CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 10-May-2017

Day Change Summary
	Previous	Current
	09-May-2017	10-May-2017	Change	Change %	Previous Week
Open	1.2996	1.2996	0.0000	0.0%	1.2975
High	1.3008	1.3036	0.0028	0.2%	1.3034
Low	1.2953	1.2979	0.0026	0.2%	1.2881
Close	1.2976	1.2992	0.0016	0.1%	1.3024
Range	0.0055	0.0057	0.0002	3.6%	0.0153
ATR	0.0084	0.0082	-0.0002	-2.0%	0.0000
Volume	46	241	195	423.9%	1,436

Daily Pivots for day following 10-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3173	1.3140	1.3023
R3	1.3116	1.3083	1.3008
R2	1.3059	1.3059	1.3002
R1	1.3026	1.3026	1.2997	1.3014
PP	1.3002	1.3002	1.3002	1.2997
S1	1.2969	1.2969	1.2987	1.2957
S2	1.2945	1.2945	1.2982
S3	1.2888	1.2912	1.2976
S4	1.2831	1.2855	1.2961

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3439	1.3384	1.3108
R3	1.3286	1.3231	1.3066
R2	1.3133	1.3133	1.3052
R1	1.3078	1.3078	1.3038	1.3106
PP	1.2980	1.2980	1.2980	1.2993
S1	1.2925	1.2925	1.3010	1.2953
S2	1.2827	1.2827	1.2996
S3	1.2674	1.2772	1.2982
S4	1.2521	1.2619	1.2940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3036	1.2881	0.0155	1.2%	0.0070	0.5%	72%	True	False	267
10	1.3036	1.2881	0.0155	1.2%	0.0070	0.5%	72%	True	False	229
20	1.3036	1.2534	0.0502	3.9%	0.0085	0.7%	91%	True	False	190
40	1.3036	1.2213	0.0823	6.3%	0.0092	0.7%	95%	True	False	127

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3278
2.618	1.3185
1.618	1.3128
1.000	1.3093
0.618	1.3071
HIGH	1.3036
0.618	1.3014
0.500	1.3008
0.382	1.3001
LOW	1.2979
0.618	1.2944
1.000	1.2922
1.618	1.2887
2.618	1.2830
4.250	1.2737

Fisher Pivots for day following 10-May-2017
Pivot	1 day	3 day
R1	1.3008	1.2995
PP	1.3002	1.2994
S1	1.2997	1.2993

Download as Excel Spreadsheet

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

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