CME British Pound Future September 2016

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

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	1.4929	1.4905	-0.0024	-0.2%	1.5152
High	1.4929	1.4905	-0.0024	-0.2%	1.5152
Low	1.4929	1.4905	-0.0024	-0.2%	1.4902
Close	1.4929	1.4905	-0.0024	-0.2%	1.4929
Range
ATR	0.0080	0.0076	-0.0004	-5.0%	0.0000
Volume

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.4905	1.4905	1.4905
R3	1.4905	1.4905	1.4905
R2	1.4905	1.4905	1.4905
R1	1.4905	1.4905	1.4905	1.4905
PP	1.4905	1.4905	1.4905	1.4905
S1	1.4905	1.4905	1.4905	1.4905
S2	1.4905	1.4905	1.4905
S3	1.4905	1.4905	1.4905
S4	1.4905	1.4905	1.4905

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5744	1.5587	1.5067
R3	1.5494	1.5337	1.4998
R2	1.5244	1.5244	1.4975
R1	1.5087	1.5087	1.4952	1.5041
PP	1.4994	1.4994	1.4994	1.4971
S1	1.4837	1.4837	1.4906	1.4791
S2	1.4744	1.4744	1.4883
S3	1.4494	1.4587	1.4860
S4	1.4244	1.4337	1.4792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5078	1.4902	0.0176	1.2%	0.0011	0.1%	2%	False	False	3
10	1.5239	1.4902	0.0337	2.3%	0.0008	0.1%	1%	False	False	1

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.4905
2.618	1.4905
1.618	1.4905
1.000	1.4905
0.618	1.4905
HIGH	1.4905
0.618	1.4905
0.500	1.4905
0.382	1.4905
LOW	1.4905
0.618	1.4905
1.000	1.4905
1.618	1.4905
2.618	1.4905
4.250	1.4905

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	1.4905	1.4918
PP	1.4905	1.4913
S1	1.4905	1.4909

Download as Excel Spreadsheet

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

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