CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	1.5670	1.5682	0.0012	0.1%	1.5665
High	1.5670	1.5691	0.0021	0.1%	1.5691
Low	1.5613	1.5682	0.0069	0.4%	1.5571
Close	1.5661	1.5682	0.0021	0.1%	1.5682
Range	0.0057	0.0009	-0.0048	-84.2%	0.0120
ATR	0.0068	0.0066	-0.0003	-4.0%	0.0000
Volume	1	0	-1	-100.0%	5

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5712	1.5706	1.5687
R3	1.5703	1.5697	1.5684
R2	1.5694	1.5694	1.5684
R1	1.5688	1.5688	1.5683	1.5687
PP	1.5685	1.5685	1.5685	1.5684
S1	1.5679	1.5679	1.5681	1.5678
S2	1.5676	1.5676	1.5680
S3	1.5667	1.5670	1.5680
S4	1.5658	1.5661	1.5677

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6008	1.5965	1.5748
R3	1.5888	1.5845	1.5715
R2	1.5768	1.5768	1.5704
R1	1.5725	1.5725	1.5693	1.5747
PP	1.5648	1.5648	1.5648	1.5659
S1	1.5605	1.5605	1.5671	1.5627
S2	1.5528	1.5528	1.5660
S3	1.5408	1.5485	1.5649
S4	1.5288	1.5365	1.5616

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5691	1.5571	0.0120	0.8%	0.0045	0.3%	93%	True	False	1
10	1.5691	1.5466	0.0225	1.4%	0.0052	0.3%	96%	True	False	1
20	1.5691	1.5431	0.0260	1.7%	0.0053	0.3%	97%	True	False
40	1.5711	1.5331	0.0380	2.4%	0.0044	0.3%	92%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5729
2.618	1.5715
1.618	1.5706
1.000	1.5700
0.618	1.5697
HIGH	1.5691
0.618	1.5688
0.500	1.5687
0.382	1.5685
LOW	1.5682
0.618	1.5676
1.000	1.5673
1.618	1.5667
2.618	1.5658
4.250	1.5644

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	1.5687	1.5672
PP	1.5685	1.5662
S1	1.5684	1.5652

Download as Excel Spreadsheet

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

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