CME British Pound Future December 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	1.3455	1.3363	-0.0092	-0.7%	1.3150
High	1.3455	1.3399	-0.0056	-0.4%	1.3379
Low	1.3345	1.3306	-0.0039	-0.3%	1.3090
Close	1.3361	1.3324	-0.0037	-0.3%	1.3322
Range	0.0110	0.0093	-0.0017	-15.5%	0.0289
ATR	0.0129	0.0126	-0.0003	-2.0%	0.0000
Volume	9,049	15,162	6,113	67.6%	8,783

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3622	1.3566	1.3375
R3	1.3529	1.3473	1.3350
R2	1.3436	1.3436	1.3341
R1	1.3380	1.3380	1.3333	1.3362
PP	1.3343	1.3343	1.3343	1.3334
S1	1.3287	1.3287	1.3315	1.3269
S2	1.3250	1.3250	1.3307
S3	1.3157	1.3194	1.3298
S4	1.3064	1.3101	1.3273

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4131	1.4015	1.3481
R3	1.3842	1.3726	1.3401
R2	1.3553	1.3553	1.3375
R1	1.3437	1.3437	1.3348	1.3495
PP	1.3264	1.3264	1.3264	1.3293
S1	1.3148	1.3148	1.3296	1.3206
S2	1.2975	1.2975	1.3269
S3	1.2686	1.2859	1.3243
S4	1.2397	1.2570	1.3163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3471	1.3159	0.0312	2.3%	0.0128	1.0%	53%	False	False	8,144
10	1.3471	1.3090	0.0381	2.9%	0.0112	0.8%	61%	False	False	4,712
20	1.3471	1.2896	0.0575	4.3%	0.0115	0.9%	74%	False	False	2,987
40	1.3501	1.2896	0.0605	4.5%	0.0136	1.0%	71%	False	False	1,661
60	1.5000	1.2843	0.2157	16.2%	0.0181	1.4%	22%	False	False	1,210
80	1.5000	1.2843	0.2157	16.2%	0.0151	1.1%	22%	False	False	920
100	1.5000	1.2843	0.2157	16.2%	0.0127	0.9%	22%	False	False	737
120	1.5000	1.2843	0.2157	16.2%	0.0109	0.8%	22%	False	False	619

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3794
2.618	1.3642
1.618	1.3549
1.000	1.3492
0.618	1.3456
HIGH	1.3399
0.618	1.3363
0.500	1.3353
0.382	1.3342
LOW	1.3306
0.618	1.3249
1.000	1.3213
1.618	1.3156
2.618	1.3063
4.250	1.2911

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	1.3353	1.3389
PP	1.3343	1.3367
S1	1.3334	1.3346

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

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