CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 18-May-2017

Day Change Summary
	Previous	Current
	17-May-2017	18-May-2017	Change	Change %	Previous Week
Open	1.2969	1.3017	0.0048	0.4%	1.3032
High	1.3037	1.3092	0.0055	0.4%	1.3036
Low	1.2954	1.2934	-0.0020	-0.2%	1.2894
Close	1.3003	1.2988	-0.0015	-0.1%	1.2928
Range	0.0083	0.0158	0.0075	90.4%	0.0142
ATR	0.0080	0.0085	0.0006	7.0%	0.0000
Volume	196	661	465	237.2%	1,178

Daily Pivots for day following 18-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3479	1.3391	1.3075
R3	1.3321	1.3233	1.3031
R2	1.3163	1.3163	1.3017
R1	1.3075	1.3075	1.3002	1.3040
PP	1.3005	1.3005	1.3005	1.2987
S1	1.2917	1.2917	1.2974	1.2882
S2	1.2847	1.2847	1.2959
S3	1.2689	1.2759	1.2945
S4	1.2531	1.2601	1.2901

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3379	1.3295	1.3006
R3	1.3237	1.3153	1.2967
R2	1.3095	1.3095	1.2954
R1	1.3011	1.3011	1.2941	1.2982
PP	1.2953	1.2953	1.2953	1.2938
S1	1.2869	1.2869	1.2915	1.2840
S2	1.2811	1.2811	1.2902
S3	1.2669	1.2727	1.2889
S4	1.2527	1.2585	1.2850

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3092	1.2894	0.0198	1.5%	0.0087	0.7%	47%	True	False	365
10	1.3092	1.2894	0.0198	1.5%	0.0078	0.6%	47%	True	False	334
20	1.3092	1.2809	0.0283	2.2%	0.0074	0.6%	63%	True	False	249
40	1.3092	1.2420	0.0672	5.2%	0.0088	0.7%	85%	True	False	173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.3764
2.618	1.3506
1.618	1.3348
1.000	1.3250
0.618	1.3190
HIGH	1.3092
0.618	1.3032
0.500	1.3013
0.382	1.2994
LOW	1.2934
0.618	1.2836
1.000	1.2776
1.618	1.2678
2.618	1.2520
4.250	1.2263

Fisher Pivots for day following 18-May-2017
Pivot	1 day	3 day
R1	1.3013	1.3003
PP	1.3005	1.2998
S1	1.2996	1.2993

Download as Excel Spreadsheet

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

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