CME British Pound Future December 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	1.4456	1.4416	-0.0040	-0.3%	1.4685
High	1.4456	1.4431	-0.0025	-0.2%	1.4728
Low	1.4439	1.4416	-0.0023	-0.2%	1.4439
Close	1.4439	1.4431	-0.0008	-0.1%	1.4439
Range	0.0017	0.0015	-0.0002	-11.8%	0.0289
ATR	0.0075	0.0071	-0.0004	-4.9%	0.0000
Volume	2	1	-1	-50.0%	15

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4471	1.4466	1.4439
R3	1.4456	1.4451	1.4435
R2	1.4441	1.4441	1.4434
R1	1.4436	1.4436	1.4432	1.4439
PP	1.4426	1.4426	1.4426	1.4427
S1	1.4421	1.4421	1.4430	1.4424
S2	1.4411	1.4411	1.4428
S3	1.4396	1.4406	1.4427
S4	1.4381	1.4391	1.4423

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5402	1.5210	1.4598
R3	1.5113	1.4921	1.4518
R2	1.4824	1.4824	1.4492
R1	1.4632	1.4632	1.4465	1.4584
PP	1.4535	1.4535	1.4535	1.4511
S1	1.4343	1.4343	1.4413	1.4295
S2	1.4246	1.4246	1.4386
S3	1.3957	1.4054	1.4360
S4	1.3668	1.3765	1.4280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4728	1.4416	0.0312	2.2%	0.0049	0.3%	5%	False	True	3
10	1.4728	1.4416	0.0312	2.2%	0.0036	0.3%	5%	False	True	5
20	1.4728	1.4158	0.0570	3.9%	0.0042	0.3%	48%	False	False	15
40	1.4728	1.4085	0.0643	4.5%	0.0030	0.2%	54%	False	False	19

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4495
2.618	1.4470
1.618	1.4455
1.000	1.4446
0.618	1.4440
HIGH	1.4431
0.618	1.4425
0.500	1.4424
0.382	1.4422
LOW	1.4416
0.618	1.4407
1.000	1.4401
1.618	1.4392
2.618	1.4377
4.250	1.4352

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	1.4429	1.4456
PP	1.4426	1.4448
S1	1.4424	1.4439

Download as Excel Spreadsheet

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

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