CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	1.2957	1.2990	0.0033	0.3%	1.2859
High	1.2990	1.2998	0.0008	0.1%	1.3016
Low	1.2916	1.2917	0.0001	0.0%	1.2824
Close	1.2983	1.2939	-0.0044	-0.3%	1.2999
Range	0.0074	0.0081	0.0007	9.5%	0.0192
ATR	0.0088	0.0088	-0.0001	-0.6%	0.0000
Volume	263	225	-38	-14.4%	919

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3194	1.3148	1.2984
R3	1.3113	1.3067	1.2961
R2	1.3032	1.3032	1.2954
R1	1.2986	1.2986	1.2946	1.2969
PP	1.2951	1.2951	1.2951	1.2943
S1	1.2905	1.2905	1.2932	1.2888
S2	1.2870	1.2870	1.2924
S3	1.2789	1.2824	1.2917
S4	1.2708	1.2743	1.2894

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3522	1.3453	1.3105
R3	1.3330	1.3261	1.3052
R2	1.3138	1.3138	1.3034
R1	1.3069	1.3069	1.3017	1.3104
PP	1.2946	1.2946	1.2946	1.2964
S1	1.2877	1.2877	1.2981	1.2912
S2	1.2754	1.2754	1.2964
S3	1.2562	1.2685	1.2946
S4	1.2370	1.2493	1.2893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3016	1.2894	0.0122	0.9%	0.0071	0.5%	37%	False	False	190
10	1.3016	1.2809	0.0207	1.6%	0.0068	0.5%	63%	False	False	161
20	1.3016	1.2420	0.0596	4.6%	0.0087	0.7%	87%	False	False	144
40	1.3016	1.2177	0.0839	6.5%	0.0092	0.7%	91%	False	False	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3342
2.618	1.3210
1.618	1.3129
1.000	1.3079
0.618	1.3048
HIGH	1.2998
0.618	1.2967
0.500	1.2958
0.382	1.2948
LOW	1.2917
0.618	1.2867
1.000	1.2836
1.618	1.2786
2.618	1.2705
4.250	1.2573

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	1.2958	1.2957
PP	1.2951	1.2951
S1	1.2945	1.2945

Download as Excel Spreadsheet

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

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