CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	1.4941	1.5132	0.0191	1.3%	1.5033
High	1.5155	1.5135	-0.0020	-0.1%	1.5155
Low	1.4941	1.5105	0.0164	1.1%	1.4933
Close	1.5155	1.5105	-0.0050	-0.3%	1.5105
Range	0.0214	0.0030	-0.0184	-86.0%	0.0222
ATR	0.0088	0.0085	-0.0003	-3.1%	0.0000
Volume	39	9	-30	-76.9%	71

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5205	1.5185	1.5122
R3	1.5175	1.5155	1.5113
R2	1.5145	1.5145	1.5111
R1	1.5125	1.5125	1.5108	1.5120
PP	1.5115	1.5115	1.5115	1.5113
S1	1.5095	1.5095	1.5102	1.5090
S2	1.5085	1.5085	1.5100
S3	1.5055	1.5065	1.5097
S4	1.5025	1.5035	1.5089

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5730	1.5640	1.5227
R3	1.5508	1.5418	1.5166
R2	1.5286	1.5286	1.5146
R1	1.5196	1.5196	1.5125	1.5241
PP	1.5064	1.5064	1.5064	1.5087
S1	1.4974	1.4974	1.5085	1.5019
S2	1.4842	1.4842	1.5064
S3	1.4620	1.4752	1.5044
S4	1.4398	1.4530	1.4983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5155	1.4933	0.0222	1.5%	0.0084	0.6%	77%	False	False	14
10	1.5235	1.4933	0.0302	2.0%	0.0059	0.4%	57%	False	False	8
20	1.5326	1.4933	0.0393	2.6%	0.0060	0.4%	44%	False	False	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5263
2.618	1.5214
1.618	1.5184
1.000	1.5165
0.618	1.5154
HIGH	1.5135
0.618	1.5124
0.500	1.5120
0.382	1.5116
LOW	1.5105
0.618	1.5086
1.000	1.5075
1.618	1.5056
2.618	1.5026
4.250	1.4978

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	1.5120	1.5085
PP	1.5115	1.5064
S1	1.5110	1.5044

Download as Excel Spreadsheet

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

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