CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	1.4648	1.4639	-0.0009	-0.1%	1.4931
High	1.4660	1.4639	-0.0021	-0.1%	1.4939
Low	1.4610	1.4550	-0.0060	-0.4%	1.4739
Close	1.4634	1.4622	-0.0012	-0.1%	1.4739
Range	0.0050	0.0089	0.0039	78.0%	0.0200
ATR	0.0083	0.0084	0.0000	0.5%	0.0000
Volume	16	34	18	112.5%	130

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4871	1.4835	1.4671
R3	1.4782	1.4746	1.4646
R2	1.4693	1.4693	1.4638
R1	1.4657	1.4657	1.4630	1.4631
PP	1.4604	1.4604	1.4604	1.4590
S1	1.4568	1.4568	1.4614	1.4542
S2	1.4515	1.4515	1.4606
S3	1.4426	1.4479	1.4598
S4	1.4337	1.4390	1.4573

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	1.4831	1.4550	0.0281	1.9%	0.0086	0.6%	26%	False	True	52
10	1.4950	1.4550	0.0400	2.7%	0.0077	0.5%	18%	False	True	40
20	1.5233	1.4550	0.0683	4.7%	0.0073	0.5%	11%	False	True	46
40	1.5326	1.4550	0.0776	5.3%	0.0062	0.4%	9%	False	True	28

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	1.5017
2.618	1.4872
1.618	1.4783
1.000	1.4728
0.618	1.4694
HIGH	1.4639
0.618	1.4605
0.500	1.4595
0.382	1.4584
LOW	1.4550
0.618	1.4495
1.000	1.4461
1.618	1.4406
2.618	1.4317
4.250	1.4172

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	1.4613	1.4634
PP	1.4604	1.4630
S1	1.4595	1.4626

Download as Excel Spreadsheet

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

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