CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	1.2709	1.2562	-0.0147	-1.2%	1.2612
High	1.2744	1.2574	-0.0170	-1.3%	1.2744
Low	1.2556	1.2497	-0.0059	-0.5%	1.2453
Close	1.2562	1.2520	-0.0042	-0.3%	1.2520
Range	0.0188	0.0077	-0.0111	-59.0%	0.0291
ATR	0.0143	0.0139	-0.0005	-3.3%	0.0000
Volume	639	241	-398	-62.3%	1,888

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2761	1.2718	1.2562
R3	1.2684	1.2641	1.2541
R2	1.2607	1.2607	1.2534
R1	1.2564	1.2564	1.2527	1.2547
PP	1.2530	1.2530	1.2530	1.2522
S1	1.2487	1.2487	1.2513	1.2470
S2	1.2453	1.2453	1.2506
S3	1.2376	1.2410	1.2499
S4	1.2299	1.2333	1.2478

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3445	1.3274	1.2680
R3	1.3154	1.2983	1.2600
R2	1.2863	1.2863	1.2573
R1	1.2692	1.2692	1.2547	1.2632
PP	1.2572	1.2572	1.2572	1.2543
S1	1.2401	1.2401	1.2493	1.2341
S2	1.2281	1.2281	1.2467
S3	1.1990	1.2110	1.2440
S4	1.1699	1.1819	1.2360

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%	0.0143	1.1%	23%	False	False	377
10	1.2744	1.2425	0.0319	2.5%	0.0135	1.1%	30%	False	False	344
20	1.2744	1.2035	0.0709	5.7%	0.0151	1.2%	68%	False	False	346
40	1.2780	1.2035	0.0745	6.0%	0.0127	1.0%	65%	False	False	219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0029
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.2901
2.618	1.2776
1.618	1.2699
1.000	1.2651
0.618	1.2622
HIGH	1.2574
0.618	1.2545
0.500	1.2536
0.382	1.2526
LOW	1.2497
0.618	1.2449
1.000	1.2420
1.618	1.2372
2.618	1.2295
4.250	1.2170

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	1.2536	1.2621
PP	1.2530	1.2587
S1	1.2525	1.2554

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

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