CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	1.5242	1.5217	-0.0025	-0.2%	1.5518
High	1.5283	1.5255	-0.0028	-0.2%	1.5561
Low	1.5194	1.5129	-0.0065	-0.4%	1.5129
Close	1.5228	1.5187	-0.0041	-0.3%	1.5187
Range	0.0089	0.0126	0.0037	41.6%	0.0432
ATR	0.0123	0.0123	0.0000	0.2%	0.0000
Volume	81,272	79,042	-2,230	-2.7%	409,401

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5568	1.5504	1.5256
R3	1.5442	1.5378	1.5222
R2	1.5316	1.5316	1.5210
R1	1.5252	1.5252	1.5199	1.5221
PP	1.5190	1.5190	1.5190	1.5175
S1	1.5126	1.5126	1.5175	1.5095
S2	1.5064	1.5064	1.5164
S3	1.4938	1.5000	1.5152
S4	1.4812	1.4874	1.5118

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6588	1.6320	1.5425
R3	1.6156	1.5888	1.5306
R2	1.5724	1.5724	1.5266
R1	1.5456	1.5456	1.5227	1.5374
PP	1.5292	1.5292	1.5292	1.5252
S1	1.5024	1.5024	1.5147	1.4942
S2	1.4860	1.4860	1.5108
S3	1.4428	1.4592	1.5068
S4	1.3996	1.4160	1.4949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5561	1.5129	0.0432	2.8%	0.0127	0.8%	13%	False	True	81,880
10	1.5650	1.5129	0.0521	3.4%	0.0134	0.9%	11%	False	True	81,550
20	1.5650	1.5129	0.0521	3.4%	0.0122	0.8%	11%	False	True	55,103
40	1.5805	1.5129	0.0676	4.5%	0.0115	0.8%	9%	False	True	27,703
60	1.5805	1.5129	0.0676	4.5%	0.0107	0.7%	9%	False	True	18,484
80	1.5892	1.5129	0.0763	5.0%	0.0104	0.7%	8%	False	True	13,869
100	1.5892	1.5129	0.0763	5.0%	0.0093	0.6%	8%	False	True	11,096
120	1.5892	1.4625	0.1267	8.3%	0.0082	0.5%	44%	False	False	9,248

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	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5791
2.618	1.5585
1.618	1.5459
1.000	1.5381
0.618	1.5333
HIGH	1.5255
0.618	1.5207
0.500	1.5192
0.382	1.5177
LOW	1.5129
0.618	1.5051
1.000	1.5003
1.618	1.4925
2.618	1.4799
4.250	1.4594

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	1.5192	1.5243
PP	1.5190	1.5224
S1	1.5189	1.5206

Download as Excel Spreadsheet

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

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