CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 06-Jun-2017

Day Change Summary
	Previous	Current
	05-Jun-2017	06-Jun-2017	Change	Change %	Previous Week
Open	1.2877	1.2906	0.0029	0.2%	1.2820
High	1.2946	1.2955	0.0009	0.1%	1.2929
Low	1.2861	1.2877	0.0016	0.1%	1.2775
Close	1.2912	1.2893	-0.0019	-0.1%	1.2884
Range	0.0085	0.0078	-0.0007	-8.2%	0.0154
ATR	0.0093	0.0092	-0.0001	-1.2%	0.0000
Volume	76,722	93,645	16,923	22.1%	474,863

Daily Pivots for day following 06-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3142	1.3096	1.2936
R3	1.3064	1.3018	1.2914
R2	1.2986	1.2986	1.2907
R1	1.2940	1.2940	1.2900	1.2924
PP	1.2908	1.2908	1.2908	1.2901
S1	1.2862	1.2862	1.2886	1.2846
S2	1.2830	1.2830	1.2879
S3	1.2752	1.2784	1.2872
S4	1.2674	1.2706	1.2850

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	1.2955	1.2775	0.0180	1.4%	0.0092	0.7%	66%	True	False	102,742
10	1.3043	1.2775	0.0268	2.1%	0.0096	0.7%	44%	False	False	110,856
20	1.3059	1.2775	0.0284	2.2%	0.0091	0.7%	42%	False	False	108,758
40	1.3059	1.2388	0.0671	5.2%	0.0091	0.7%	75%	False	False	104,164
60	1.3059	1.2138	0.0921	7.1%	0.0096	0.7%	82%	False	False	104,914
80	1.3059	1.2138	0.0921	7.1%	0.0094	0.7%	82%	False	False	84,563
100	1.3059	1.2035	0.1024	7.9%	0.0103	0.8%	84%	False	False	67,727
120	1.3059	1.2035	0.1024	7.9%	0.0106	0.8%	84%	False	False	56,458

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3287
2.618	1.3159
1.618	1.3081
1.000	1.3033
0.618	1.3003
HIGH	1.2955
0.618	1.2925
0.500	1.2916
0.382	1.2907
LOW	1.2877
0.618	1.2829
1.000	1.2799
1.618	1.2751
2.618	1.2673
4.250	1.2546

Fisher Pivots for day following 06-Jun-2017
Pivot	1 day	3 day
R1	1.2916	1.2903
PP	1.2908	1.2900
S1	1.2901	1.2896

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

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