CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	1.2920	1.2990	0.0070	0.5%	1.3071
High	1.2971	1.3015	0.0044	0.3%	1.3085
Low	1.2876	1.2976	0.0100	0.8%	1.2932
Close	1.2950	1.3007	0.0057	0.4%	1.2946
Range	0.0095	0.0039	-0.0056	-58.9%	0.0153
ATR	0.0093	0.0091	-0.0002	-2.1%	0.0000
Volume	78	67	-11	-14.1%	675

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3116	1.3101	1.3028
R3	1.3077	1.3062	1.3018
R2	1.3038	1.3038	1.3014
R1	1.3023	1.3023	1.3011	1.3031
PP	1.2999	1.2999	1.2999	1.3003
S1	1.2984	1.2984	1.3003	1.2992
S2	1.2960	1.2960	1.3000
S3	1.2921	1.2945	1.2996
S4	1.2882	1.2906	1.2986

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3447	1.3349	1.3030
R3	1.3294	1.3196	1.2988
R2	1.3141	1.3141	1.2974
R1	1.3043	1.3043	1.2960	1.3016
PP	1.2988	1.2988	1.2988	1.2974
S1	1.2890	1.2890	1.2932	1.2863
S2	1.2835	1.2835	1.2918
S3	1.2682	1.2737	1.2904
S4	1.2529	1.2584	1.2862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3035	1.2876	0.0159	1.2%	0.0076	0.6%	82%	False	False	54
10	1.3093	1.2876	0.0217	1.7%	0.0076	0.6%	60%	False	False	122
20	1.3093	1.2663	0.0430	3.3%	0.0084	0.6%	80%	False	False	148

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3181
2.618	1.3117
1.618	1.3078
1.000	1.3054
0.618	1.3039
HIGH	1.3015
0.618	1.3000
0.500	1.2996
0.382	1.2991
LOW	1.2976
0.618	1.2952
1.000	1.2937
1.618	1.2913
2.618	1.2874
4.250	1.2810

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	1.3003	1.2987
PP	1.2999	1.2966
S1	1.2996	1.2946

Download as Excel Spreadsheet

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

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