CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	1.2998	1.3050	0.0052	0.4%	1.3092
High	1.3070	1.3075	0.0005	0.0%	1.3165
Low	1.2984	1.3026	0.0042	0.3%	1.2959
Close	1.3067	1.3068	0.0001	0.0%	1.3006
Range	0.0086	0.0049	-0.0037	-43.0%	0.0206
ATR	0.0106	0.0102	-0.0004	-3.8%	0.0000
Volume	29	8	-21	-72.4%	396

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3203	1.3185	1.3095
R3	1.3154	1.3136	1.3081
R2	1.3105	1.3105	1.3077
R1	1.3087	1.3087	1.3072	1.3096
PP	1.3056	1.3056	1.3056	1.3061
S1	1.3038	1.3038	1.3064	1.3047
S2	1.3007	1.3007	1.3059
S3	1.2958	1.2989	1.3055
S4	1.2909	1.2940	1.3041

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%	0.0092	0.7%	53%	False	False	61
10	1.3314	1.2959	0.0355	2.7%	0.0104	0.8%	31%	False	False	102
20	1.3492	1.2959	0.0533	4.1%	0.0102	0.8%	20%	False	False	65

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0023
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.3283
2.618	1.3203
1.618	1.3154
1.000	1.3124
0.618	1.3105
HIGH	1.3075
0.618	1.3056
0.500	1.3051
0.382	1.3045
LOW	1.3026
0.618	1.2996
1.000	1.2977
1.618	1.2947
2.618	1.2898
4.250	1.2818

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	1.3062	1.3052
PP	1.3056	1.3035
S1	1.3051	1.3019

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

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