CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 09-Feb-2017

Day Change Summary
	Previous	Current
	08-Feb-2017	09-Feb-2017	Change	Change %	Previous Week
Open	1.2521	1.2563	0.0042	0.3%	1.2612
High	1.2584	1.2616	0.0032	0.3%	1.2744
Low	1.2513	1.2527	0.0014	0.1%	1.2453
Close	1.2563	1.2531	-0.0032	-0.3%	1.2520
Range	0.0071	0.0089	0.0018	25.4%	0.0291
ATR	0.0133	0.0130	-0.0003	-2.4%	0.0000
Volume	184	356	172	93.5%	1,888

Daily Pivots for day following 09-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2825	1.2767	1.2580
R3	1.2736	1.2678	1.2555
R2	1.2647	1.2647	1.2547
R1	1.2589	1.2589	1.2539	1.2574
PP	1.2558	1.2558	1.2558	1.2550
S1	1.2500	1.2500	1.2523	1.2485
S2	1.2469	1.2469	1.2515
S3	1.2380	1.2411	1.2507
S4	1.2291	1.2322	1.2482

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	1.2616	1.2384	0.0232	1.9%	0.0101	0.8%	63%	True	False	298
10	1.2744	1.2384	0.0360	2.9%	0.0123	1.0%	41%	False	False	340
20	1.2744	1.2035	0.0709	5.7%	0.0141	1.1%	70%	False	False	381
40	1.2780	1.2035	0.0745	5.9%	0.0130	1.0%	67%	False	False	249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2994
2.618	1.2849
1.618	1.2760
1.000	1.2705
0.618	1.2671
HIGH	1.2616
0.618	1.2582
0.500	1.2572
0.382	1.2561
LOW	1.2527
0.618	1.2472
1.000	1.2438
1.618	1.2383
2.618	1.2294
4.250	1.2149

Fisher Pivots for day following 09-Feb-2017
Pivot	1 day	3 day
R1	1.2572	1.2521
PP	1.2558	1.2510
S1	1.2545	1.2500

Download as Excel Spreadsheet

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

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