CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	1.2270	1.2260	-0.0010	-0.1%	1.2258
High	1.2314	1.2386	0.0072	0.6%	1.2304
Low	1.2240	1.2256	0.0016	0.1%	1.2119
Close	1.2281	1.2321	0.0040	0.3%	1.2225
Range	0.0074	0.0130	0.0056	75.7%	0.0185
ATR	0.0117	0.0118	0.0001	0.8%	0.0000
Volume	208	360	152	73.1%	3,507

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2711	1.2646	1.2393
R3	1.2581	1.2516	1.2357
R2	1.2451	1.2451	1.2345
R1	1.2386	1.2386	1.2333	1.2419
PP	1.2321	1.2321	1.2321	1.2337
S1	1.2256	1.2256	1.2309	1.2289
S2	1.2191	1.2191	1.2297
S3	1.2061	1.2126	1.2285
S4	1.1931	1.1996	1.2250

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2771	1.2683	1.2327
R3	1.2586	1.2498	1.2276
R2	1.2401	1.2401	1.2259
R1	1.2313	1.2313	1.2242	1.2265
PP	1.2216	1.2216	1.2216	1.2192
S1	1.2128	1.2128	1.2208	1.2080
S2	1.2031	1.2031	1.2191
S3	1.1846	1.1943	1.2174
S4	1.1661	1.1758	1.2123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2386	1.2150	0.0236	1.9%	0.0105	0.8%	72%	True	False	430
10	1.2386	1.2119	0.0267	2.2%	0.0100	0.8%	76%	True	False	478
20	1.2795	1.2119	0.0676	5.5%	0.0139	1.1%	30%	False	False	478
40	1.3412	1.2119	0.1293	10.5%	0.0121	1.0%	16%	False	False	294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2939
2.618	1.2726
1.618	1.2596
1.000	1.2516
0.618	1.2466
HIGH	1.2386
0.618	1.2336
0.500	1.2321
0.382	1.2306
LOW	1.2256
0.618	1.2176
1.000	1.2126
1.618	1.2046
2.618	1.1916
4.250	1.1704

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	1.2321	1.2308
PP	1.2321	1.2296
S1	1.2321	1.2283

Download as Excel Spreadsheet

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

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