CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	1.2967	1.2884	-0.0083	-0.6%	1.3000
High	1.2985	1.2901	-0.0084	-0.6%	1.3094
Low	1.2862	1.2762	-0.0100	-0.8%	1.2962
Close	1.2899	1.2768	-0.0131	-1.0%	1.3022
Range	0.0123	0.0139	0.0016	13.0%	0.0132
ATR	0.0104	0.0107	0.0002	2.4%	0.0000
Volume	65	83	18	27.7%	647

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3227	1.3137	1.2844
R3	1.3088	1.2998	1.2806
R2	1.2949	1.2949	1.2793
R1	1.2859	1.2859	1.2781	1.2835
PP	1.2810	1.2810	1.2810	1.2798
S1	1.2720	1.2720	1.2755	1.2696
S2	1.2671	1.2671	1.2743
S3	1.2532	1.2581	1.2730
S4	1.2393	1.2442	1.2692

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3422	1.3354	1.3095
R3	1.3290	1.3222	1.3058
R2	1.3158	1.3158	1.3046
R1	1.3090	1.3090	1.3034	1.3124
PP	1.3026	1.3026	1.3026	1.3043
S1	1.2958	1.2958	1.3010	1.2992
S2	1.2894	1.2894	1.2998
S3	1.2762	1.2826	1.2986
S4	1.2630	1.2694	1.2949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3094	1.2762	0.0332	2.6%	0.0098	0.8%	2%	False	True	126
10	1.3165	1.2762	0.0403	3.2%	0.0100	0.8%	1%	False	True	95
20	1.3444	1.2762	0.0682	5.3%	0.0101	0.8%	1%	False	True	88

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	0.0023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3492
2.618	1.3265
1.618	1.3126
1.000	1.3040
0.618	1.2987
HIGH	1.2901
0.618	1.2848
0.500	1.2832
0.382	1.2815
LOW	1.2762
0.618	1.2676
1.000	1.2623
1.618	1.2537
2.618	1.2398
4.250	1.2171

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	1.2832	1.2914
PP	1.2810	1.2865
S1	1.2789	1.2817

Download as Excel Spreadsheet

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

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