0036	58.1%	0.0333
ATR	0.0111	0.0110	-0.0001	-0.8%	0.0000
Volume	74,251	55,359	-18,892	-25.4%	269,099

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5712	1.5668	1.5481
R3	1.5614	1.5570	1.5454
R2	1.5516	1.5516	1.5445
R1	1.5472	1.5472	1.5436	1.5494
PP	1.5418	1.5418	1.5418	1.5430
S1	1.5374	1.5374	1.5418	1.5396
S2	1.5320	1.5320	1.5409
S3	1.5222	1.5276	1.5400
S4	1.5124	1.5178	1.5373

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6340	1.6213	1.5602
R3	1.6007	1.5880	1.5511
R2	1.5674	1.5674	1.5480
R1	1.5547	1.5547	1.5450	1.5611
PP	1.5341	1.5341	1.5341	1.5373
S1	1.5214	1.5214	1.5388	1.5278
S2	1.5008	1.5008	1.5358
S3	1.4675	1.4881	1.5327
S4	1.4342	1.4548	1.5236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5469	1.5136	0.0333	2.2%	0.0124	0.8%	87%	False	False	64,891
10	1.5469	1.5136	0.0333	2.2%	0.0110	0.7%	87%	False	False	34,090
20	1.5805	1.5136	0.0669	4.3%	0.0117	0.8%	43%	False	False	17,327
40	1.5805	1.5136	0.0669	4.3%	0.0099	0.6%	43%	False	False	8,708
60	1.5890	1.5136	0.0754	4.9%	0.0099	0.6%	39%	False	False	5,820
80	1.5892	1.5136	0.0756	4.9%	0.0094	0.6%	38%	False	False	4,368
100	1.5892	1.5035	0.0857	5.6%	0.0085	0.5%	46%	False	False	3,495
120	1.5892	1.4625	0.1267	8.2%	0.0071	0.5%	63%	False	False	2,914

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5880
2.618	1.5720
1.618	1.5622
1.000	1.5561
0.618	1.5524
HIGH	1.5463
0.618	1.5426
0.500	1.5414
0.382	1.5402
LOW	1.5365
0.618	1.5304
1.000	1.5267
1.618	1.5206
2.618	1.5108
4.250	1.4949

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	1.5423	1.5418
PP	1.5418	1.5409
S1	1.5414	1.5401

Download as Excel Spreadsheet

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

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