CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	1.3050	1.3004	-0.0046	-0.4%	1.3247
High	1.3052	1.3104	0.0052	0.4%	1.3382
Low	1.2964	1.2999	0.0035	0.3%	1.3028
Close	1.3009	1.3020	0.0011	0.1%	1.3090
Range	0.0088	0.0105	0.0017	19.3%	0.0354
ATR	0.0178	0.0173	-0.0005	-2.9%	0.0000
Volume	75,170	74,777	-393	-0.5%	491,616

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3356	1.3293	1.3078
R3	1.3251	1.3188	1.3049
R2	1.3146	1.3146	1.3039
R1	1.3083	1.3083	1.3030	1.3115
PP	1.3041	1.3041	1.3041	1.3057
S1	1.2978	1.2978	1.3010	1.3010
S2	1.2936	1.2936	1.3001
S3	1.2831	1.2873	1.2991
S4	1.2726	1.2768	1.2962

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4229	1.4013	1.3285
R3	1.3875	1.3659	1.3187
R2	1.3521	1.3521	1.3155
R1	1.3305	1.3305	1.3122	1.3236
PP	1.3167	1.3167	1.3167	1.3132
S1	1.2951	1.2951	1.3058	1.2882
S2	1.2813	1.2813	1.3025
S3	1.2459	1.2597	1.2993
S4	1.2105	1.2243	1.2895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3370	1.2964	0.0406	3.1%	0.0135	1.0%	14%	False	False	93,679
10	1.3382	1.2964	0.0418	3.2%	0.0136	1.0%	13%	False	False	87,782
20	1.3491	1.2964	0.0527	4.0%	0.0163	1.3%	11%	False	False	98,287
40	1.5009	1.2806	0.2203	16.9%	0.0229	1.8%	10%	False	False	132,415
60	1.5009	1.2806	0.2203	16.9%	0.0201	1.5%	10%	False	False	101,793
80	1.5009	1.2806	0.2203	16.9%	0.0176	1.4%	10%	False	False	76,385
100	1.5009	1.2806	0.2203	16.9%	0.0163	1.2%	10%	False	False	61,124
120	1.5009	1.2806	0.2203	16.9%	0.0148	1.1%	10%	False	False	50,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3550
2.618	1.3379
1.618	1.3274
1.000	1.3209
0.618	1.3169
HIGH	1.3104
0.618	1.3064
0.500	1.3052
0.382	1.3039
LOW	1.2999
0.618	1.2934
1.000	1.2894
1.618	1.2829
2.618	1.2724
4.250	1.2553

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	1.3052	1.3035
PP	1.3041	1.3030
S1	1.3031	1.3025

Download as Excel Spreadsheet

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

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