CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	1.4824	1.4821	-0.0003	0.0%	1.4909
High	1.4844	1.4831	-0.0013	-0.1%	1.4950
Low	1.4803	1.4739	-0.0064	-0.4%	1.4820
Close	1.4838	1.4739	-0.0099	-0.7%	1.4937
Range	0.0041	0.0092	0.0051	124.4%	0.0130
ATR	0.0082	0.0083	0.0001	1.5%	0.0000
Volume	17	43	26	152.9%	185

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5046	1.4984	1.4790
R3	1.4954	1.4892	1.4764
R2	1.4862	1.4862	1.4756
R1	1.4800	1.4800	1.4747	1.4785
PP	1.4770	1.4770	1.4770	1.4762
S1	1.4708	1.4708	1.4731	1.4693
S2	1.4678	1.4678	1.4722
S3	1.4586	1.4616	1.4714
S4	1.4494	1.4524	1.4688

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	1.4739	0.0211	1.4%	0.0072	0.5%	0%	False	True	28
10	1.4978	1.4739	0.0239	1.6%	0.0069	0.5%	0%	False	True	45
20	1.5233	1.4739	0.0494	3.4%	0.0069	0.5%	0%	False	True	39
40	1.5434	1.4739	0.0695	4.7%	0.0065	0.4%	0%	False	True	26

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5222
2.618	1.5072
1.618	1.4980
1.000	1.4923
0.618	1.4888
HIGH	1.4831
0.618	1.4796
0.500	1.4785
0.382	1.4774
LOW	1.4739
0.618	1.4682
1.000	1.4647
1.618	1.4590
2.618	1.4498
4.250	1.4348

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	1.4785	1.4821
PP	1.4770	1.4793
S1	1.4754	1.4766

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

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