CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	1.2612	1.2540	-0.0072	-0.6%	1.2425
High	1.2641	1.2634	-0.0007	-0.1%	1.2718
Low	1.2508	1.2453	-0.0055	-0.4%	1.2425
Close	1.2526	1.2622	0.0096	0.8%	1.2601
Range	0.0133	0.0181	0.0048	36.1%	0.0293
ATR	0.0137	0.0140	0.0003	2.3%	0.0000
Volume	175	490	315	180.0%	1,560

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3113	1.3048	1.2722
R3	1.2932	1.2867	1.2672
R2	1.2751	1.2751	1.2655
R1	1.2686	1.2686	1.2639	1.2719
PP	1.2570	1.2570	1.2570	1.2586
S1	1.2505	1.2505	1.2605	1.2538
S2	1.2389	1.2389	1.2589
S3	1.2208	1.2324	1.2572
S4	1.2027	1.2143	1.2522

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3460	1.3324	1.2762
R3	1.3167	1.3031	1.2682
R2	1.2874	1.2874	1.2655
R1	1.2738	1.2738	1.2628	1.2806
PP	1.2581	1.2581	1.2581	1.2616
S1	1.2445	1.2445	1.2574	1.2513
S2	1.2288	1.2288	1.2547
S3	1.1995	1.2152	1.2520
S4	1.1702	1.1859	1.2440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2718	1.2453	0.0265	2.1%	0.0133	1.1%	64%	False	True	373
10	1.2718	1.2299	0.0419	3.3%	0.0131	1.0%	77%	False	False	311
20	1.2718	1.2035	0.0683	5.4%	0.0151	1.2%	86%	False	False	304
40	1.2831	1.2035	0.0796	6.3%	0.0126	1.0%	74%	False	False	189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3403
2.618	1.3108
1.618	1.2927
1.000	1.2815
0.618	1.2746
HIGH	1.2634
0.618	1.2565
0.500	1.2544
0.382	1.2522
LOW	1.2453
0.618	1.2341
1.000	1.2272
1.618	1.2160
2.618	1.1979
4.250	1.1684

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	1.2596	1.2598
PP	1.2570	1.2574
S1	1.2544	1.2551

Download as Excel Spreadsheet

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

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