CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	1.5549	1.5598	0.0049	0.3%	1.5562
High	1.5549	1.5624	0.0075	0.5%	1.5615
Low	1.5545	1.5543	-0.0002	0.0%	1.5431
Close	1.5545	1.5598	0.0053	0.3%	1.5480
Range	0.0004	0.0081	0.0077	1,925.0%	0.0184
ATR	0.0070	0.0071	0.0001	1.1%	0.0000
Volume	3	0	-3	-100.0%	0

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5831	1.5796	1.5643
R3	1.5750	1.5715	1.5620
R2	1.5669	1.5669	1.5613
R1	1.5634	1.5634	1.5605	1.5639
PP	1.5588	1.5588	1.5588	1.5591
S1	1.5553	1.5553	1.5591	1.5558
S2	1.5507	1.5507	1.5583
S3	1.5426	1.5472	1.5576
S4	1.5345	1.5391	1.5553

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6061	1.5954	1.5581
R3	1.5877	1.5770	1.5531
R2	1.5693	1.5693	1.5514
R1	1.5586	1.5586	1.5497	1.5548
PP	1.5509	1.5509	1.5509	1.5489
S1	1.5402	1.5402	1.5463	1.5364
S2	1.5325	1.5325	1.5446
S3	1.5141	1.5218	1.5429
S4	1.4957	1.5034	1.5379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5624	1.5431	0.0193	1.2%	0.0080	0.5%	87%	True	False
10	1.5640	1.5431	0.0209	1.3%	0.0067	0.4%	80%	False	False
20	1.5650	1.5431	0.0219	1.4%	0.0054	0.3%	76%	False	False
40	1.5855	1.5331	0.0524	3.4%	0.0036	0.2%	51%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5968
2.618	1.5836
1.618	1.5755
1.000	1.5705
0.618	1.5674
HIGH	1.5624
0.618	1.5593
0.500	1.5584
0.382	1.5574
LOW	1.5543
0.618	1.5493
1.000	1.5462
1.618	1.5412
2.618	1.5331
4.250	1.5199

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	1.5593	1.5580
PP	1.5588	1.5563
S1	1.5584	1.5545

Download as Excel Spreadsheet

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

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