CME British Pound Future September 2017

Trading Metrics calculated at close of trading on 19-May-2017

Day Change Summary
	Previous	Current
	18-May-2017	19-May-2017	Change	Change %	Previous Week
Open	1.3017	1.2998	-0.0019	-0.1%	1.2942
High	1.3092	1.3085	-0.0007	-0.1%	1.3092
Low	1.2934	1.2982	0.0048	0.4%	1.2914
Close	1.2988	1.3079	0.0091	0.7%	1.3079
Range	0.0158	0.0103	-0.0055	-34.8%	0.0178
ATR	0.0085	0.0087	0.0001	1.5%	0.0000
Volume	661	205	-456	-69.0%	1,576

Daily Pivots for day following 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3358	1.3321	1.3136
R3	1.3255	1.3218	1.3107
R2	1.3152	1.3152	1.3098
R1	1.3115	1.3115	1.3088	1.3134
PP	1.3049	1.3049	1.3049	1.3058
S1	1.3012	1.3012	1.3070	1.3031
S2	1.2946	1.2946	1.3060
S3	1.2843	1.2909	1.3051
S4	1.2740	1.2806	1.3022

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3562	1.3499	1.3177
R3	1.3384	1.3321	1.3128
R2	1.3206	1.3206	1.3112
R1	1.3143	1.3143	1.3095	1.3175
PP	1.3028	1.3028	1.3028	1.3044
S1	1.2965	1.2965	1.3063	1.2997
S2	1.2850	1.2850	1.3046
S3	1.2672	1.2787	1.3030
S4	1.2494	1.2609	1.2981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3092	1.2914	0.0178	1.4%	0.0097	0.7%	93%	False	False	315
10	1.3092	1.2894	0.0198	1.5%	0.0080	0.6%	93%	False	False	275
20	1.3092	1.2824	0.0268	2.0%	0.0076	0.6%	95%	False	False	255
40	1.3092	1.2420	0.0672	5.1%	0.0089	0.7%	98%	False	False	178

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3523
2.618	1.3355
1.618	1.3252
1.000	1.3188
0.618	1.3149
HIGH	1.3085
0.618	1.3046
0.500	1.3034
0.382	1.3021
LOW	1.2982
0.618	1.2918
1.000	1.2879
1.618	1.2815
2.618	1.2712
4.250	1.2544

Fisher Pivots for day following 19-May-2017
Pivot	1 day	3 day
R1	1.3064	1.3057
PP	1.3049	1.3035
S1	1.3034	1.3013

Download as Excel Spreadsheet

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

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