CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	1.2765	1.2780	0.0015	0.1%	1.2842
High	1.2810	1.2826	0.0016	0.1%	1.2884
Low	1.2765	1.2776	0.0011	0.1%	1.2663
Close	1.2790	1.2789	-0.0001	0.0%	1.2790
Range	0.0045	0.0050	0.0005	11.1%	0.0221
ATR	0.0100	0.0097	-0.0004	-3.6%	0.0000
Volume	27	49	22	81.5%	1,251

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2947	1.2918	1.2817
R3	1.2897	1.2868	1.2803
R2	1.2847	1.2847	1.2798
R1	1.2818	1.2818	1.2794	1.2833
PP	1.2797	1.2797	1.2797	1.2804
S1	1.2768	1.2768	1.2784	1.2783
S2	1.2747	1.2747	1.2780
S3	1.2697	1.2718	1.2775
S4	1.2647	1.2668	1.2762

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3442	1.3337	1.2912
R3	1.3221	1.3116	1.2851
R2	1.3000	1.3000	1.2831
R1	1.2895	1.2895	1.2810	1.2837
PP	1.2779	1.2779	1.2779	1.2750
S1	1.2674	1.2674	1.2770	1.2616
S2	1.2558	1.2558	1.2749
S3	1.2337	1.2453	1.2729
S4	1.2116	1.2232	1.2668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2828	1.2663	0.0165	1.3%	0.0080	0.6%	76%	False	False	93
10	1.2888	1.2663	0.0225	1.8%	0.0082	0.6%	56%	False	False	142
20	1.3054	1.2663	0.0391	3.1%	0.0089	0.7%	32%	False	False	134

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3039
2.618	1.2957
1.618	1.2907
1.000	1.2876
0.618	1.2857
HIGH	1.2826
0.618	1.2807
0.500	1.2801
0.382	1.2795
LOW	1.2776
0.618	1.2745
1.000	1.2726
1.618	1.2695
2.618	1.2645
4.250	1.2564

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	1.2801	1.2784
PP	1.2797	1.2779
S1	1.2793	1.2774

Download as Excel Spreadsheet

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

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