CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	1.3000	1.2998	-0.0002	0.0%	1.3092
High	1.3030	1.3070	0.0040	0.3%	1.3165
Low	1.2962	1.2984	0.0022	0.2%	1.2959
Close	1.3011	1.3067	0.0056	0.4%	1.3006
Range	0.0068	0.0086	0.0018	26.5%	0.0206
ATR	0.0107	0.0106	-0.0002	-1.4%	0.0000
Volume	133	29	-104	-78.2%	396

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3298	1.3269	1.3114
R3	1.3212	1.3183	1.3091
R2	1.3126	1.3126	1.3083
R1	1.3097	1.3097	1.3075	1.3112
PP	1.3040	1.3040	1.3040	1.3048
S1	1.3011	1.3011	1.3059	1.3026
S2	1.2954	1.2954	1.3051
S3	1.2868	1.2925	1.3043
S4	1.2782	1.2839	1.3020

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3661	1.3540	1.3119
R3	1.3455	1.3334	1.3063
R2	1.3249	1.3249	1.3044
R1	1.3128	1.3128	1.3025	1.3086
PP	1.3043	1.3043	1.3043	1.3022
S1	1.2922	1.2922	1.2987	1.2880
S2	1.2837	1.2837	1.2968
S3	1.2631	1.2716	1.2949
S4	1.2425	1.2510	1.2893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3165	1.2959	0.0206	1.6%	0.0101	0.8%	52%	False	False	64
10	1.3314	1.2959	0.0355	2.7%	0.0107	0.8%	30%	False	False	105
20	1.3492	1.2959	0.0533	4.1%	0.0102	0.8%	20%	False	False	65

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3436
2.618	1.3295
1.618	1.3209
1.000	1.3156
0.618	1.3123
HIGH	1.3070
0.618	1.3037
0.500	1.3027
0.382	1.3017
LOW	1.2984
0.618	1.2931
1.000	1.2898
1.618	1.2845
2.618	1.2759
4.250	1.2619

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	1.3054	1.3060
PP	1.3040	1.3052
S1	1.3027	1.3045

Download as Excel Spreadsheet

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

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