CME British Pound Future December 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	1.3330	1.3056	-0.0274	-2.1%	1.3490
High	1.3366	1.3056	-0.0310	-2.3%	1.3548
Low	1.3030	1.2843	-0.0187	-1.4%	1.3148
Close	1.3054	1.2952	-0.0102	-0.8%	1.3308
Range	0.0336	0.0213	-0.0123	-36.6%	0.0400
ATR	0.0260	0.0257	-0.0003	-1.3%	0.0000
Volume	816	417	-399	-48.9%	1,769

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3589	1.3484	1.3069
R3	1.3376	1.3271	1.3011
R2	1.3163	1.3163	1.2991
R1	1.3058	1.3058	1.2972	1.3004
PP	1.2950	1.2950	1.2950	1.2924
S1	1.2845	1.2845	1.2932	1.2791
S2	1.2737	1.2737	1.2913
S3	1.2524	1.2632	1.2893
S4	1.2311	1.2419	1.2835

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4535	1.4321	1.3528
R3	1.4135	1.3921	1.3418
R2	1.3735	1.3735	1.3381
R1	1.3521	1.3521	1.3345	1.3428
PP	1.3335	1.3335	1.3335	1.3288
S1	1.3121	1.3121	1.3271	1.3028
S2	1.2935	1.2935	1.3235
S3	1.2535	1.2721	1.3198
S4	1.2135	1.2321	1.3088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3548	1.2843	0.0705	5.4%	0.0231	1.8%	15%	False	True	445
10	1.5000	1.2843	0.2157	16.7%	0.0376	2.9%	5%	False	True	430
20	1.5000	1.2843	0.2157	16.7%	0.0258	2.0%	5%	False	True	256
40	1.5000	1.2843	0.2157	16.7%	0.0144	1.1%	5%	False	True	146
60	1.5000	1.2843	0.2157	16.7%	0.0110	0.9%	5%	False	True	102
80	1.5000	1.2843	0.2157	16.7%	0.0087	0.7%	5%	False	True	82

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	0.0039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3961
2.618	1.3614
1.618	1.3401
1.000	1.3269
0.618	1.3188
HIGH	1.3056
0.618	1.2975
0.500	1.2950
0.382	1.2924
LOW	1.2843
0.618	1.2711
1.000	1.2630
1.618	1.2498
2.618	1.2285
4.250	1.1938

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	1.2951	1.3106
PP	1.2950	1.3055
S1	1.2950	1.3003

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

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