CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	1.5686	1.5632	-0.0054	-0.3%	1.5665
High	1.5789	1.5691	-0.0098	-0.6%	1.5691
Low	1.5668	1.5451	-0.0217	-1.4%	1.5571
Close	1.5668	1.5451	-0.0217	-1.4%	1.5682
Range	0.0121	0.0240	0.0119	98.3%	0.0120
ATR	0.0074	0.0086	0.0012	16.0%	0.0000
Volume	1	4	3	300.0%	5

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6251	1.6091	1.5583
R3	1.6011	1.5851	1.5517
R2	1.5771	1.5771	1.5495
R1	1.5611	1.5611	1.5473	1.5571
PP	1.5531	1.5531	1.5531	1.5511
S1	1.5371	1.5371	1.5429	1.5331
S2	1.5291	1.5291	1.5407
S3	1.5051	1.5131	1.5385
S4	1.4811	1.4891	1.5319

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	1.5789	1.5451	0.0338	2.2%	0.0112	0.7%	0%	False	True	1
10	1.5789	1.5451	0.0338	2.2%	0.0080	0.5%	0%	False	True	1
20	1.5789	1.5431	0.0358	2.3%	0.0073	0.5%	6%	False	False
40	1.5789	1.5331	0.0458	3.0%	0.0057	0.4%	26%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1.6711
2.618	1.6319
1.618	1.6079
1.000	1.5931
0.618	1.5839
HIGH	1.5691
0.618	1.5599
0.500	1.5571
0.382	1.5543
LOW	1.5451
0.618	1.5303
1.000	1.5211
1.618	1.5063
2.618	1.4823
4.250	1.4431

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	1.5571	1.5620
PP	1.5531	1.5564
S1	1.5491	1.5507

Download as Excel Spreadsheet

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

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