CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	1.5594	1.5581	-0.0013	-0.1%	1.5546
High	1.5650	1.5581	-0.0069	-0.4%	1.5628
Low	1.5594	1.5563	-0.0031	-0.2%	1.5472
Close	1.5594	1.5581	-0.0013	-0.1%	1.5489
Range	0.0056	0.0018	-0.0038	-67.9%	0.0156
ATR	0.0067	0.0065	-0.0003	-3.9%	0.0000
Volume

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5629	1.5623	1.5591
R3	1.5611	1.5605	1.5586
R2	1.5593	1.5593	1.5584
R1	1.5587	1.5587	1.5583	1.5590
PP	1.5575	1.5575	1.5575	1.5577
S1	1.5569	1.5569	1.5579	1.5572
S2	1.5557	1.5557	1.5578
S3	1.5539	1.5551	1.5576
S4	1.5521	1.5533	1.5571

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5998	1.5899	1.5575
R3	1.5842	1.5743	1.5532
R2	1.5686	1.5686	1.5518
R1	1.5587	1.5587	1.5503	1.5559
PP	1.5530	1.5530	1.5530	1.5515
S1	1.5431	1.5431	1.5475	1.5403
S2	1.5374	1.5374	1.5460
S3	1.5218	1.5275	1.5446
S4	1.5062	1.5119	1.5403

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5650	1.5472	0.0178	1.1%	0.0024	0.2%	61%	False	False
10	1.5650	1.5472	0.0178	1.1%	0.0038	0.2%	61%	False	False
20	1.5650	1.5331	0.0319	2.0%	0.0040	0.3%	78%	False	False

Crabel Price Patterns
NR	True
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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5658
2.618	1.5628
1.618	1.5610
1.000	1.5599
0.618	1.5592
HIGH	1.5581
0.618	1.5574
0.500	1.5572
0.382	1.5570
LOW	1.5563
0.618	1.5552
1.000	1.5545
1.618	1.5534
2.618	1.5516
4.250	1.5487

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	1.5578	1.5607
PP	1.5575	1.5598
S1	1.5572	1.5590

Download as Excel Spreadsheet

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

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