CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	1.5053	1.5054	0.0001	0.0%	1.5071
High	1.5053	1.5078	0.0025	0.2%	1.5239
Low	1.5053	1.5054	0.0001	0.0%	1.5006
Close	1.5053	1.5078	0.0025	0.2%	1.5239
Range	0.0000	0.0024	0.0024		0.0233
ATR
Volume	0	7	7		2

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5142	1.5134	1.5091
R3	1.5118	1.5110	1.5085
R2	1.5094	1.5094	1.5082
R1	1.5086	1.5086	1.5080	1.5090
PP	1.5070	1.5070	1.5070	1.5072
S1	1.5062	1.5062	1.5076	1.5066
S2	1.5046	1.5046	1.5074
S3	1.5022	1.5038	1.5071
S4	1.4998	1.5014	1.5065

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5860	1.5783	1.5367
R3	1.5627	1.5550	1.5303
R2	1.5394	1.5394	1.5282
R1	1.5317	1.5317	1.5260	1.5356
PP	1.5161	1.5161	1.5161	1.5181
S1	1.5084	1.5084	1.5218	1.5123
S2	1.4928	1.4928	1.5196
S3	1.4695	1.4851	1.5175
S4	1.4462	1.4618	1.5111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5239	1.5053	0.0186	1.2%	0.0009	0.1%	13%	False	False	1
10	1.5239	1.5006	0.0233	1.5%	0.0005	0.0%	31%	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	0.0000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.5180
2.618	1.5141
1.618	1.5117
1.000	1.5102
0.618	1.5093
HIGH	1.5078
0.618	1.5069
0.500	1.5066
0.382	1.5063
LOW	1.5054
0.618	1.5039
1.000	1.5030
1.618	1.5015
2.618	1.4991
4.250	1.4952

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	1.5074	1.5103
PP	1.5070	1.5094
S1	1.5066	1.5086

Download as Excel Spreadsheet

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

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