CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	1.4526	1.4545	0.0019	0.1%	1.4700
High	1.4569	1.4564	-0.0005	0.0%	1.4800
Low	1.4526	1.4376	-0.0150	-1.0%	1.4514
Close	1.4553	1.4439	-0.0114	-0.8%	1.4523
Range	0.0043	0.0188	0.0145	337.2%	0.0286
ATR	0.0083	0.0090	0.0008	9.1%	0.0000
Volume	13	162	149	1,146.2%	246

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5024	1.4919	1.4542
R3	1.4836	1.4731	1.4491
R2	1.4648	1.4648	1.4473
R1	1.4543	1.4543	1.4456	1.4502
PP	1.4460	1.4460	1.4460	1.4439
S1	1.4355	1.4355	1.4422	1.4314
S2	1.4272	1.4272	1.4405
S3	1.4084	1.4167	1.4387
S4	1.3896	1.3979	1.4336

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	1.4660	1.4376	0.0284	2.0%	0.0095	0.7%	22%	False	True	50
10	1.4902	1.4376	0.0526	3.6%	0.0091	0.6%	12%	False	True	53
20	1.5173	1.4376	0.0797	5.5%	0.0081	0.6%	8%	False	True	51
40	1.5326	1.4376	0.0950	6.6%	0.0066	0.5%	7%	False	True	33

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	0.0009
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.5363
2.618	1.5056
1.618	1.4868
1.000	1.4752
0.618	1.4680
HIGH	1.4564
0.618	1.4492
0.500	1.4470
0.382	1.4448
LOW	1.4376
0.618	1.4260
1.000	1.4188
1.618	1.4072
2.618	1.3884
4.250	1.3577

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	1.4470	1.4499
PP	1.4460	1.4479
S1	1.4449	1.4459

Download as Excel Spreadsheet

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

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