CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	1.2889	1.2877	-0.0012	-0.1%	1.2820
High	1.2909	1.2946	0.0037	0.3%	1.2929
Low	1.2851	1.2861	0.0010	0.1%	1.2775
Close	1.2884	1.2912	0.0028	0.2%	1.2884
Range	0.0058	0.0085	0.0027	46.6%	0.0154
ATR	0.0094	0.0093	-0.0001	-0.7%	0.0000
Volume	85,009	76,722	-8,287	-9.7%	474,863

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3161	1.3122	1.2959
R3	1.3076	1.3037	1.2935
R2	1.2991	1.2991	1.2928
R1	1.2952	1.2952	1.2920	1.2972
PP	1.2906	1.2906	1.2906	1.2916
S1	1.2867	1.2867	1.2904	1.2887
S2	1.2821	1.2821	1.2896
S3	1.2736	1.2782	1.2889
S4	1.2651	1.2697	1.2865

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3325	1.3258	1.2969
R3	1.3171	1.3104	1.2926
R2	1.3017	1.3017	1.2912
R1	1.2950	1.2950	1.2898	1.2984
PP	1.2863	1.2863	1.2863	1.2879
S1	1.2796	1.2796	1.2870	1.2830
S2	1.2709	1.2709	1.2856
S3	1.2555	1.2642	1.2842
S4	1.2401	1.2488	1.2799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2946	1.2775	0.0171	1.3%	0.0096	0.7%	80%	True	False	110,317
10	1.3053	1.2775	0.0278	2.2%	0.0096	0.7%	49%	False	False	111,370
20	1.3059	1.2775	0.0284	2.2%	0.0090	0.7%	48%	False	False	107,575
40	1.3059	1.2386	0.0673	5.2%	0.0092	0.7%	78%	False	False	104,958
60	1.3059	1.2138	0.0921	7.1%	0.0095	0.7%	84%	False	False	105,192
80	1.3059	1.2138	0.0921	7.1%	0.0094	0.7%	84%	False	False	83,397
100	1.3059	1.2035	0.1024	7.9%	0.0105	0.8%	86%	False	False	66,792
120	1.3059	1.2035	0.1024	7.9%	0.0105	0.8%	86%	False	False	55,678

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3307
2.618	1.3169
1.618	1.3084
1.000	1.3031
0.618	1.2999
HIGH	1.2946
0.618	1.2914
0.500	1.2904
0.382	1.2893
LOW	1.2861
0.618	1.2808
1.000	1.2776
1.618	1.2723
2.618	1.2638
4.250	1.2500

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	1.2909	1.2905
PP	1.2906	1.2898
S1	1.2904	1.2891

Download as Excel Spreadsheet

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

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