CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	1.2780	1.2820	0.0040	0.3%	1.2842
High	1.2826	1.2930	0.0104	0.8%	1.2884
Low	1.2776	1.2786	0.0010	0.1%	1.2663
Close	1.2789	1.2875	0.0086	0.7%	1.2790
Range	0.0050	0.0144	0.0094	188.0%	0.0221
ATR	0.0097	0.0100	0.0003	3.5%	0.0000
Volume	49	162	113	230.6%	1,251

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3296	1.3229	1.2954
R3	1.3152	1.3085	1.2915
R2	1.3008	1.3008	1.2901
R1	1.2941	1.2941	1.2888	1.2975
PP	1.2864	1.2864	1.2864	1.2880
S1	1.2797	1.2797	1.2862	1.2831
S2	1.2720	1.2720	1.2849
S3	1.2576	1.2653	1.2835
S4	1.2432	1.2509	1.2796

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	1.2930	1.2663	0.0267	2.1%	0.0078	0.6%	79%	True	False	82
10	1.2930	1.2663	0.0267	2.1%	0.0086	0.7%	79%	True	False	157
20	1.3054	1.2663	0.0391	3.0%	0.0092	0.7%	54%	False	False	142

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	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3542
2.618	1.3307
1.618	1.3163
1.000	1.3074
0.618	1.3019
HIGH	1.2930
0.618	1.2875
0.500	1.2858
0.382	1.2841
LOW	1.2786
0.618	1.2697
1.000	1.2642
1.618	1.2553
2.618	1.2409
4.250	1.2174

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	1.2869	1.2866
PP	1.2864	1.2857
S1	1.2858	1.2848

Download as Excel Spreadsheet

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

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