CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	1.2344	1.2322	-0.0022	-0.2%	1.2507
High	1.2354	1.2343	-0.0011	-0.1%	1.2547
Low	1.2286	1.2298	0.0012	0.1%	1.2286
Close	1.2328	1.2329	0.0001	0.0%	1.2328
Range	0.0068	0.0045	-0.0023	-33.8%	0.0261
ATR	0.0116	0.0111	-0.0005	-4.4%	0.0000
Volume	17	4	-13	-76.5%	300

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2458	1.2439	1.2354
R3	1.2413	1.2394	1.2341
R2	1.2368	1.2368	1.2337
R1	1.2349	1.2349	1.2333	1.2359
PP	1.2323	1.2323	1.2323	1.2328
S1	1.2304	1.2304	1.2325	1.2314
S2	1.2278	1.2278	1.2321
S3	1.2233	1.2259	1.2317
S4	1.2188	1.2214	1.2304

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3170	1.3010	1.2472
R3	1.2909	1.2749	1.2400
R2	1.2648	1.2648	1.2376
R1	1.2488	1.2488	1.2352	1.2438
PP	1.2387	1.2387	1.2387	1.2362
S1	1.2227	1.2227	1.2304	1.2177
S2	1.2126	1.2126	1.2280
S3	1.1865	1.1966	1.2256
S4	1.1604	1.1705	1.2184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2464	1.2286	0.0178	1.4%	0.0073	0.6%	24%	False	False	36
10	1.2780	1.2286	0.0494	4.0%	0.0105	0.9%	9%	False	False	83
20	1.2831	1.2286	0.0545	4.4%	0.0106	0.9%	8%	False	False	52

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.2534
2.618	1.2461
1.618	1.2416
1.000	1.2388
0.618	1.2371
HIGH	1.2343
0.618	1.2326
0.500	1.2321
0.382	1.2315
LOW	1.2298
0.618	1.2270
1.000	1.2253
1.618	1.2225
2.618	1.2180
4.250	1.2107

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	1.2326	1.2360
PP	1.2323	1.2349
S1	1.2321	1.2339

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

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