CME British Pound Future June 2016

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

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	1.5085	1.5188	0.0103	0.7%	1.5033
High	1.5170	1.5188	0.0018	0.1%	1.5155
Low	1.5085	1.5159	0.0074	0.5%	1.4933
Close	1.5168	1.5159	-0.0009	-0.1%	1.5105
Range	0.0085	0.0029	-0.0056	-65.9%	0.0222
ATR	0.0088	0.0084	-0.0004	-4.8%	0.0000
Volume	2	52	50	2,500.0%	71

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5256	1.5236	1.5175
R3	1.5227	1.5207	1.5167
R2	1.5198	1.5198	1.5164
R1	1.5178	1.5178	1.5162	1.5174
PP	1.5169	1.5169	1.5169	1.5166
S1	1.5149	1.5149	1.5156	1.5145
S2	1.5140	1.5140	1.5154
S3	1.5111	1.5120	1.5151
S4	1.5082	1.5091	1.5143

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	1.5188	1.4988	0.0200	1.3%	0.0032	0.2%	86%	True	False	20
10	1.5188	1.4933	0.0255	1.7%	0.0055	0.4%	89%	True	False	16
20	1.5326	1.4933	0.0393	2.6%	0.0051	0.3%	58%	False	False	13

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	True
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5311
2.618	1.5264
1.618	1.5235
1.000	1.5217
0.618	1.5206
HIGH	1.5188
0.618	1.5177
0.500	1.5174
0.382	1.5170
LOW	1.5159
0.618	1.5141
1.000	1.5130
1.618	1.5112
2.618	1.5083
4.250	1.5036

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	1.5174	1.5135
PP	1.5169	1.5112
S1	1.5164	1.5088

Download as Excel Spreadsheet

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

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