CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	1.5549	1.5579	0.0030	0.2%	1.5535
High	1.5593	1.5615	0.0022	0.1%	1.5650
Low	1.5549	1.5529	-0.0020	-0.1%	1.5535
Close	1.5549	1.5579	0.0030	0.2%	1.5595
Range	0.0044	0.0086	0.0042	95.5%	0.0115
ATR	0.0063	0.0064	0.0002	2.7%	0.0000
Volume

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5832	1.5792	1.5626
R3	1.5746	1.5706	1.5603
R2	1.5660	1.5660	1.5595
R1	1.5620	1.5620	1.5587	1.5622
PP	1.5574	1.5574	1.5574	1.5576
S1	1.5534	1.5534	1.5571	1.5536
S2	1.5488	1.5488	1.5563
S3	1.5402	1.5448	1.5555
S4	1.5316	1.5362	1.5532

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5938	1.5882	1.5658
R3	1.5823	1.5767	1.5627
R2	1.5708	1.5708	1.5616
R1	1.5652	1.5652	1.5606	1.5680
PP	1.5593	1.5593	1.5593	1.5608
S1	1.5537	1.5537	1.5584	1.5565
S2	1.5478	1.5478	1.5574
S3	1.5363	1.5422	1.5563
S4	1.5248	1.5307	1.5532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5640	1.5529	0.0111	0.7%	0.0054	0.3%	45%	False	True
10	1.5650	1.5472	0.0178	1.1%	0.0051	0.3%	60%	False	False
20	1.5650	1.5340	0.0310	2.0%	0.0049	0.3%	77%	False	False
40	1.5855	1.5331	0.0524	3.4%	0.0029	0.2%	47%	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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.5981
2.618	1.5840
1.618	1.5754
1.000	1.5701
0.618	1.5668
HIGH	1.5615
0.618	1.5582
0.500	1.5572
0.382	1.5562
LOW	1.5529
0.618	1.5476
1.000	1.5443
1.618	1.5390
2.618	1.5304
4.250	1.5164

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	1.5577	1.5577
PP	1.5574	1.5574
S1	1.5572	1.5572

Download as Excel Spreadsheet

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

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