CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	1.2349	1.2278	-0.0071	-0.6%	1.2507
High	1.2351	1.2321	-0.0030	-0.2%	1.2547
Low	1.2258	1.2259	0.0001	0.0%	1.2286
Close	1.2277	1.2304	0.0027	0.2%	1.2328
Range	0.0093	0.0062	-0.0031	-33.3%	0.0261
ATR	0.0110	0.0106	-0.0003	-3.1%	0.0000
Volume	10	321	311	3,110.0%	300

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2481	1.2454	1.2338
R3	1.2419	1.2392	1.2321
R2	1.2357	1.2357	1.2315
R1	1.2330	1.2330	1.2310	1.2344
PP	1.2295	1.2295	1.2295	1.2301
S1	1.2268	1.2268	1.2298	1.2282
S2	1.2233	1.2233	1.2293
S3	1.2171	1.2206	1.2287
S4	1.2109	1.2144	1.2270

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	1.2433	1.2258	0.0175	1.4%	0.0073	0.6%	26%	False	False	77
10	1.2616	1.2258	0.0358	2.9%	0.0096	0.8%	13%	False	False	103
20	1.2831	1.2258	0.0573	4.7%	0.0103	0.8%	8%	False	False	65

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2585
2.618	1.2483
1.618	1.2421
1.000	1.2383
0.618	1.2359
HIGH	1.2321
0.618	1.2297
0.500	1.2290
0.382	1.2283
LOW	1.2259
0.618	1.2221
1.000	1.2197
1.618	1.2159
2.618	1.2097
4.250	1.1996

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	1.2299	1.2305
PP	1.2295	1.2304
S1	1.2290	1.2304

Download as Excel Spreadsheet

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

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