CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	1.2459	1.2585	0.0126	1.0%	1.2506
High	1.2616	1.2705	0.0089	0.7%	1.2705
Low	1.2411	1.2559	0.0148	1.2%	1.2387
Close	1.2598	1.2634	0.0036	0.3%	1.2634
Range	0.0205	0.0146	-0.0059	-28.8%	0.0318
ATR	0.0130	0.0132	0.0001	0.9%	0.0000
Volume	244	487	243	99.6%	2,350

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3071	1.2998	1.2714
R3	1.2925	1.2852	1.2674
R2	1.2779	1.2779	1.2661
R1	1.2706	1.2706	1.2647	1.2743
PP	1.2633	1.2633	1.2633	1.2651
S1	1.2560	1.2560	1.2621	1.2597
S2	1.2487	1.2487	1.2607
S3	1.2341	1.2414	1.2594
S4	1.2195	1.2268	1.2554

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3529	1.3400	1.2809
R3	1.3211	1.3082	1.2721
R2	1.2893	1.2893	1.2692
R1	1.2764	1.2764	1.2663	1.2829
PP	1.2575	1.2575	1.2575	1.2608
S1	1.2446	1.2446	1.2605	1.2511
S2	1.2257	1.2257	1.2576
S3	1.1939	1.2128	1.2547
S4	1.1621	1.1810	1.2459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2705	1.2387	0.0318	2.5%	0.0147	1.2%	78%	True	False	470
10	1.2705	1.2180	0.0525	4.2%	0.0134	1.1%	86%	True	False	528
20	1.2705	1.2119	0.0586	4.6%	0.0116	0.9%	88%	True	False	495
40	1.3165	1.2119	0.1046	8.3%	0.0127	1.0%	49%	False	False	392

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	0.0028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3326
2.618	1.3087
1.618	1.2941
1.000	1.2851
0.618	1.2795
HIGH	1.2705
0.618	1.2649
0.500	1.2632
0.382	1.2615
LOW	1.2559
0.618	1.2469
1.000	1.2413
1.618	1.2323
2.618	1.2177
4.250	1.1939

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	1.2633	1.2605
PP	1.2633	1.2575
S1	1.2632	1.2546

Download as Excel Spreadsheet

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

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