CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	1.4901	1.4824	-0.0077	-0.5%	1.4909
High	1.4902	1.4844	-0.0058	-0.4%	1.4950
Low	1.4799	1.4803	0.0004	0.0%	1.4820
Close	1.4837	1.4838	0.0001	0.0%	1.4937
Range	0.0103	0.0041	-0.0062	-60.2%	0.0130
ATR	0.0085	0.0082	-0.0003	-3.7%	0.0000
Volume	55	17	-38	-69.1%	185

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.4951	1.4936	1.4861
R3	1.4910	1.4895	1.4849
R2	1.4869	1.4869	1.4846
R1	1.4854	1.4854	1.4842	1.4862
PP	1.4828	1.4828	1.4828	1.4832
S1	1.4813	1.4813	1.4834	1.4821
S2	1.4787	1.4787	1.4830
S3	1.4746	1.4772	1.4827
S4	1.4705	1.4731	1.4815

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%	0.0068	0.5%	26%	False	False	28
10	1.5071	1.4799	0.0272	1.8%	0.0068	0.5%	14%	False	False	45
20	1.5233	1.4799	0.0434	2.9%	0.0071	0.5%	9%	False	False	38
40	1.5434	1.4799	0.0635	4.3%	0.0064	0.4%	6%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5018
2.618	1.4951
1.618	1.4910
1.000	1.4885
0.618	1.4869
HIGH	1.4844
0.618	1.4828
0.500	1.4824
0.382	1.4819
LOW	1.4803
0.618	1.4778
1.000	1.4762
1.618	1.4737
2.618	1.4696
4.250	1.4629

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	1.4833	1.4869
PP	1.4828	1.4859
S1	1.4824	1.4848

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

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