CME British Pound Future March 2017

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

Day Change Summary
	Previous	Current
	12-Oct-2016	13-Oct-2016	Change	Change %	Previous Week
Open	1.2242	1.2224	-0.0018	-0.1%	1.2967
High	1.2358	1.2306	-0.0052	-0.4%	1.2985
Low	1.2156	1.2168	0.0012	0.1%	1.2121
Close	1.2233	1.2292	0.0059	0.5%	1.2469
Range	0.0202	0.0138	-0.0064	-31.7%	0.0864
ATR	0.0151	0.0150	-0.0001	-0.6%	0.0000
Volume	277	1,185	908	327.8%	1,844

Daily Pivots for day following 13-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2669	1.2619	1.2368
R3	1.2531	1.2481	1.2330
R2	1.2393	1.2393	1.2317
R1	1.2343	1.2343	1.2305	1.2368
PP	1.2255	1.2255	1.2255	1.2268
S1	1.2205	1.2205	1.2279	1.2230
S2	1.2117	1.2117	1.2267
S3	1.1979	1.2067	1.2254
S4	1.1841	1.1929	1.2216

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5117	1.4657	1.2944
R3	1.4253	1.3793	1.2707
R2	1.3389	1.3389	1.2627
R1	1.2929	1.2929	1.2548	1.2727
PP	1.2525	1.2525	1.2525	1.2424
S1	1.2065	1.2065	1.2390	1.1863
S2	1.1661	1.1661	1.2311
S3	1.0797	1.1201	1.2231
S4	0.9933	1.0337	1.1994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2670	1.2121	0.0549	4.5%	0.0252	2.1%	31%	False	False	678
10	1.3065	1.2121	0.0944	7.7%	0.0184	1.5%	18%	False	False	509
20	1.3283	1.2121	0.1162	9.5%	0.0145	1.2%	15%	False	False	306

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	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2893
2.618	1.2667
1.618	1.2529
1.000	1.2444
0.618	1.2391
HIGH	1.2306
0.618	1.2253
0.500	1.2237
0.382	1.2221
LOW	1.2168
0.618	1.2083
1.000	1.2030
1.618	1.1945
2.618	1.1807
4.250	1.1582

Fisher Pivots for day following 13-Oct-2016
Pivot	1 day	3 day
R1	1.2274	1.2282
PP	1.2255	1.2272
S1	1.2237	1.2263

Download as Excel Spreadsheet

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

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