CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	1.4280	1.4177	-0.0103	-0.7%	1.4526
High	1.4336	1.4223	-0.0113	-0.8%	1.4569
Low	1.4136	1.4141	0.0005	0.0%	1.4264
Close	1.4182	1.4159	-0.0023	-0.2%	1.4267
Range	0.0200	0.0082	-0.0118	-59.0%	0.0305
ATR	0.0101	0.0100	-0.0001	-1.4%	0.0000
Volume	114	86	-28	-24.6%	379

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4420	1.4372	1.4204
R3	1.4338	1.4290	1.4182
R2	1.4256	1.4256	1.4174
R1	1.4208	1.4208	1.4167	1.4191
PP	1.4174	1.4174	1.4174	1.4166
S1	1.4126	1.4126	1.4151	1.4109
S2	1.4092	1.4092	1.4144
S3	1.4010	1.4044	1.4136
S4	1.3928	1.3962	1.4114

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	1.4474	1.4136	0.0338	2.4%	0.0113	0.8%	7%	False	False	80
10	1.4660	1.4136	0.0524	3.7%	0.0104	0.7%	4%	False	False	65
20	1.4950	1.4136	0.0814	5.7%	0.0090	0.6%	3%	False	False	57
40	1.5235	1.4136	0.1099	7.8%	0.0074	0.5%	2%	False	False	41

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4572
2.618	1.4438
1.618	1.4356
1.000	1.4305
0.618	1.4274
HIGH	1.4223
0.618	1.4192
0.500	1.4182
0.382	1.4172
LOW	1.4141
0.618	1.4090
1.000	1.4059
1.618	1.4008
2.618	1.3926
4.250	1.3793

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	1.4182	1.4278
PP	1.4174	1.4238
S1	1.4167	1.4199

Download as Excel Spreadsheet

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

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