CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	1.4420	1.4280	-0.0140	-1.0%	1.4526
High	1.4420	1.4336	-0.0084	-0.6%	1.4569
Low	1.4264	1.4136	-0.0128	-0.9%	1.4264
Close	1.4267	1.4182	-0.0085	-0.6%	1.4267
Range	0.0156	0.0200	0.0044	28.2%	0.0305
ATR	0.0094	0.0101	0.0008	8.1%	0.0000
Volume	90	114	24	26.7%	379

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4818	1.4700	1.4292
R3	1.4618	1.4500	1.4237
R2	1.4418	1.4418	1.4219
R1	1.4300	1.4300	1.4200	1.4259
PP	1.4218	1.4218	1.4218	1.4198
S1	1.4100	1.4100	1.4164	1.4059
S2	1.4018	1.4018	1.4145
S3	1.3818	1.3900	1.4127
S4	1.3618	1.3700	1.4072

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5282	1.5079	1.4435
R3	1.4977	1.4774	1.4351
R2	1.4672	1.4672	1.4323
R1	1.4469	1.4469	1.4295	1.4418
PP	1.4367	1.4367	1.4367	1.4341
S1	1.4164	1.4164	1.4239	1.4113
S2	1.4062	1.4062	1.4211
S3	1.3757	1.3859	1.4183
S4	1.3452	1.3554	1.4099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4564	1.4136	0.0428	3.0%	0.0134	0.9%	11%	False	True	96
10	1.4718	1.4136	0.0582	4.1%	0.0103	0.7%	8%	False	True	64
20	1.4954	1.4136	0.0818	5.8%	0.0088	0.6%	6%	False	True	54
40	1.5326	1.4136	0.1190	8.4%	0.0074	0.5%	4%	False	True	39

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	0.0011
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.5186
2.618	1.4860
1.618	1.4660
1.000	1.4536
0.618	1.4460
HIGH	1.4336
0.618	1.4260
0.500	1.4236
0.382	1.4212
LOW	1.4136
0.618	1.4012
1.000	1.3936
1.618	1.3812
2.618	1.3612
4.250	1.3286

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	1.4236	1.4278
PP	1.4218	1.4246
S1	1.4200	1.4214

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

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