CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 17-Feb-2017

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	1.2496	1.2520	0.0024	0.2%	1.2524
High	1.2556	1.2544	-0.0012	-0.1%	1.2582
Low	1.2490	1.2423	-0.0067	-0.5%	1.2420
Close	1.2531	1.2447	-0.0084	-0.7%	1.2447
Range	0.0066	0.0121	0.0055	83.3%	0.0162
ATR	0.0115	0.0116	0.0000	0.3%	0.0000
Volume	322	333	11	3.4%	1,823

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2834	1.2762	1.2514
R3	1.2713	1.2641	1.2480
R2	1.2592	1.2592	1.2469
R1	1.2520	1.2520	1.2458	1.2496
PP	1.2471	1.2471	1.2471	1.2459
S1	1.2399	1.2399	1.2436	1.2375
S2	1.2350	1.2350	1.2425
S3	1.2229	1.2278	1.2414
S4	1.2108	1.2157	1.2380

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2969	1.2870	1.2536
R3	1.2807	1.2708	1.2492
R2	1.2645	1.2645	1.2477
R1	1.2546	1.2546	1.2462	1.2515
PP	1.2483	1.2483	1.2483	1.2467
S1	1.2384	1.2384	1.2432	1.2353
S2	1.2321	1.2321	1.2417
S3	1.2159	1.2222	1.2402
S4	1.1997	1.2060	1.2358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2582	1.2420	0.0162	1.3%	0.0089	0.7%	17%	False	False	364
10	1.2616	1.2384	0.0232	1.9%	0.0095	0.8%	27%	False	False	342
20	1.2744	1.2384	0.0360	2.9%	0.0115	0.9%	18%	False	False	343
40	1.2744	1.2035	0.0709	5.7%	0.0123	1.0%	58%	False	False	286

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	0.0021
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3058
2.618	1.2861
1.618	1.2740
1.000	1.2665
0.618	1.2619
HIGH	1.2544
0.618	1.2498
0.500	1.2484
0.382	1.2469
LOW	1.2423
0.618	1.2348
1.000	1.2302
1.618	1.2227
2.618	1.2106
4.250	1.1909

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	1.2484	1.2488
PP	1.2471	1.2474
S1	1.2459	1.2461

Download as Excel Spreadsheet

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

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