CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	1.2519	1.2523	0.0004	0.0%	1.2612
High	1.2534	1.2581	0.0047	0.4%	1.2744
Low	1.2465	1.2384	-0.0081	-0.6%	1.2453
Close	1.2506	1.2555	0.0049	0.4%	1.2520
Range	0.0069	0.0197	0.0128	185.5%	0.0291
ATR	0.0134	0.0138	0.0005	3.4%	0.0000
Volume	146	566	420	287.7%	1,888

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3098	1.3023	1.2663
R3	1.2901	1.2826	1.2609
R2	1.2704	1.2704	1.2591
R1	1.2629	1.2629	1.2573	1.2667
PP	1.2507	1.2507	1.2507	1.2525
S1	1.2432	1.2432	1.2537	1.2470
S2	1.2310	1.2310	1.2519
S3	1.2113	1.2235	1.2501
S4	1.1916	1.2038	1.2447

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	1.2384	0.0360	2.9%	0.0133	1.1%	48%	False	True	387
10	1.2744	1.2384	0.0360	2.9%	0.0133	1.1%	48%	False	True	380
20	1.2744	1.2035	0.0709	5.6%	0.0149	1.2%	73%	False	False	371
40	1.2780	1.2035	0.0745	5.9%	0.0128	1.0%	70%	False	False	236

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	0.0035
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.3418
2.618	1.3097
1.618	1.2900
1.000	1.2778
0.618	1.2703
HIGH	1.2581
0.618	1.2506
0.500	1.2483
0.382	1.2459
LOW	1.2384
0.618	1.2262
1.000	1.2187
1.618	1.2065
2.618	1.1868
4.250	1.1547

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	1.2531	1.2531
PP	1.2507	1.2507
S1	1.2483	1.2483

Download as Excel Spreadsheet

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

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