CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	1.2269	1.2258	-0.0011	-0.1%	1.2190
High	1.2291	1.2282	-0.0009	-0.1%	1.2364
Low	1.2205	1.2221	0.0016	0.1%	1.2172
Close	1.2264	1.2259	-0.0005	0.0%	1.2264
Range	0.0086	0.0061	-0.0025	-29.1%	0.0192
ATR	0.0128	0.0123	-0.0005	-3.7%	0.0000
Volume	375	939	564	150.4%	1,118

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2437	1.2409	1.2293
R3	1.2376	1.2348	1.2276
R2	1.2315	1.2315	1.2270
R1	1.2287	1.2287	1.2265	1.2301
PP	1.2254	1.2254	1.2254	1.2261
S1	1.2226	1.2226	1.2253	1.2240
S2	1.2193	1.2193	1.2248
S3	1.2132	1.2165	1.2242
S4	1.2071	1.2104	1.2225

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2843	1.2745	1.2370
R3	1.2651	1.2553	1.2317
R2	1.2459	1.2459	1.2299
R1	1.2361	1.2361	1.2282	1.2410
PP	1.2267	1.2267	1.2267	1.2291
S1	1.2169	1.2169	1.2246	1.2218
S2	1.2075	1.2075	1.2229
S3	1.1883	1.1977	1.2211
S4	1.1691	1.1785	1.2158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2364	1.2205	0.0159	1.3%	0.0089	0.7%	34%	False	False	388
10	1.2399	1.2126	0.0273	2.2%	0.0122	1.0%	49%	False	False	434
20	1.3094	1.2121	0.0973	7.9%	0.0134	1.1%	14%	False	False	365

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.2541
2.618	1.2442
1.618	1.2381
1.000	1.2343
0.618	1.2320
HIGH	1.2282
0.618	1.2259
0.500	1.2252
0.382	1.2244
LOW	1.2221
0.618	1.2183
1.000	1.2160
1.618	1.2122
2.618	1.2061
4.250	1.1962

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	1.2257	1.2267
PP	1.2254	1.2264
S1	1.2252	1.2262

Download as Excel Spreadsheet

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

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