CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	1.5577	1.5491	-0.0086	-0.6%	1.5461
High	1.5600	1.5628	0.0028	0.2%	1.5628
Low	1.5577	1.5491	-0.0086	-0.6%	1.5452
Close	1.5577	1.5491	-0.0086	-0.6%	1.5588
Range	0.0023	0.0137	0.0114	495.7%	0.0176
ATR	0.0067	0.0072	0.0005	7.5%	0.0000
Volume

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5948	1.5856	1.5566
R3	1.5811	1.5719	1.5529
R2	1.5674	1.5674	1.5516
R1	1.5582	1.5582	1.5504	1.5560
PP	1.5537	1.5537	1.5537	1.5525
S1	1.5445	1.5445	1.5478	1.5423
S2	1.5400	1.5400	1.5466
S3	1.5263	1.5308	1.5453
S4	1.5126	1.5171	1.5416

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6084	1.6012	1.5685
R3	1.5908	1.5836	1.5636
R2	1.5732	1.5732	1.5620
R1	1.5660	1.5660	1.5604	1.5696
PP	1.5556	1.5556	1.5556	1.5574
S1	1.5484	1.5484	1.5572	1.5520
S2	1.5380	1.5380	1.5556
S3	1.5204	1.5308	1.5540
S4	1.5028	1.5132	1.5491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5628	1.5491	0.0137	0.9%	0.0053	0.3%	0%	True	True
10	1.5628	1.5452	0.0176	1.1%	0.0061	0.4%	22%	True	False
20	1.5711	1.5331	0.0380	2.5%	0.0035	0.2%	42%	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	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6210
2.618	1.5987
1.618	1.5850
1.000	1.5765
0.618	1.5713
HIGH	1.5628
0.618	1.5576
0.500	1.5560
0.382	1.5543
LOW	1.5491
0.618	1.5406
1.000	1.5354
1.618	1.5269
2.618	1.5132
4.250	1.4909

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	1.5560	1.5560
PP	1.5537	1.5537
S1	1.5514	1.5514

Download as Excel Spreadsheet

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

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