CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	1.4545	1.4474	-0.0071	-0.5%	1.4700
High	1.4564	1.4474	-0.0090	-0.6%	1.4800
Low	1.4376	1.4400	0.0024	0.2%	1.4514
Close	1.4439	1.4451	0.0012	0.1%	1.4523
Range	0.0188	0.0074	-0.0114	-60.6%	0.0286
ATR	0.0090	0.0089	-0.0001	-1.3%	0.0000
Volume	162	40	-122	-75.3%	246

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4664	1.4631	1.4492
R3	1.4590	1.4557	1.4471
R2	1.4516	1.4516	1.4465
R1	1.4483	1.4483	1.4458	1.4463
PP	1.4442	1.4442	1.4442	1.4431
S1	1.4409	1.4409	1.4444	1.4389
S2	1.4368	1.4368	1.4437
S3	1.4294	1.4335	1.4431
S4	1.4220	1.4261	1.4410

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	1.4639	1.4376	0.0263	1.8%	0.0100	0.7%	29%	False	False	55
10	1.4844	1.4376	0.0468	3.2%	0.0089	0.6%	16%	False	False	52
20	1.5163	1.4376	0.0787	5.4%	0.0082	0.6%	10%	False	False	52
40	1.5326	1.4376	0.0950	6.6%	0.0067	0.5%	8%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4789
2.618	1.4668
1.618	1.4594
1.000	1.4548
0.618	1.4520
HIGH	1.4474
0.618	1.4446
0.500	1.4437
0.382	1.4428
LOW	1.4400
0.618	1.4354
1.000	1.4326
1.618	1.4280
2.618	1.4206
4.250	1.4086

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	1.4446	1.4473
PP	1.4442	1.4465
S1	1.4437	1.4458

Download as Excel Spreadsheet

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

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