CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 26-Apr-2017

Day Change Summary
	Previous	Current
	25-Apr-2017	26-Apr-2017	Change	Change %	Previous Week
Open	1.2855	1.2888	0.0033	0.3%	1.2595
High	1.2896	1.2914	0.0018	0.1%	1.2959
Low	1.2827	1.2858	0.0031	0.2%	1.2568
Close	1.2882	1.2896	0.0014	0.1%	1.2846
Range	0.0069	0.0056	-0.0013	-18.8%	0.0391
ATR	0.0097	0.0094	-0.0003	-3.0%	0.0000
Volume	93	192	99	106.5%	841

Daily Pivots for day following 26-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3057	1.3033	1.2927
R3	1.3001	1.2977	1.2911
R2	1.2945	1.2945	1.2906
R1	1.2921	1.2921	1.2901	1.2933
PP	1.2889	1.2889	1.2889	1.2896
S1	1.2865	1.2865	1.2891	1.2877
S2	1.2833	1.2833	1.2886
S3	1.2777	1.2809	1.2881
S4	1.2721	1.2753	1.2865

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3964	1.3796	1.3061
R3	1.3573	1.3405	1.2954
R2	1.3182	1.3182	1.2918
R1	1.3014	1.3014	1.2882	1.3098
PP	1.2791	1.2791	1.2791	1.2833
S1	1.2623	1.2623	1.2810	1.2707
S2	1.2400	1.2400	1.2774
S3	1.2009	1.2232	1.2738
S4	1.1618	1.1841	1.2631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2914	1.2809	0.0105	0.8%	0.0065	0.5%	83%	True	False	132
10	1.2959	1.2534	0.0425	3.3%	0.0100	0.8%	85%	False	False	152
20	1.2959	1.2420	0.0539	4.2%	0.0094	0.7%	88%	False	False	115

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.3152
2.618	1.3061
1.618	1.3005
1.000	1.2970
0.618	1.2949
HIGH	1.2914
0.618	1.2893
0.500	1.2886
0.382	1.2879
LOW	1.2858
0.618	1.2823
1.000	1.2802
1.618	1.2767
2.618	1.2711
4.250	1.2620

Fisher Pivots for day following 26-Apr-2017
Pivot	1 day	3 day
R1	1.2893	1.2887
PP	1.2889	1.2878
S1	1.2886	1.2869

Download as Excel Spreadsheet

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

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