CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	1.5668	1.5674	0.0006	0.0%	1.5589
High	1.5681	1.5674	-0.0007	0.0%	1.5649
Low	1.5649	1.5642	-0.0007	0.0%	1.5466
Close	1.5649	1.5674	0.0025	0.2%	1.5638
Range	0.0032	0.0032	0.0000	0.0%	0.0183
ATR	0.0072	0.0069	-0.0003	-4.0%	0.0000
Volume	2	0	-2	-100.0%	6

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5759	1.5749	1.5692
R3	1.5727	1.5717	1.5683
R2	1.5695	1.5695	1.5680
R1	1.5685	1.5685	1.5677	1.5690
PP	1.5663	1.5663	1.5663	1.5666
S1	1.5653	1.5653	1.5671	1.5658
S2	1.5631	1.5631	1.5668
S3	1.5599	1.5621	1.5665
S4	1.5567	1.5589	1.5656

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	1.5681	1.5571	0.0110	0.7%	0.0048	0.3%	94%	False	False	1
10	1.5681	1.5431	0.0250	1.6%	0.0064	0.4%	97%	False	False	1
20	1.5681	1.5431	0.0250	1.6%	0.0057	0.4%	97%	False	False
40	1.5711	1.5331	0.0380	2.4%	0.0043	0.3%	90%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009

Fibonacci Retracements and Extensions
4.250	1.5810
2.618	1.5758
1.618	1.5726
1.000	1.5706
0.618	1.5694
HIGH	1.5674
0.618	1.5662
0.500	1.5658
0.382	1.5654
LOW	1.5642
0.618	1.5622
1.000	1.5610
1.618	1.5590
2.618	1.5558
4.250	1.5506

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	1.5669	1.5658
PP	1.5663	1.5642
S1	1.5658	1.5626

Download as Excel Spreadsheet

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

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