CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	1.2550	1.2478	-0.0072	-0.6%	1.2506
High	1.2560	1.2536	-0.0024	-0.2%	1.2705
Low	1.2412	1.2444	0.0032	0.3%	1.2387
Close	1.2503	1.2474	-0.0029	-0.2%	1.2634
Range	0.0148	0.0092	-0.0056	-37.8%	0.0318
ATR	0.0134	0.0131	-0.0003	-2.3%	0.0000
Volume	4,624	418	-4,206	-91.0%	2,350

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2761	1.2709	1.2525
R3	1.2669	1.2617	1.2499
R2	1.2577	1.2577	1.2491
R1	1.2525	1.2525	1.2482	1.2505
PP	1.2485	1.2485	1.2485	1.2475
S1	1.2433	1.2433	1.2466	1.2413
S2	1.2393	1.2393	1.2457
S3	1.2301	1.2341	1.2449
S4	1.2209	1.2249	1.2423

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	1.2411	0.0294	2.4%	0.0144	1.2%	21%	False	False	1,213
10	1.2705	1.2333	0.0372	3.0%	0.0140	1.1%	38%	False	False	983
20	1.2705	1.2119	0.0586	4.7%	0.0120	1.0%	61%	False	False	731
40	1.3165	1.2119	0.1046	8.4%	0.0129	1.0%	34%	False	False	519

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

Fibonacci Retracements and Extensions
4.250	1.2927
2.618	1.2777
1.618	1.2685
1.000	1.2628
0.618	1.2593
HIGH	1.2536
0.618	1.2501
0.500	1.2490
0.382	1.2479
LOW	1.2444
0.618	1.2387
1.000	1.2352
1.618	1.2295
2.618	1.2203
4.250	1.2053

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	1.2490	1.2509
PP	1.2485	1.2497
S1	1.2479	1.2486

Download as Excel Spreadsheet

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

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