CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	1.5632	1.5501	-0.0131	-0.8%	1.5665
High	1.5691	1.5501	-0.0190	-1.2%	1.5691
Low	1.5451	1.5375	-0.0076	-0.5%	1.5571
Close	1.5451	1.5409	-0.0042	-0.3%	1.5682
Range	0.0240	0.0126	-0.0114	-47.5%	0.0120
ATR	0.0086	0.0089	0.0003	3.3%	0.0000
Volume	4	2	-2	-50.0%	5

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5806	1.5734	1.5478
R3	1.5680	1.5608	1.5444
R2	1.5554	1.5554	1.5432
R1	1.5482	1.5482	1.5421	1.5455
PP	1.5428	1.5428	1.5428	1.5415
S1	1.5356	1.5356	1.5397	1.5329
S2	1.5302	1.5302	1.5386
S3	1.5176	1.5230	1.5374
S4	1.5050	1.5104	1.5340

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	1.5375	0.0414	2.7%	0.0126	0.8%	8%	False	True	1
10	1.5789	1.5375	0.0414	2.7%	0.0089	0.6%	8%	False	True	1
20	1.5789	1.5375	0.0414	2.7%	0.0079	0.5%	8%	False	True
40	1.5789	1.5331	0.0458	3.0%	0.0060	0.4%	17%	False	False

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

Fibonacci Retracements and Extensions
4.250	1.6037
2.618	1.5831
1.618	1.5705
1.000	1.5627
0.618	1.5579
HIGH	1.5501
0.618	1.5453
0.500	1.5438
0.382	1.5423
LOW	1.5375
0.618	1.5297
1.000	1.5249
1.618	1.5171
2.618	1.5045
4.250	1.4840

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	1.5438	1.5582
PP	1.5428	1.5524
S1	1.5419	1.5467

Download as Excel Spreadsheet

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

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