CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 18-Apr-2017

Day Change Summary
	Previous	Current
	17-Apr-2017	18-Apr-2017	Change	Change %	Previous Week
Open	1.2595	1.2608	0.0013	0.1%	1.2430
High	1.2649	1.2959	0.0310	2.5%	1.2625
Low	1.2586	1.2568	-0.0018	-0.1%	1.2422
Close	1.2617	1.2904	0.0287	2.3%	1.2570
Range	0.0063	0.0391	0.0328	520.6%	0.0203
ATR	0.0087	0.0109	0.0022	25.0%	0.0000
Volume	47	459	412	876.6%	267

Daily Pivots for day following 18-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3983	1.3835	1.3119
R3	1.3592	1.3444	1.3012
R2	1.3201	1.3201	1.2976
R1	1.3053	1.3053	1.2940	1.3127
PP	1.2810	1.2810	1.2810	1.2848
S1	1.2662	1.2662	1.2868	1.2736
S2	1.2419	1.2419	1.2832
S3	1.2028	1.2271	1.2796
S4	1.1637	1.1880	1.2689

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3148	1.3062	1.2682
R3	1.2945	1.2859	1.2626
R2	1.2742	1.2742	1.2607
R1	1.2656	1.2656	1.2589	1.2699
PP	1.2539	1.2539	1.2539	1.2561
S1	1.2453	1.2453	1.2551	1.2496
S2	1.2336	1.2336	1.2533
S3	1.2133	1.2250	1.2514
S4	1.1930	1.2047	1.2458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2959	1.2459	0.0500	3.9%	0.0136	1.1%	89%	True	False	148
10	1.2959	1.2420	0.0539	4.2%	0.0104	0.8%	90%	True	False	119
20	1.2959	1.2406	0.0553	4.3%	0.0104	0.8%	90%	True	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1.4621
2.618	1.3983
1.618	1.3592
1.000	1.3350
0.618	1.3201
HIGH	1.2959
0.618	1.2810
0.500	1.2764
0.382	1.2717
LOW	1.2568
0.618	1.2326
1.000	1.2177
1.618	1.1935
2.618	1.1544
4.250	1.0906

Fisher Pivots for day following 18-Apr-2017
Pivot	1 day	3 day
R1	1.2857	1.2855
PP	1.2810	1.2806
S1	1.2764	1.2757

Download as Excel Spreadsheet

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

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