CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	1.4427	1.4470	0.0043	0.3%	1.4270
High	1.4427	1.4614	0.0187	1.3%	1.4386
Low	1.4427	1.4470	0.0043	0.3%	1.4255
Close	1.4427	1.4614	0.0187	1.3%	1.4255
Range	0.0000	0.0144	0.0144		0.0131
ATR	0.0081	0.0088	0.0008	9.4%	0.0000
Volume	0	1	1		11

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4998	1.4950	1.4693
R3	1.4854	1.4806	1.4654
R2	1.4710	1.4710	1.4640
R1	1.4662	1.4662	1.4627	1.4686
PP	1.4566	1.4566	1.4566	1.4578
S1	1.4518	1.4518	1.4601	1.4542
S2	1.4422	1.4422	1.4588
S3	1.4278	1.4374	1.4574
S4	1.4134	1.4230	1.4535

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4692	1.4604	1.4327
R3	1.4561	1.4473	1.4291
R2	1.4430	1.4430	1.4279
R1	1.4342	1.4342	1.4267	1.4321
PP	1.4299	1.4299	1.4299	1.4288
S1	1.4211	1.4211	1.4243	1.4190
S2	1.4168	1.4168	1.4231
S3	1.4037	1.4080	1.4219
S4	1.3906	1.3949	1.4183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4614	1.4255	0.0359	2.5%	0.0055	0.4%	100%	True	False	1
10	1.4614	1.4230	0.0384	2.6%	0.0030	0.2%	100%	True	False	11
20	1.4645	1.4158	0.0487	3.3%	0.0025	0.2%	94%	False	False	9
40	1.5239	1.4158	0.1081	7.4%	0.0015	0.1%	42%	False	False	6

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	0.0001
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	1.5226
2.618	1.4991
1.618	1.4847
1.000	1.4758
0.618	1.4703
HIGH	1.4614
0.618	1.4559
0.500	1.4542
0.382	1.4525
LOW	1.4470
0.618	1.4381
1.000	1.4326
1.618	1.4237
2.618	1.4093
4.250	1.3858

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	1.4590	1.4583
PP	1.4566	1.4552
S1	1.4542	1.4521

Download as Excel Spreadsheet

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

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