CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	1.2473	1.2521	0.0048	0.4%	1.2524
High	1.2515	1.2542	0.0027	0.2%	1.2582
Low	1.2437	1.2460	0.0023	0.2%	1.2420
Close	1.2509	1.2492	-0.0017	-0.1%	1.2447
Range	0.0078	0.0082	0.0004	5.1%	0.0162
ATR	0.0113	0.0111	-0.0002	-2.0%	0.0000
Volume	579	433	-146	-25.2%	1,823

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2744	1.2700	1.2537
R3	1.2662	1.2618	1.2515
R2	1.2580	1.2580	1.2507
R1	1.2536	1.2536	1.2500	1.2517
PP	1.2498	1.2498	1.2498	1.2489
S1	1.2454	1.2454	1.2484	1.2435
S2	1.2416	1.2416	1.2477
S3	1.2334	1.2372	1.2469
S4	1.2252	1.2290	1.2447

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	1.2556	1.2420	0.0136	1.1%	0.0089	0.7%	53%	False	False	460
10	1.2616	1.2420	0.0196	1.6%	0.0084	0.7%	37%	False	False	372
20	1.2744	1.2384	0.0360	2.9%	0.0109	0.9%	30%	False	False	376
40	1.2744	1.2035	0.0709	5.7%	0.0123	1.0%	64%	False	False	308

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	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2891
2.618	1.2757
1.618	1.2675
1.000	1.2624
0.618	1.2593
HIGH	1.2542
0.618	1.2511
0.500	1.2501
0.382	1.2491
LOW	1.2460
0.618	1.2409
1.000	1.2378
1.618	1.2327
2.618	1.2245
4.250	1.2112

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	1.2501	1.2489
PP	1.2498	1.2486
S1	1.2495	1.2484

Download as Excel Spreadsheet

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

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