CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 04-May-2017

Day Change Summary
	Previous	Current
	03-May-2017	04-May-2017	Change	Change %	Previous Week
Open	1.2990	1.2926	-0.0064	-0.5%	1.2859
High	1.2998	1.2980	-0.0018	-0.1%	1.3016
Low	1.2917	1.2881	-0.0036	-0.3%	1.2824
Close	1.2939	1.2970	0.0031	0.2%	1.2999
Range	0.0081	0.0099	0.0018	22.2%	0.0192
ATR	0.0088	0.0088	0.0001	0.9%	0.0000
Volume	225	131	-94	-41.8%	919

Daily Pivots for day following 04-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3241	1.3204	1.3024
R3	1.3142	1.3105	1.2997
R2	1.3043	1.3043	1.2988
R1	1.3006	1.3006	1.2979	1.3025
PP	1.2944	1.2944	1.2944	1.2953
S1	1.2907	1.2907	1.2961	1.2926
S2	1.2845	1.2845	1.2952
S3	1.2746	1.2808	1.2943
S4	1.2647	1.2709	1.2916

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	1.2881	0.0135	1.0%	0.0076	0.6%	66%	False	True	155
10	1.3016	1.2809	0.0207	1.6%	0.0071	0.5%	78%	False	False	165
20	1.3016	1.2420	0.0596	4.6%	0.0088	0.7%	92%	False	False	142
40	1.3016	1.2177	0.0839	6.5%	0.0092	0.7%	95%	False	False	104

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.3401
2.618	1.3239
1.618	1.3140
1.000	1.3079
0.618	1.3041
HIGH	1.2980
0.618	1.2942
0.500	1.2931
0.382	1.2919
LOW	1.2881
0.618	1.2820
1.000	1.2782
1.618	1.2721
2.618	1.2622
4.250	1.2460

Fisher Pivots for day following 04-May-2017
Pivot	1 day	3 day
R1	1.2957	1.2960
PP	1.2944	1.2950
S1	1.2931	1.2940

Download as Excel Spreadsheet

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

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