CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	1.4931	1.4901	-0.0030	-0.2%	1.4909
High	1.4939	1.4902	-0.0037	-0.2%	1.4950
Low	1.4887	1.4799	-0.0088	-0.6%	1.4820
Close	1.4894	1.4837	-0.0057	-0.4%	1.4937
Range	0.0052	0.0103	0.0051	98.1%	0.0130
ATR	0.0084	0.0085	0.0001	1.7%	0.0000
Volume	15	55	40	266.7%	185

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5155	1.5099	1.4894
R3	1.5052	1.4996	1.4865
R2	1.4949	1.4949	1.4856
R1	1.4893	1.4893	1.4846	1.4870
PP	1.4846	1.4846	1.4846	1.4834
S1	1.4790	1.4790	1.4828	1.4767
S2	1.4743	1.4743	1.4818
S3	1.4640	1.4687	1.4809
S4	1.4537	1.4584	1.4780

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5292	1.5245	1.5009
R3	1.5162	1.5115	1.4973
R2	1.5032	1.5032	1.4961
R1	1.4985	1.4985	1.4949	1.5009
PP	1.4902	1.4902	1.4902	1.4914
S1	1.4855	1.4855	1.4925	1.4879
S2	1.4772	1.4772	1.4913
S3	1.4642	1.4725	1.4901
S4	1.4512	1.4595	1.4866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4950	1.4799	0.0151	1.0%	0.0078	0.5%	25%	False	True	30
10	1.5163	1.4799	0.0364	2.5%	0.0076	0.5%	10%	False	True	51
20	1.5233	1.4799	0.0434	2.9%	0.0070	0.5%	9%	False	True	37
40	1.5463	1.4799	0.0664	4.5%	0.0065	0.4%	6%	False	True	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.5340
2.618	1.5172
1.618	1.5069
1.000	1.5005
0.618	1.4966
HIGH	1.4902
0.618	1.4863
0.500	1.4851
0.382	1.4838
LOW	1.4799
0.618	1.4735
1.000	1.4696
1.618	1.4632
2.618	1.4529
4.250	1.4361

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	1.4851	1.4875
PP	1.4846	1.4862
S1	1.4842	1.4850

Download as Excel Spreadsheet

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

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