CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	1.5150	1.5025	-0.0125	-0.8%	1.5065
High	1.5163	1.5071	-0.0092	-0.6%	1.5233
Low	1.5042	1.4995	-0.0047	-0.3%	1.4988
Close	1.5047	1.5071	0.0024	0.2%	1.5233
Range	0.0121	0.0076	-0.0045	-37.2%	0.0245
ATR	0.0087	0.0087	-0.0001	-0.9%	0.0000
Volume	78	50	-28	-35.9%	139

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5274	1.5248	1.5113
R3	1.5198	1.5172	1.5092
R2	1.5122	1.5122	1.5085
R1	1.5096	1.5096	1.5078	1.5109
PP	1.5046	1.5046	1.5046	1.5052
S1	1.5020	1.5020	1.5064	1.5033
S2	1.4970	1.4970	1.5057
S3	1.4894	1.4944	1.5050
S4	1.4818	1.4868	1.5029

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5886	1.5805	1.5368
R3	1.5641	1.5560	1.5300
R2	1.5396	1.5396	1.5278
R1	1.5315	1.5315	1.5255	1.5356
PP	1.5151	1.5151	1.5151	1.5172
S1	1.5070	1.5070	1.5211	1.5111
S2	1.4906	1.4906	1.5188
S3	1.4661	1.4825	1.5166
S4	1.4416	1.4580	1.5098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5233	1.4995	0.0238	1.6%	0.0070	0.5%	32%	False	True	50
10	1.5233	1.4941	0.0292	1.9%	0.0070	0.5%	45%	False	False	34
20	1.5326	1.4933	0.0393	2.6%	0.0058	0.4%	35%	False	False	20

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	True
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5394
2.618	1.5270
1.618	1.5194
1.000	1.5147
0.618	1.5118
HIGH	1.5071
0.618	1.5042
0.500	1.5033
0.382	1.5024
LOW	1.4995
0.618	1.4948
1.000	1.4919
1.618	1.4872
2.618	1.4796
4.250	1.4672

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	1.5058	1.5084
PP	1.5046	1.5080
S1	1.5033	1.5075

Download as Excel Spreadsheet

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

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