CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	1.4909	1.4903	-0.0006	0.0%	1.5172
High	1.4918	1.4913	-0.0005	0.0%	1.5173
Low	1.4891	1.4820	-0.0071	-0.5%	1.4881
Close	1.4895	1.4823	-0.0072	-0.5%	1.4921
Range	0.0027	0.0093	0.0066	244.4%	0.0292
ATR	0.0087	0.0088	0.0000	0.5%	0.0000
Volume	103	25	-78	-75.7%	289

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5131	1.5070	1.4874
R3	1.5038	1.4977	1.4849
R2	1.4945	1.4945	1.4840
R1	1.4884	1.4884	1.4832	1.4868
PP	1.4852	1.4852	1.4852	1.4844
S1	1.4791	1.4791	1.4814	1.4775
S2	1.4759	1.4759	1.4806
S3	1.4666	1.4698	1.4797
S4	1.4573	1.4605	1.4772

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5868	1.5686	1.5082
R3	1.5576	1.5394	1.5001
R2	1.5284	1.5284	1.4975
R1	1.5102	1.5102	1.4948	1.5047
PP	1.4992	1.4992	1.4992	1.4964
S1	1.4810	1.4810	1.4894	1.4755
S2	1.4700	1.4700	1.4867
S3	1.4408	1.4518	1.4841
S4	1.4116	1.4226	1.4760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5071	1.4820	0.0251	1.7%	0.0068	0.5%	1%	False	True	62
10	1.5233	1.4820	0.0413	2.8%	0.0070	0.5%	1%	False	True	51
20	1.5233	1.4820	0.0413	2.8%	0.0061	0.4%	1%	False	True	31

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5308
2.618	1.5156
1.618	1.5063
1.000	1.5006
0.618	1.4970
HIGH	1.4913
0.618	1.4877
0.500	1.4867
0.382	1.4856
LOW	1.4820
0.618	1.4763
1.000	1.4727
1.618	1.4670
2.618	1.4577
4.250	1.4425

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	1.4867	1.4887
PP	1.4852	1.4866
S1	1.4838	1.4844

Download as Excel Spreadsheet

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

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