CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	1.4821	1.4700	-0.0121	-0.8%	1.4931
High	1.4831	1.4800	-0.0031	-0.2%	1.4939
Low	1.4739	1.4673	-0.0066	-0.4%	1.4739
Close	1.4739	1.4718	-0.0021	-0.1%	1.4739
Range	0.0092	0.0127	0.0035	38.0%	0.0200
ATR	0.0083	0.0086	0.0003	3.8%	0.0000
Volume	43	92	49	114.0%	130

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5111	1.5042	1.4788
R3	1.4984	1.4915	1.4753
R2	1.4857	1.4857	1.4741
R1	1.4788	1.4788	1.4730	1.4823
PP	1.4730	1.4730	1.4730	1.4748
S1	1.4661	1.4661	1.4706	1.4696
S2	1.4603	1.4603	1.4695
S3	1.4476	1.4534	1.4683
S4	1.4349	1.4407	1.4648

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5406	1.5272	1.4849
R3	1.5206	1.5072	1.4794
R2	1.5006	1.5006	1.4776
R1	1.4872	1.4872	1.4757	1.4839
PP	1.4806	1.4806	1.4806	1.4789
S1	1.4672	1.4672	1.4721	1.4639
S2	1.4606	1.4606	1.4702
S3	1.4406	1.4472	1.4684
S4	1.4206	1.4272	1.4629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4939	1.4673	0.0266	1.8%	0.0083	0.6%	17%	False	True	44
10	1.4954	1.4673	0.0281	1.9%	0.0072	0.5%	16%	False	True	44
20	1.5233	1.4673	0.0560	3.8%	0.0065	0.4%	8%	False	True	42
40	1.5391	1.4673	0.0718	4.9%	0.0066	0.4%	6%	False	True	28

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	0.0012
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.5340
2.618	1.5132
1.618	1.5005
1.000	1.4927
0.618	1.4878
HIGH	1.4800
0.618	1.4751
0.500	1.4737
0.382	1.4722
LOW	1.4673
0.618	1.4595
1.000	1.4546
1.618	1.4468
2.618	1.4341
4.250	1.4133

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	1.4737	1.4759
PP	1.4730	1.4745
S1	1.4724	1.4732

Download as Excel Spreadsheet

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

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