CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	1.4621	1.4526	-0.0095	-0.6%	1.4700
High	1.4621	1.4569	-0.0052	-0.4%	1.4800
Low	1.4514	1.4526	0.0012	0.1%	1.4514
Close	1.4523	1.4553	0.0030	0.2%	1.4523
Range	0.0107	0.0043	-0.0064	-59.8%	0.0286
ATR	0.0086	0.0083	-0.0003	-3.3%	0.0000
Volume	28	13	-15	-53.6%	246

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4678	1.4659	1.4577
R3	1.4635	1.4616	1.4565
R2	1.4592	1.4592	1.4561
R1	1.4573	1.4573	1.4557	1.4583
PP	1.4549	1.4549	1.4549	1.4554
S1	1.4530	1.4530	1.4549	1.4540
S2	1.4506	1.4506	1.4545
S3	1.4463	1.4487	1.4541
S4	1.4420	1.4444	1.4529

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5470	1.5283	1.4680
R3	1.5184	1.4997	1.4602
R2	1.4898	1.4898	1.4575
R1	1.4711	1.4711	1.4549	1.4662
PP	1.4612	1.4612	1.4612	1.4588
S1	1.4425	1.4425	1.4497	1.4376
S2	1.4326	1.4326	1.4471
S3	1.4040	1.4139	1.4444
S4	1.3754	1.3853	1.4366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4718	1.4514	0.0204	1.4%	0.0073	0.5%	19%	False	False	33
10	1.4939	1.4514	0.0425	2.9%	0.0078	0.5%	9%	False	False	38
20	1.5233	1.4514	0.0719	4.9%	0.0075	0.5%	5%	False	False	45
40	1.5326	1.4514	0.0812	5.6%	0.0063	0.4%	5%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4752
2.618	1.4682
1.618	1.4639
1.000	1.4612
0.618	1.4596
HIGH	1.4569
0.618	1.4553
0.500	1.4548
0.382	1.4542
LOW	1.4526
0.618	1.4499
1.000	1.4483
1.618	1.4456
2.618	1.4413
4.250	1.4343

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	1.4551	1.4577
PP	1.4549	1.4569
S1	1.4548	1.4561

Download as Excel Spreadsheet

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

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