CME British Pound Future December 2017

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

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	1.3082	1.3063	-0.0019	-0.1%	1.3171
High	1.3143	1.3184	0.0041	0.3%	1.3188
Low	1.3069	1.3061	-0.0008	-0.1%	1.2996
Close	1.3098	1.3155	0.0057	0.4%	1.3068
Range	0.0074	0.0123	0.0049	66.2%	0.0192
ATR	0.0088	0.0090	0.0003	2.9%	0.0000
Volume	83	122	39	47.0%	691

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3502	1.3452	1.3223
R3	1.3379	1.3329	1.3189
R2	1.3256	1.3256	1.3178
R1	1.3206	1.3206	1.3166	1.3231
PP	1.3133	1.3133	1.3133	1.3146
S1	1.3083	1.3083	1.3144	1.3108
S2	1.3010	1.3010	1.3132
S3	1.2887	1.2960	1.3121
S4	1.2764	1.2837	1.3087

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3660	1.3556	1.3174
R3	1.3468	1.3364	1.3121
R2	1.3276	1.3276	1.3103
R1	1.3172	1.3172	1.3086	1.3128
PP	1.3084	1.3084	1.3084	1.3062
S1	1.2980	1.2980	1.3050	1.2936
S2	1.2892	1.2892	1.3033
S3	1.2700	1.2788	1.3015
S4	1.2508	1.2596	1.2962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3184	1.2996	0.0188	1.4%	0.0085	0.6%	85%	True	False	95
10	1.3188	1.2976	0.0212	1.6%	0.0086	0.7%	84%	False	False	114
20	1.3188	1.2876	0.0312	2.4%	0.0086	0.7%	89%	False	False	125
40	1.3188	1.2663	0.0525	4.0%	0.0089	0.7%	94%	False	False	133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3707
2.618	1.3506
1.618	1.3383
1.000	1.3307
0.618	1.3260
HIGH	1.3184
0.618	1.3137
0.500	1.3123
0.382	1.3108
LOW	1.3061
0.618	1.2985
1.000	1.2938
1.618	1.2862
2.618	1.2739
4.250	1.2538

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	1.3144	1.3142
PP	1.3133	1.3130
S1	1.3123	1.3117

Download as Excel Spreadsheet

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

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