CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	1.2619	1.2709	0.0090	0.7%	1.2425
High	1.2719	1.2744	0.0025	0.2%	1.2718
Low	1.2583	1.2556	-0.0027	-0.2%	1.2425
Close	1.2716	1.2562	-0.0154	-1.2%	1.2601
Range	0.0136	0.0188	0.0052	38.2%	0.0293
ATR	0.0140	0.0143	0.0003	2.4%	0.0000
Volume	343	639	296	86.3%	1,560

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3185	1.3061	1.2665
R3	1.2997	1.2873	1.2614
R2	1.2809	1.2809	1.2596
R1	1.2685	1.2685	1.2579	1.2653
PP	1.2621	1.2621	1.2621	1.2605
S1	1.2497	1.2497	1.2545	1.2465
S2	1.2433	1.2433	1.2528
S3	1.2245	1.2309	1.2510
S4	1.2057	1.2121	1.2459

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	1.2744	1.2453	0.0291	2.3%	0.0145	1.2%	37%	True	False	382
10	1.2744	1.2308	0.0436	3.5%	0.0139	1.1%	58%	True	False	333
20	1.2744	1.2035	0.0709	5.6%	0.0156	1.2%	74%	True	False	339
40	1.2831	1.2035	0.0796	6.3%	0.0128	1.0%	66%	False	False	213

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	0.0031
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.3543
2.618	1.3236
1.618	1.3048
1.000	1.2932
0.618	1.2860
HIGH	1.2744
0.618	1.2672
0.500	1.2650
0.382	1.2628
LOW	1.2556
0.618	1.2440
1.000	1.2368
1.618	1.2252
2.618	1.2064
4.250	1.1757

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	1.2650	1.2599
PP	1.2621	1.2586
S1	1.2591	1.2574

Download as Excel Spreadsheet

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

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