CME British Pound Future December 2015

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

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	1.5478	1.5462	-0.0016	-0.1%	1.5312
High	1.5504	1.5482	-0.0022	-0.1%	1.5504
Low	1.5410	1.5425	0.0015	0.1%	1.5194
Close	1.5487	1.5453	-0.0034	-0.2%	1.5453
Range	0.0094	0.0057	-0.0037	-39.4%	0.0310
ATR	0.0120	0.0116	-0.0004	-3.4%	0.0000
Volume	91,259	53,752	-37,507	-41.1%	411,706

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5624	1.5596	1.5484
R3	1.5567	1.5539	1.5469
R2	1.5510	1.5510	1.5463
R1	1.5482	1.5482	1.5458	1.5468
PP	1.5453	1.5453	1.5453	1.5446
S1	1.5425	1.5425	1.5448	1.5411
S2	1.5396	1.5396	1.5443
S3	1.5339	1.5368	1.5437
S4	1.5282	1.5311	1.5422

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6314	1.6193	1.5624
R3	1.6004	1.5883	1.5538
R2	1.5694	1.5694	1.5510
R1	1.5573	1.5573	1.5481	1.5634
PP	1.5384	1.5384	1.5384	1.5414
S1	1.5263	1.5263	1.5425	1.5324
S2	1.5074	1.5074	1.5396
S3	1.4764	1.4953	1.5368
S4	1.4454	1.4643	1.5283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5504	1.5194	0.0310	2.0%	0.0129	0.8%	84%	False	False	82,341
10	1.5504	1.5130	0.0374	2.4%	0.0117	0.8%	86%	False	False	79,399
20	1.5561	1.5100	0.0461	3.0%	0.0113	0.7%	77%	False	False	78,803
40	1.5805	1.5100	0.0705	4.6%	0.0120	0.8%	50%	False	False	56,804
60	1.5805	1.5100	0.0705	4.6%	0.0109	0.7%	50%	False	False	37,917
80	1.5805	1.5100	0.0705	4.6%	0.0105	0.7%	50%	False	False	28,449
100	1.5892	1.5100	0.0792	5.1%	0.0103	0.7%	45%	False	False	22,762
120	1.5892	1.5100	0.0792	5.1%	0.0093	0.6%	45%	False	False	18,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.5724
2.618	1.5631
1.618	1.5574
1.000	1.5539
0.618	1.5517
HIGH	1.5482
0.618	1.5460
0.500	1.5454
0.382	1.5447
LOW	1.5425
0.618	1.5390
1.000	1.5368
1.618	1.5333
2.618	1.5276
4.250	1.5183

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	1.5454	1.5427
PP	1.5453	1.5400
S1	1.5453	1.5374

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

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