CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	1.2322	1.2349	0.0027	0.2%	1.2507
High	1.2343	1.2351	0.0008	0.1%	1.2547
Low	1.2298	1.2258	-0.0040	-0.3%	1.2286
Close	1.2329	1.2277	-0.0052	-0.4%	1.2328
Range	0.0045	0.0093	0.0048	106.7%	0.0261
ATR	0.0111	0.0110	-0.0001	-1.2%	0.0000
Volume	4	10	6	150.0%	300

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2574	1.2519	1.2328
R3	1.2481	1.2426	1.2303
R2	1.2388	1.2388	1.2294
R1	1.2333	1.2333	1.2286	1.2314
PP	1.2295	1.2295	1.2295	1.2286
S1	1.2240	1.2240	1.2268	1.2221
S2	1.2202	1.2202	1.2260
S3	1.2109	1.2147	1.2251
S4	1.2016	1.2054	1.2226

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	1.2446	1.2258	0.0188	1.5%	0.0073	0.6%	10%	False	True	30
10	1.2777	1.2258	0.0519	4.2%	0.0108	0.9%	4%	False	True	76
20	1.2831	1.2258	0.0573	4.7%	0.0105	0.9%	3%	False	True	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2746
2.618	1.2594
1.618	1.2501
1.000	1.2444
0.618	1.2408
HIGH	1.2351
0.618	1.2315
0.500	1.2305
0.382	1.2294
LOW	1.2258
0.618	1.2201
1.000	1.2165
1.618	1.2108
2.618	1.2015
4.250	1.1863

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	1.2305	1.2306
PP	1.2295	1.2296
S1	1.2286	1.2287

Download as Excel Spreadsheet

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

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