CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	1.2572	1.2690	0.0118	0.9%	1.2103
High	1.2682	1.2718	0.0036	0.3%	1.2461
Low	1.2537	1.2602	0.0065	0.5%	1.2035
Close	1.2671	1.2653	-0.0018	-0.1%	1.2425
Range	0.0145	0.0116	-0.0029	-20.0%	0.0426
ATR	0.0143	0.0141	-0.0002	-1.3%	0.0000
Volume	628	309	-319	-50.8%	2,458

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3006	1.2945	1.2717
R3	1.2890	1.2829	1.2685
R2	1.2774	1.2774	1.2674
R1	1.2713	1.2713	1.2664	1.2686
PP	1.2658	1.2658	1.2658	1.2644
S1	1.2597	1.2597	1.2642	1.2570
S2	1.2542	1.2542	1.2632
S3	1.2426	1.2481	1.2621
S4	1.2310	1.2365	1.2589

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	1.2718	1.2308	0.0410	3.2%	0.0132	1.0%	84%	True	False	284
10	1.2718	1.2035	0.0683	5.4%	0.0160	1.3%	90%	True	False	423
20	1.2718	1.2035	0.0683	5.4%	0.0146	1.2%	90%	True	False	286
40	1.2831	1.2035	0.0796	6.3%	0.0126	1.0%	78%	False	False	169

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	False
Bull Hook	True
Stretch	0.0024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3211
2.618	1.3022
1.618	1.2906
1.000	1.2834
0.618	1.2790
HIGH	1.2718
0.618	1.2674
0.500	1.2660
0.382	1.2646
LOW	1.2602
0.618	1.2530
1.000	1.2486
1.618	1.2414
2.618	1.2298
4.250	1.2109

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	1.2660	1.2632
PP	1.2658	1.2612
S1	1.2655	1.2591

Download as Excel Spreadsheet

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

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