CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	1.5706	1.5711	0.0005	0.0%	1.5805
High	1.5706	1.5711	0.0005	0.0%	1.5805
Low	1.5706	1.5711	0.0005	0.0%	1.5675
Close	1.5706	1.5711	0.0005	0.0%	1.5706
Range
ATR	0.0058	0.0055	-0.0004	-6.5%	0.0000
Volume

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5711	1.5711	1.5711
R3	1.5711	1.5711	1.5711
R2	1.5711	1.5711	1.5711
R1	1.5711	1.5711	1.5711	1.5711
PP	1.5711	1.5711	1.5711	1.5711
S1	1.5711	1.5711	1.5711	1.5711
S2	1.5711	1.5711	1.5711
S3	1.5711	1.5711	1.5711
S4	1.5711	1.5711	1.5711

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6119	1.6042	1.5778
R3	1.5989	1.5912	1.5742
R2	1.5859	1.5859	1.5730
R1	1.5782	1.5782	1.5718	1.5756
PP	1.5729	1.5729	1.5729	1.5715
S1	1.5652	1.5652	1.5694	1.5626
S2	1.5599	1.5599	1.5682
S3	1.5469	1.5522	1.5670
S4	1.5339	1.5392	1.5635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5711	1.5675	0.0036	0.2%	0.0000	0.0%	100%	True	False
10	1.5855	1.5628	0.0227	1.4%	0.0000	0.0%	37%	False	False

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5711
2.618	1.5711
1.618	1.5711
1.000	1.5711
0.618	1.5711
HIGH	1.5711
0.618	1.5711
0.500	1.5711
0.382	1.5711
LOW	1.5711
0.618	1.5711
1.000	1.5711
1.618	1.5711
2.618	1.5711
4.250	1.5711

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	1.5711	1.5710
PP	1.5711	1.5709
S1	1.5711	1.5709

Download as Excel Spreadsheet

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

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