CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	1.2224	1.2250	0.0026	0.2%	1.2477
High	1.2306	1.2298	-0.0008	-0.1%	1.2480
Low	1.2168	1.2205	0.0037	0.3%	1.2126
Close	1.2292	1.2219	-0.0073	-0.6%	1.2219
Range	0.0138	0.0093	-0.0045	-32.6%	0.0354
ATR	0.0150	0.0146	-0.0004	-2.7%	0.0000
Volume	1,185	104	-1,081	-91.2%	2,899

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2520	1.2462	1.2270
R3	1.2427	1.2369	1.2245
R2	1.2334	1.2334	1.2236
R1	1.2276	1.2276	1.2228	1.2259
PP	1.2241	1.2241	1.2241	1.2232
S1	1.2183	1.2183	1.2210	1.2166
S2	1.2148	1.2148	1.2202
S3	1.2055	1.2090	1.2193
S4	1.1962	1.1997	1.2168

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3337	1.3132	1.2414
R3	1.2983	1.2778	1.2316
R2	1.2629	1.2629	1.2284
R1	1.2424	1.2424	1.2251	1.2350
PP	1.2275	1.2275	1.2275	1.2238
S1	1.2070	1.2070	1.2187	1.1996
S2	1.1921	1.1921	1.2154
S3	1.1567	1.1716	1.2122
S4	1.1213	1.1362	1.2024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2480	1.2126	0.0354	2.9%	0.0161	1.3%	26%	False	False	579
10	1.2985	1.2121	0.0864	7.1%	0.0185	1.5%	11%	False	False	474
20	1.3165	1.2121	0.1044	8.5%	0.0138	1.1%	9%	False	False	289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2693
2.618	1.2541
1.618	1.2448
1.000	1.2391
0.618	1.2355
HIGH	1.2298
0.618	1.2262
0.500	1.2252
0.382	1.2241
LOW	1.2205
0.618	1.2148
1.000	1.2112
1.618	1.2055
2.618	1.1962
4.250	1.1810

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	1.2252	1.2257
PP	1.2241	1.2244
S1	1.2230	1.2232

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

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