CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 13-Apr-2017

Day Change Summary
	Previous	Current
	12-Apr-2017	13-Apr-2017	Change	Change %	Previous Week
Open	1.2538	1.2599	0.0061	0.5%	1.2604
High	1.2599	1.2625	0.0026	0.2%	1.2607
Low	1.2534	1.2555	0.0021	0.2%	1.2420
Close	1.2545	1.2570	0.0025	0.2%	1.2434
Range	0.0065	0.0070	0.0005	7.7%	0.0187
ATR	0.0088	0.0088	-0.0001	-0.7%	0.0000
Volume	73	128	55	75.3%	473

Daily Pivots for day following 13-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2793	1.2752	1.2609
R3	1.2723	1.2682	1.2589
R2	1.2653	1.2653	1.2583
R1	1.2612	1.2612	1.2576	1.2598
PP	1.2583	1.2583	1.2583	1.2576
S1	1.2542	1.2542	1.2564	1.2528
S2	1.2513	1.2513	1.2557
S3	1.2443	1.2472	1.2551
S4	1.2373	1.2402	1.2532

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3048	1.2928	1.2537
R3	1.2861	1.2741	1.2485
R2	1.2674	1.2674	1.2468
R1	1.2554	1.2554	1.2451	1.2521
PP	1.2487	1.2487	1.2487	1.2470
S1	1.2367	1.2367	1.2417	1.2334
S2	1.2300	1.2300	1.2400
S3	1.2113	1.2180	1.2383
S4	1.1926	1.1993	1.2331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2625	1.2420	0.0205	1.6%	0.0077	0.6%	73%	True	False	84
10	1.2625	1.2420	0.0205	1.6%	0.0080	0.6%	73%	True	False	82
20	1.2671	1.2387	0.0284	2.3%	0.0090	0.7%	64%	False	False	67

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2923
2.618	1.2808
1.618	1.2738
1.000	1.2695
0.618	1.2668
HIGH	1.2625
0.618	1.2598
0.500	1.2590
0.382	1.2582
LOW	1.2555
0.618	1.2512
1.000	1.2485
1.618	1.2442
2.618	1.2372
4.250	1.2258

Fisher Pivots for day following 13-Apr-2017
Pivot	1 day	3 day
R1	1.2590	1.2561
PP	1.2583	1.2551
S1	1.2577	1.2542

Download as Excel Spreadsheet

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

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