CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	1.5649	1.5665	0.0016	0.1%	1.5589
High	1.5649	1.5665	0.0016	0.1%	1.5649
Low	1.5599	1.5571	-0.0028	-0.2%	1.5466
Close	1.5638	1.5571	-0.0067	-0.4%	1.5638
Range	0.0050	0.0094	0.0044	88.0%	0.0183
ATR	0.0067	0.0069	0.0002	2.9%	0.0000
Volume	2	2	0	0.0%	6

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5884	1.5822	1.5623
R3	1.5790	1.5728	1.5597
R2	1.5696	1.5696	1.5588
R1	1.5634	1.5634	1.5580	1.5618
PP	1.5602	1.5602	1.5602	1.5595
S1	1.5540	1.5540	1.5562	1.5524
S2	1.5508	1.5508	1.5554
S3	1.5414	1.5446	1.5545
S4	1.5320	1.5352	1.5519

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6133	1.6069	1.5739
R3	1.5950	1.5886	1.5688
R2	1.5767	1.5767	1.5672
R1	1.5703	1.5703	1.5655	1.5735
PP	1.5584	1.5584	1.5584	1.5601
S1	1.5520	1.5520	1.5621	1.5552
S2	1.5401	1.5401	1.5604
S3	1.5218	1.5337	1.5588
S4	1.5035	1.5154	1.5537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5665	1.5543	0.0122	0.8%	0.0052	0.3%	23%	True	False	1
10	1.5665	1.5431	0.0234	1.5%	0.0071	0.5%	60%	True	False
20	1.5665	1.5431	0.0234	1.5%	0.0056	0.4%	60%	True	False
40	1.5805	1.5331	0.0474	3.0%	0.0041	0.3%	51%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6065
2.618	1.5911
1.618	1.5817
1.000	1.5759
0.618	1.5723
HIGH	1.5665
0.618	1.5629
0.500	1.5618
0.382	1.5607
LOW	1.5571
0.618	1.5513
1.000	1.5477
1.618	1.5419
2.618	1.5325
4.250	1.5172

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	1.5618	1.5618
PP	1.5602	1.5602
S1	1.5587	1.5587

Download as Excel Spreadsheet

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

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