CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 17-Jul-2017

Day Change Summary
	Previous	Current
	14-Jul-2017	17-Jul-2017	Change	Change %	Previous Week
Open	1.3016	1.3171	0.0155	1.2%	1.2960
High	1.3174	1.3175	0.0001	0.0%	1.3174
Low	1.2998	1.3110	0.0112	0.9%	1.2876
Close	1.3150	1.3119	-0.0031	-0.2%	1.3150
Range	0.0176	0.0065	-0.0111	-63.1%	0.0298
ATR	0.0097	0.0094	-0.0002	-2.3%	0.0000
Volume	149	76	-73	-49.0%	340

Daily Pivots for day following 17-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3330	1.3289	1.3155
R3	1.3265	1.3224	1.3137
R2	1.3200	1.3200	1.3131
R1	1.3159	1.3159	1.3125	1.3147
PP	1.3135	1.3135	1.3135	1.3129
S1	1.3094	1.3094	1.3113	1.3082
S2	1.3070	1.3070	1.3107
S3	1.3005	1.3029	1.3101
S4	1.2940	1.2964	1.3083

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3961	1.3853	1.3314
R3	1.3663	1.3555	1.3232
R2	1.3365	1.3365	1.3205
R1	1.3257	1.3257	1.3177	1.3311
PP	1.3067	1.3067	1.3067	1.3094
S1	1.2959	1.2959	1.3123	1.3013
S2	1.2769	1.2769	1.3095
S3	1.2471	1.2661	1.3068
S4	1.2173	1.2363	1.2986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3175	1.2876	0.0299	2.3%	0.0094	0.7%	81%	True	False	78
10	1.3175	1.2876	0.0299	2.3%	0.0083	0.6%	81%	True	False	109
20	1.3175	1.2663	0.0512	3.9%	0.0088	0.7%	89%	True	False	155

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3451
2.618	1.3345
1.618	1.3280
1.000	1.3240
0.618	1.3215
HIGH	1.3175
0.618	1.3150
0.500	1.3143
0.382	1.3135
LOW	1.3110
0.618	1.3070
1.000	1.3045
1.618	1.3005
2.618	1.2940
4.250	1.2834

Fisher Pivots for day following 17-Jul-2017
Pivot	1 day	3 day
R1	1.3143	1.3105
PP	1.3135	1.3090
S1	1.3127	1.3076

Download as Excel Spreadsheet

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

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