CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	1.5383	1.5205	-0.0178	-1.2%	1.5448
High	1.5397	1.5214	-0.0183	-1.2%	1.5494
Low	1.5200	1.5023	-0.0177	-1.2%	1.5023
Close	1.5205	1.5036	-0.0169	-1.1%	1.5036
Range	0.0197	0.0191	-0.0006	-3.0%	0.0471
ATR	0.0110	0.0116	0.0006	5.3%	0.0000
Volume	152,277	124,070	-28,207	-18.5%	478,470

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5664	1.5541	1.5141
R3	1.5473	1.5350	1.5089
R2	1.5282	1.5282	1.5071
R1	1.5159	1.5159	1.5054	1.5125
PP	1.5091	1.5091	1.5091	1.5074
S1	1.4968	1.4968	1.5018	1.4934
S2	1.4900	1.4900	1.5001
S3	1.4709	1.4777	1.4983
S4	1.4518	1.4586	1.4931

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6597	1.6288	1.5295
R3	1.6126	1.5817	1.5166
R2	1.5655	1.5655	1.5122
R1	1.5346	1.5346	1.5079	1.5265
PP	1.5184	1.5184	1.5184	1.5144
S1	1.4875	1.4875	1.4993	1.4794
S2	1.4713	1.4713	1.4950
S3	1.4242	1.4404	1.4906
S4	1.3771	1.3933	1.4777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5494	1.5023	0.0471	3.1%	0.0131	0.9%	3%	False	True	95,694
10	1.5494	1.5023	0.0471	3.1%	0.0115	0.8%	3%	False	True	84,725
20	1.5514	1.5023	0.0491	3.3%	0.0113	0.8%	3%	False	True	79,348
40	1.5650	1.5023	0.0627	4.2%	0.0114	0.8%	2%	False	True	78,935
60	1.5805	1.5023	0.0782	5.2%	0.0115	0.8%	2%	False	True	57,477
80	1.5805	1.5023	0.0782	5.2%	0.0107	0.7%	2%	False	True	43,130
100	1.5892	1.5023	0.0869	5.8%	0.0105	0.7%	1%	False	True	34,513
120	1.5892	1.5023	0.0869	5.8%	0.0100	0.7%	1%	False	True	28,762

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6026
2.618	1.5714
1.618	1.5523
1.000	1.5405
0.618	1.5332
HIGH	1.5214
0.618	1.5141
0.500	1.5119
0.382	1.5096
LOW	1.5023
0.618	1.4905
1.000	1.4832
1.618	1.4714
2.618	1.4523
4.250	1.4211

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	1.5119	1.5232
PP	1.5091	1.5167
S1	1.5064	1.5101

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

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