CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 19-Jan-2017

Day Change Summary
	Previous	Current
	18-Jan-2017	19-Jan-2017	Change	Change %	Previous Week
Open	1.2452	1.2300	-0.0152	-1.2%	1.2310
High	1.2454	1.2390	-0.0064	-0.5%	1.2362
Low	1.2301	1.2299	-0.0002	0.0%	1.2087
Close	1.2333	1.2382	0.0049	0.4%	1.2232
Range	0.0153	0.0091	-0.0062	-40.5%	0.0275
ATR	0.0149	0.0145	-0.0004	-2.8%	0.0000
Volume	296	468	172	58.1%	921

Daily Pivots for day following 19-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2630	1.2597	1.2432
R3	1.2539	1.2506	1.2407
R2	1.2448	1.2448	1.2399
R1	1.2415	1.2415	1.2390	1.2432
PP	1.2357	1.2357	1.2357	1.2365
S1	1.2324	1.2324	1.2374	1.2341
S2	1.2266	1.2266	1.2365
S3	1.2175	1.2233	1.2357
S4	1.2084	1.2142	1.2332

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3052	1.2917	1.2383
R3	1.2777	1.2642	1.2308
R2	1.2502	1.2502	1.2282
R1	1.2367	1.2367	1.2257	1.2297
PP	1.2227	1.2227	1.2227	1.2192
S1	1.2092	1.2092	1.2207	1.2022
S2	1.1952	1.1952	1.2182
S3	1.1677	1.1817	1.2156
S4	1.1402	1.1542	1.2081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2461	1.2035	0.0426	3.4%	0.0188	1.5%	81%	False	False	562
10	1.2479	1.2035	0.0444	3.6%	0.0173	1.4%	78%	False	False	344
20	1.2479	1.2035	0.0444	3.6%	0.0131	1.1%	78%	False	False	224

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0033
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2777
2.618	1.2628
1.618	1.2537
1.000	1.2481
0.618	1.2446
HIGH	1.2390
0.618	1.2355
0.500	1.2345
0.382	1.2334
LOW	1.2299
0.618	1.2243
1.000	1.2208
1.618	1.2152
2.618	1.2061
4.250	1.1912

Fisher Pivots for day following 19-Jan-2017
Pivot	1 day	3 day
R1	1.2370	1.2337
PP	1.2357	1.2293
S1	1.2345	1.2248

Download as Excel Spreadsheet

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

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