CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	1.2218	1.2237	0.0019	0.2%	1.2335
High	1.2236	1.2320	0.0084	0.7%	1.2479
Low	1.2157	1.2087	-0.0070	-0.6%	1.2248
Close	1.2211	1.2256	0.0045	0.4%	1.2325
Range	0.0079	0.0233	0.0154	194.9%	0.0231
ATR	0.0119	0.0127	0.0008	6.9%	0.0000
Volume	107	224	117	109.3%	480

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2920	1.2821	1.2384
R3	1.2687	1.2588	1.2320
R2	1.2454	1.2454	1.2299
R1	1.2355	1.2355	1.2277	1.2405
PP	1.2221	1.2221	1.2221	1.2246
S1	1.2122	1.2122	1.2235	1.2172
S2	1.1988	1.1988	1.2213
S3	1.1755	1.1889	1.2192
S4	1.1522	1.1656	1.2128

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3044	1.2915	1.2452
R3	1.2813	1.2684	1.2389
R2	1.2582	1.2582	1.2367
R1	1.2453	1.2453	1.2346	1.2402
PP	1.2351	1.2351	1.2351	1.2325
S1	1.2222	1.2222	1.2304	1.2171
S2	1.2120	1.2120	1.2283
S3	1.1889	1.1991	1.2261
S4	1.1658	1.1760	1.2198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2479	1.2087	0.0392	3.2%	0.0157	1.3%	43%	False	True	126
10	1.2479	1.2087	0.0392	3.2%	0.0131	1.1%	43%	False	True	150
20	1.2780	1.2087	0.0693	5.7%	0.0118	1.0%	24%	False	True	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.3310
2.618	1.2930
1.618	1.2697
1.000	1.2553
0.618	1.2464
HIGH	1.2320
0.618	1.2231
0.500	1.2204
0.382	1.2176
LOW	1.2087
0.618	1.1943
1.000	1.1854
1.618	1.1710
2.618	1.1477
4.250	1.1097

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	1.2239	1.2239
PP	1.2221	1.2221
S1	1.2204	1.2204

Download as Excel Spreadsheet

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

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