CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	1.5065	1.5002	-0.0063	-0.4%	1.5033
High	1.5065	1.5005	-0.0060	-0.4%	1.5155
Low	1.5065	1.4988	-0.0077	-0.5%	1.4933
Close	1.5065	1.4999	-0.0066	-0.4%	1.5105
Range	0.0000	0.0017	0.0017		0.0222
ATR	0.0082	0.0082	0.0000	-0.4%	0.0000
Volume	24	14	-10	-41.7%	71

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5048	1.5041	1.5008
R3	1.5031	1.5024	1.5004
R2	1.5014	1.5014	1.5002
R1	1.5007	1.5007	1.5001	1.5002
PP	1.4997	1.4997	1.4997	1.4995
S1	1.4990	1.4990	1.4997	1.4985
S2	1.4980	1.4980	1.4996
S3	1.4963	1.4973	1.4994
S4	1.4946	1.4956	1.4990

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%	0.0079	0.5%	30%	False	False	21
10	1.5155	1.4933	0.0222	1.5%	0.0053	0.4%	30%	False	False	11
20	1.5326	1.4933	0.0393	2.6%	0.0051	0.3%	17%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5077
2.618	1.5050
1.618	1.5033
1.000	1.5022
0.618	1.5016
HIGH	1.5005
0.618	1.4999
0.500	1.4997
0.382	1.4994
LOW	1.4988
0.618	1.4977
1.000	1.4971
1.618	1.4960
2.618	1.4943
4.250	1.4916

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	1.4998	1.5062
PP	1.4997	1.5041
S1	1.4997	1.5020

Download as Excel Spreadsheet

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

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