CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	1.5461	1.5606	0.0145	0.9%	1.5579
High	1.5544	1.5606	0.0062	0.4%	1.5600
Low	1.5461	1.5452	-0.0009	-0.1%	1.5331
Close	1.5461	1.5606	0.0145	0.9%	1.5483
Range	0.0083	0.0154	0.0071	85.5%	0.0269
ATR	0.0067	0.0074	0.0006	9.2%	0.0000
Volume

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6017	1.5965	1.5691
R3	1.5863	1.5811	1.5648
R2	1.5709	1.5709	1.5634
R1	1.5657	1.5657	1.5620	1.5683
PP	1.5555	1.5555	1.5555	1.5568
S1	1.5503	1.5503	1.5592	1.5529
S2	1.5401	1.5401	1.5578
S3	1.5247	1.5349	1.5564
S4	1.5093	1.5195	1.5521

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6278	1.6150	1.5631
R3	1.6009	1.5881	1.5557
R2	1.5740	1.5740	1.5532
R1	1.5612	1.5612	1.5508	1.5542
PP	1.5471	1.5471	1.5471	1.5436
S1	1.5343	1.5343	1.5458	1.5273
S2	1.5202	1.5202	1.5434
S3	1.4933	1.5074	1.5409
S4	1.4664	1.4805	1.5335

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5606	1.5331	0.0275	1.8%	0.0047	0.3%	100%	True	False
10	1.5708	1.5331	0.0377	2.4%	0.0032	0.2%	73%	False	False
20	1.5855	1.5331	0.0524	3.4%	0.0016	0.1%	52%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.6261
2.618	1.6009
1.618	1.5855
1.000	1.5760
0.618	1.5701
HIGH	1.5606
0.618	1.5547
0.500	1.5529
0.382	1.5511
LOW	1.5452
0.618	1.5357
1.000	1.5298
1.618	1.5203
2.618	1.5049
4.250	1.4798

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	1.5580	1.5580
PP	1.5555	1.5555
S1	1.5529	1.5529

Download as Excel Spreadsheet

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

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