CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	1.5050	1.5110	0.0060	0.4%	1.5448
High	1.5124	1.5142	0.0018	0.1%	1.5494
Low	1.5038	1.5088	0.0050	0.3%	1.5023
Close	1.5109	1.5103	-0.0006	0.0%	1.5036
Range	0.0086	0.0054	-0.0032	-37.2%	0.0471
ATR	0.0114	0.0110	-0.0004	-3.8%	0.0000
Volume	82,223	49,805	-32,418	-39.4%	478,470

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5273	1.5242	1.5133
R3	1.5219	1.5188	1.5118
R2	1.5165	1.5165	1.5113
R1	1.5134	1.5134	1.5108	1.5123
PP	1.5111	1.5111	1.5111	1.5105
S1	1.5080	1.5080	1.5098	1.5069
S2	1.5057	1.5057	1.5093
S3	1.5003	1.5026	1.5088
S4	1.4949	1.4972	1.5073

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	1.5441	1.5023	0.0418	2.8%	0.0123	0.8%	19%	False	False	95,576
10	1.5494	1.5023	0.0471	3.1%	0.0113	0.8%	17%	False	False	86,195
20	1.5514	1.5023	0.0491	3.3%	0.0108	0.7%	16%	False	False	78,750
40	1.5650	1.5023	0.0627	4.2%	0.0112	0.7%	13%	False	False	79,377
60	1.5805	1.5023	0.0782	5.2%	0.0114	0.8%	10%	False	False	59,675
80	1.5805	1.5023	0.0782	5.2%	0.0107	0.7%	10%	False	False	44,780
100	1.5890	1.5023	0.0867	5.7%	0.0105	0.7%	9%	False	False	35,833
120	1.5892	1.5023	0.0869	5.8%	0.0101	0.7%	9%	False	False	29,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.5372
2.618	1.5283
1.618	1.5229
1.000	1.5196
0.618	1.5175
HIGH	1.5142
0.618	1.5121
0.500	1.5115
0.382	1.5109
LOW	1.5088
0.618	1.5055
1.000	1.5034
1.618	1.5001
2.618	1.4947
4.250	1.4859

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	1.5115	1.5119
PP	1.5111	1.5113
S1	1.5107	1.5108

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

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