CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	1.2425	1.2576	0.0151	1.2%	1.2103
High	1.2583	1.2587	0.0004	0.0%	1.2461
Low	1.2425	1.2464	0.0039	0.3%	1.2035
Close	1.2547	1.2547	0.0000	0.0%	1.2425
Range	0.0158	0.0123	-0.0035	-22.2%	0.0426
ATR	0.0144	0.0143	-0.0002	-1.1%	0.0000
Volume	134	223	89	66.4%	2,458

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2902	1.2847	1.2615
R3	1.2779	1.2724	1.2581
R2	1.2656	1.2656	1.2570
R1	1.2601	1.2601	1.2558	1.2567
PP	1.2533	1.2533	1.2533	1.2516
S1	1.2478	1.2478	1.2536	1.2444
S2	1.2410	1.2410	1.2524
S3	1.2287	1.2355	1.2513
S4	1.2164	1.2232	1.2479

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3585	1.3431	1.2659
R3	1.3159	1.3005	1.2542
R2	1.2733	1.2733	1.2503
R1	1.2579	1.2579	1.2464	1.2656
PP	1.2307	1.2307	1.2307	1.2346
S1	1.2153	1.2153	1.2386	1.2230
S2	1.1881	1.1881	1.2347
S3	1.1455	1.1727	1.2308
S4	1.1029	1.1301	1.2191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2587	1.2299	0.0288	2.3%	0.0128	1.0%	86%	True	False	250
10	1.2587	1.2035	0.0552	4.4%	0.0165	1.3%	93%	True	False	362
20	1.2587	1.2035	0.0552	4.4%	0.0138	1.1%	93%	True	False	240

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3110
2.618	1.2909
1.618	1.2786
1.000	1.2710
0.618	1.2663
HIGH	1.2587
0.618	1.2540
0.500	1.2526
0.382	1.2511
LOW	1.2464
0.618	1.2388
1.000	1.2341
1.618	1.2265
2.618	1.2142
4.250	1.1941

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	1.2540	1.2514
PP	1.2533	1.2481
S1	1.2526	1.2448

Download as Excel Spreadsheet

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

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