CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	1.4294	1.4151	-0.0143	-1.0%	1.4502
High	1.4305	1.4157	-0.0148	-1.0%	1.4535
Low	1.4059	1.4007	-0.0052	-0.4%	1.4233
Close	1.4153	1.4018	-0.0135	-1.0%	1.4361
Range	0.0246	0.0150	-0.0096	-39.0%	0.0302
ATR	0.0167	0.0165	-0.0001	-0.7%	0.0000
Volume	116,106	94,868	-21,238	-18.3%	395,128

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4511	1.4414	1.4101
R3	1.4361	1.4264	1.4059
R2	1.4211	1.4211	1.4046
R1	1.4114	1.4114	1.4032	1.4088
PP	1.4061	1.4061	1.4061	1.4047
S1	1.3964	1.3964	1.4004	1.3938
S2	1.3911	1.3911	1.3991
S3	1.3761	1.3814	1.3977
S4	1.3611	1.3664	1.3936

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5282	1.5124	1.4527
R3	1.4980	1.4822	1.4444
R2	1.4678	1.4678	1.4416
R1	1.4520	1.4520	1.4389	1.4448
PP	1.4376	1.4376	1.4376	1.4341
S1	1.4218	1.4218	1.4333	1.4146
S2	1.4074	1.4074	1.4306
S3	1.3772	1.3916	1.4278
S4	1.3470	1.3614	1.4195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4415	1.4007	0.0408	2.9%	0.0162	1.2%	3%	False	True	94,885
10	1.4579	1.4007	0.0572	4.1%	0.0166	1.2%	2%	False	True	98,133
20	1.4674	1.4007	0.0667	4.8%	0.0175	1.2%	2%	False	True	103,155
40	1.4949	1.4007	0.0942	6.7%	0.0147	1.1%	1%	False	True	93,687
60	1.5242	1.4007	0.1235	8.8%	0.0136	1.0%	1%	False	True	77,668
80	1.5488	1.4007	0.1481	10.6%	0.0125	0.9%	1%	False	True	58,349
100	1.5496	1.4007	0.1489	10.6%	0.0120	0.9%	1%	False	True	46,684
120	1.5640	1.4007	0.1633	11.6%	0.0114	0.8%	1%	False	True	38,908

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	0.0035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4795
2.618	1.4550
1.618	1.4400
1.000	1.4307
0.618	1.4250
HIGH	1.4157
0.618	1.4100
0.500	1.4082
0.382	1.4064
LOW	1.4007
0.618	1.3914
1.000	1.3857
1.618	1.3764
2.618	1.3614
4.250	1.3370

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	1.4082	1.4211
PP	1.4061	1.4147
S1	1.4039	1.4082

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

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