CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	1.2521	1.2488	-0.0033	-0.3%	1.2524
High	1.2542	1.2595	0.0053	0.4%	1.2582
Low	1.2460	1.2463	0.0003	0.0%	1.2420
Close	1.2492	1.2576	0.0084	0.7%	1.2447
Range	0.0082	0.0132	0.0050	61.0%	0.0162
ATR	0.0111	0.0112	0.0002	1.4%	0.0000
Volume	433	1,505	1,072	247.6%	1,823

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2941	1.2890	1.2649
R3	1.2809	1.2758	1.2612
R2	1.2677	1.2677	1.2600
R1	1.2626	1.2626	1.2588	1.2652
PP	1.2545	1.2545	1.2545	1.2557
S1	1.2494	1.2494	1.2564	1.2520
S2	1.2413	1.2413	1.2552
S3	1.2281	1.2362	1.2540
S4	1.2149	1.2230	1.2503

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	1.2595	1.2423	0.0172	1.4%	0.0096	0.8%	89%	True	False	634
10	1.2616	1.2420	0.0196	1.6%	0.0090	0.7%	80%	False	False	504
20	1.2744	1.2384	0.0360	2.9%	0.0108	0.9%	53%	False	False	420
40	1.2744	1.2035	0.0709	5.6%	0.0125	1.0%	76%	False	False	345

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 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3156
2.618	1.2941
1.618	1.2809
1.000	1.2727
0.618	1.2677
HIGH	1.2595
0.618	1.2545
0.500	1.2529
0.382	1.2513
LOW	1.2463
0.618	1.2381
1.000	1.2331
1.618	1.2249
2.618	1.2117
4.250	1.1902

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	1.2560	1.2556
PP	1.2545	1.2536
S1	1.2529	1.2516

Download as Excel Spreadsheet

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

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