CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	1.2336	1.2499	0.0163	1.3%	1.2228
High	1.2527	1.2590	0.0063	0.5%	1.2590
Low	1.2333	1.2484	0.0151	1.2%	1.2180
Close	1.2491	1.2539	0.0048	0.4%	1.2539
Range	0.0194	0.0106	-0.0088	-45.4%	0.0410
ATR	0.0124	0.0123	-0.0001	-1.0%	0.0000
Volume	1,511	639	-872	-57.7%	2,938

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2856	1.2803	1.2597
R3	1.2750	1.2697	1.2568
R2	1.2644	1.2644	1.2558
R1	1.2591	1.2591	1.2549	1.2618
PP	1.2538	1.2538	1.2538	1.2551
S1	1.2485	1.2485	1.2529	1.2512
S2	1.2432	1.2432	1.2520
S3	1.2326	1.2379	1.2510
S4	1.2220	1.2273	1.2481

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3666	1.3513	1.2765
R3	1.3256	1.3103	1.2652
R2	1.2846	1.2846	1.2614
R1	1.2693	1.2693	1.2577	1.2770
PP	1.2436	1.2436	1.2436	1.2475
S1	1.2283	1.2283	1.2501	1.2360
S2	1.2026	1.2026	1.2464
S3	1.1616	1.1873	1.2426
S4	1.1206	1.1463	1.2314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2590	1.2180	0.0410	3.3%	0.0121	1.0%	88%	True	False	587
10	1.2590	1.2119	0.0471	3.8%	0.0113	0.9%	89%	True	False	644
20	1.2590	1.2119	0.0471	3.8%	0.0119	1.0%	89%	True	False	523
40	1.3390	1.2119	0.1271	10.1%	0.0124	1.0%	33%	False	False	347

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

Fibonacci Retracements and Extensions
4.250	1.3041
2.618	1.2868
1.618	1.2762
1.000	1.2696
0.618	1.2656
HIGH	1.2590
0.618	1.2550
0.500	1.2537
0.382	1.2524
LOW	1.2484
0.618	1.2418
1.000	1.2378
1.618	1.2312
2.618	1.2206
4.250	1.2034

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	1.2538	1.2500
PP	1.2538	1.2462
S1	1.2537	1.2423

Download as Excel Spreadsheet

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

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