CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	1.2378	1.2242	-0.0136	-1.1%	1.2967
High	1.2399	1.2358	-0.0041	-0.3%	1.2985
Low	1.2126	1.2156	0.0030	0.2%	1.2121
Close	1.2170	1.2233	0.0063	0.5%	1.2469
Range	0.0273	0.0202	-0.0071	-26.0%	0.0864
ATR	0.0147	0.0151	0.0004	2.7%	0.0000
Volume	721	277	-444	-61.6%	1,844

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2855	1.2746	1.2344
R3	1.2653	1.2544	1.2289
R2	1.2451	1.2451	1.2270
R1	1.2342	1.2342	1.2252	1.2296
PP	1.2249	1.2249	1.2249	1.2226
S1	1.2140	1.2140	1.2214	1.2094
S2	1.2047	1.2047	1.2196
S3	1.1845	1.1938	1.2177
S4	1.1643	1.1736	1.2122

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5117	1.4657	1.2944
R3	1.4253	1.3793	1.2707
R2	1.3389	1.3389	1.2627
R1	1.2929	1.2929	1.2548	1.2727
PP	1.2525	1.2525	1.2525	1.2424
S1	1.2065	1.2065	1.2390	1.1863
S2	1.1661	1.1661	1.2311
S3	1.0797	1.1201	1.2231
S4	0.9933	1.0337	1.1994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2795	1.2121	0.0674	5.5%	0.0255	2.1%	17%	False	False	572
10	1.3094	1.2121	0.0973	8.0%	0.0180	1.5%	12%	False	False	393
20	1.3314	1.2121	0.1193	9.8%	0.0142	1.2%	9%	False	False	247

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3217
2.618	1.2887
1.618	1.2685
1.000	1.2560
0.618	1.2483
HIGH	1.2358
0.618	1.2281
0.500	1.2257
0.382	1.2233
LOW	1.2156
0.618	1.2031
1.000	1.1954
1.618	1.1829
2.618	1.1627
4.250	1.1298

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	1.2257	1.2303
PP	1.2249	1.2280
S1	1.2241	1.2256

Download as Excel Spreadsheet

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

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