CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 11-May-2017

Day Change Summary
	Previous	Current
	10-May-2017	11-May-2017	Change	Change %	Previous Week
Open	1.2996	1.2989	-0.0007	-0.1%	1.2975
High	1.3036	1.2995	-0.0041	-0.3%	1.3034
Low	1.2979	1.2899	-0.0080	-0.6%	1.2881
Close	1.2992	1.2940	-0.0052	-0.4%	1.3024
Range	0.0057	0.0096	0.0039	68.4%	0.0153
ATR	0.0082	0.0083	0.0001	1.2%	0.0000
Volume	241	306	65	27.0%	1,436

Daily Pivots for day following 11-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3233	1.3182	1.2993
R3	1.3137	1.3086	1.2966
R2	1.3041	1.3041	1.2958
R1	1.2990	1.2990	1.2949	1.2968
PP	1.2945	1.2945	1.2945	1.2933
S1	1.2894	1.2894	1.2931	1.2872
S2	1.2849	1.2849	1.2922
S3	1.2753	1.2798	1.2914
S4	1.2657	1.2702	1.2887

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	1.2899	0.0137	1.1%	0.0069	0.5%	30%	False	True	302
10	1.3036	1.2881	0.0155	1.2%	0.0073	0.6%	38%	False	False	228
20	1.3036	1.2555	0.0481	3.7%	0.0087	0.7%	80%	False	False	202
40	1.3036	1.2306	0.0730	5.6%	0.0090	0.7%	87%	False	False	133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3403
2.618	1.3246
1.618	1.3150
1.000	1.3091
0.618	1.3054
HIGH	1.2995
0.618	1.2958
0.500	1.2947
0.382	1.2936
LOW	1.2899
0.618	1.2840
1.000	1.2803
1.618	1.2744
2.618	1.2648
4.250	1.2491

Fisher Pivots for day following 11-May-2017
Pivot	1 day	3 day
R1	1.2947	1.2968
PP	1.2945	1.2958
S1	1.2942	1.2949

Download as Excel Spreadsheet

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

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