CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	1.5122	1.5035	-0.0087	-0.6%	1.5191
High	1.5131	1.5065	-0.0066	-0.4%	1.5191
Low	1.5032	1.5000	-0.0032	-0.2%	1.5032
Close	1.5052	1.5062	0.0010	0.1%	1.5052
Range	0.0099	0.0065	-0.0034	-34.3%	0.0159
ATR	0.0093	0.0091	-0.0002	-2.2%	0.0000
Volume	1,820	2,259	439	24.1%	3,030

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5237	1.5215	1.5098
R3	1.5172	1.5150	1.5080
R2	1.5107	1.5107	1.5074
R1	1.5085	1.5085	1.5068	1.5096
PP	1.5042	1.5042	1.5042	1.5048
S1	1.5020	1.5020	1.5056	1.5031
S2	1.4977	1.4977	1.5050
S3	1.4912	1.4955	1.5044
S4	1.4847	1.4890	1.5026

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5569	1.5469	1.5139
R3	1.5410	1.5310	1.5096
R2	1.5251	1.5251	1.5081
R1	1.5151	1.5151	1.5067	1.5122
PP	1.5092	1.5092	1.5092	1.5077
S1	1.4992	1.4992	1.5037	1.4963
S2	1.4933	1.4933	1.5023
S3	1.4774	1.4833	1.5008
S4	1.4615	1.4674	1.4965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5191	1.5000	0.0191	1.3%	0.0082	0.5%	32%	False	True	1,057
10	1.5337	1.5000	0.0337	2.2%	0.0080	0.5%	18%	False	True	725
20	1.5488	1.5000	0.0488	3.2%	0.0089	0.6%	13%	False	True	602
40	1.5496	1.5000	0.0496	3.3%	0.0095	0.6%	13%	False	True	320
60	1.5640	1.5000	0.0640	4.2%	0.0094	0.6%	10%	False	True	222
80	1.5789	1.5000	0.0789	5.2%	0.0090	0.6%	8%	False	True	168
100	1.5789	1.5000	0.0789	5.2%	0.0083	0.6%	8%	False	True	134
120	1.5855	1.5000	0.0855	5.7%	0.0070	0.5%	7%	False	True	112

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	0.0019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.5341
2.618	1.5235
1.618	1.5170
1.000	1.5130
0.618	1.5105
HIGH	1.5065
0.618	1.5040
0.500	1.5033
0.382	1.5025
LOW	1.5000
0.618	1.4960
1.000	1.4935
1.618	1.4895
2.618	1.4830
4.250	1.4724

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	1.5052	1.5069
PP	1.5042	1.5066
S1	1.5033	1.5064

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

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