CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	1.2260	1.2336	0.0076	0.6%	1.2258
High	1.2386	1.2527	0.0141	1.1%	1.2304
Low	1.2256	1.2333	0.0077	0.6%	1.2119
Close	1.2321	1.2491	0.0170	1.4%	1.2225
Range	0.0130	0.0194	0.0064	49.2%	0.0185
ATR	0.0118	0.0124	0.0006	5.4%	0.0000
Volume	360	1,511	1,151	319.7%	3,507

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3032	1.2956	1.2598
R3	1.2838	1.2762	1.2544
R2	1.2644	1.2644	1.2527
R1	1.2568	1.2568	1.2509	1.2606
PP	1.2450	1.2450	1.2450	1.2470
S1	1.2374	1.2374	1.2473	1.2412
S2	1.2256	1.2256	1.2455
S3	1.2062	1.2180	1.2438
S4	1.1868	1.1986	1.2384

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	1.2527	1.2150	0.0377	3.0%	0.0120	1.0%	90%	True	False	529
10	1.2527	1.2119	0.0408	3.3%	0.0111	0.9%	91%	True	False	618
20	1.2670	1.2119	0.0551	4.4%	0.0141	1.1%	68%	False	False	521
40	1.3390	1.2119	0.1271	10.2%	0.0124	1.0%	29%	False	False	331

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	0.0026
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.3352
2.618	1.3035
1.618	1.2841
1.000	1.2721
0.618	1.2647
HIGH	1.2527
0.618	1.2453
0.500	1.2430
0.382	1.2407
LOW	1.2333
0.618	1.2213
1.000	1.2139
1.618	1.2019
2.618	1.1825
4.250	1.1509

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	1.2471	1.2455
PP	1.2450	1.2419
S1	1.2430	1.2384

Download as Excel Spreadsheet

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

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