CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	1.2335	1.2285	-0.0050	-0.4%	1.2322
High	1.2352	1.2399	0.0047	0.4%	1.2436
Low	1.2248	1.2270	0.0022	0.2%	1.2258
Close	1.2284	1.2363	0.0079	0.6%	1.2388
Range	0.0104	0.0129	0.0025	24.0%	0.0178
ATR	0.0111	0.0112	0.0001	1.2%	0.0000
Volume	122	164	42	34.4%	585

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2731	1.2676	1.2434
R3	1.2602	1.2547	1.2398
R2	1.2473	1.2473	1.2387
R1	1.2418	1.2418	1.2375	1.2446
PP	1.2344	1.2344	1.2344	1.2358
S1	1.2289	1.2289	1.2351	1.2317
S2	1.2215	1.2215	1.2339
S3	1.2086	1.2160	1.2328
S4	1.1957	1.2031	1.2292

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2895	1.2819	1.2486
R3	1.2717	1.2641	1.2437
R2	1.2539	1.2539	1.2421
R1	1.2463	1.2463	1.2404	1.2501
PP	1.2361	1.2361	1.2361	1.2380
S1	1.2285	1.2285	1.2372	1.2323
S2	1.2183	1.2183	1.2355
S3	1.2005	1.2107	1.2339
S4	1.1827	1.1929	1.2290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2436	1.2248	0.0188	1.5%	0.0106	0.9%	61%	False	False	173
10	1.2464	1.2248	0.0216	1.7%	0.0090	0.7%	53%	False	False	105
20	1.2831	1.2248	0.0583	4.7%	0.0101	0.8%	20%	False	False	87

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2947
2.618	1.2737
1.618	1.2608
1.000	1.2528
0.618	1.2479
HIGH	1.2399
0.618	1.2350
0.500	1.2335
0.382	1.2319
LOW	1.2270
0.618	1.2190
1.000	1.2141
1.618	1.2061
2.618	1.1932
4.250	1.1722

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	1.2354	1.2356
PP	1.2344	1.2349
S1	1.2335	1.2342

Download as Excel Spreadsheet

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

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