CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	1.5603	1.5580	-0.0023	-0.1%	1.5579
High	1.5628	1.5607	-0.0021	-0.1%	1.5600
Low	1.5566	1.5564	-0.0002	0.0%	1.5331
Close	1.5603	1.5580	-0.0023	-0.1%	1.5483
Range	0.0062	0.0043	-0.0019	-30.6%	0.0269
ATR	0.0073	0.0071	-0.0002	-2.9%	0.0000
Volume

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5713	1.5689	1.5604
R3	1.5670	1.5646	1.5592
R2	1.5627	1.5627	1.5588
R1	1.5603	1.5603	1.5584	1.5602
PP	1.5584	1.5584	1.5584	1.5583
S1	1.5560	1.5560	1.5576	1.5559
S2	1.5541	1.5541	1.5572
S3	1.5498	1.5517	1.5568
S4	1.5455	1.5474	1.5556

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	1.5628	1.5452	0.0176	1.1%	0.0068	0.4%	73%	False	False
10	1.5628	1.5331	0.0297	1.9%	0.0043	0.3%	84%	False	False
20	1.5855	1.5331	0.0524	3.4%	0.0021	0.1%	48%	False	False

Crabel Price Patterns
NR	True
NR4	True
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5790
2.618	1.5720
1.618	1.5677
1.000	1.5650
0.618	1.5634
HIGH	1.5607
0.618	1.5591
0.500	1.5586
0.382	1.5580
LOW	1.5564
0.618	1.5537
1.000	1.5521
1.618	1.5494
2.618	1.5451
4.250	1.5381

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	1.5586	1.5567
PP	1.5584	1.5553
S1	1.5582	1.5540

Download as Excel Spreadsheet

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

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