CME British Pound Future June 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	1.4257	1.4220	-0.0037	-0.3%	1.4280
High	1.4281	1.4368	0.0087	0.6%	1.4340
Low	1.4228	1.4185	-0.0043	-0.3%	1.4090
Close	1.4261	1.4364	0.0103	0.7%	1.4286
Range	0.0053	0.0183	0.0130	245.3%	0.0250
ATR	0.0101	0.0106	0.0006	5.9%	0.0000
Volume	137	94	-43	-31.4%	362

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4855	1.4792	1.4465
R3	1.4672	1.4609	1.4414
R2	1.4489	1.4489	1.4398
R1	1.4426	1.4426	1.4381	1.4458
PP	1.4306	1.4306	1.4306	1.4321
S1	1.4243	1.4243	1.4347	1.4275
S2	1.4123	1.4123	1.4330
S3	1.3940	1.4060	1.4314
S4	1.3757	1.3877	1.4263

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4989	1.4887	1.4424
R3	1.4739	1.4637	1.4355
R2	1.4489	1.4489	1.4332
R1	1.4387	1.4387	1.4309	1.4438
PP	1.4239	1.4239	1.4239	1.4264
S1	1.4137	1.4137	1.4263	1.4188
S2	1.3989	1.3989	1.4240
S3	1.3739	1.3887	1.4217
S4	1.3489	1.3637	1.4149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4368	1.4090	0.0278	1.9%	0.0112	0.8%	99%	True	False	95
10	1.4564	1.4090	0.0474	3.3%	0.0123	0.9%	58%	False	False	95
20	1.4939	1.4090	0.0849	5.9%	0.0101	0.7%	32%	False	False	67
40	1.5233	1.4090	0.1143	8.0%	0.0082	0.6%	24%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5146
2.618	1.4847
1.618	1.4664
1.000	1.4551
0.618	1.4481
HIGH	1.4368
0.618	1.4298
0.500	1.4277
0.382	1.4255
LOW	1.4185
0.618	1.4072
1.000	1.4002
1.618	1.3889
2.618	1.3706
4.250	1.3407

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	1.4335	1.4335
PP	1.4306	1.4306
S1	1.4277	1.4277

Download as Excel Spreadsheet

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

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