CME British Pound Future December 2017

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

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	1.3063	1.3170	0.0107	0.8%	1.3171
High	1.3184	1.3217	0.0033	0.3%	1.3188
Low	1.3061	1.3112	0.0051	0.4%	1.2996
Close	1.3155	1.3133	-0.0022	-0.2%	1.3068
Range	0.0123	0.0105	-0.0018	-14.6%	0.0192
ATR	0.0090	0.0091	0.0001	1.2%	0.0000
Volume	122	133	11	9.0%	691

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3469	1.3406	1.3191
R3	1.3364	1.3301	1.3162
R2	1.3259	1.3259	1.3152
R1	1.3196	1.3196	1.3143	1.3175
PP	1.3154	1.3154	1.3154	1.3144
S1	1.3091	1.3091	1.3123	1.3070
S2	1.3049	1.3049	1.3114
S3	1.2944	1.2986	1.3104
S4	1.2839	1.2881	1.3075

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	1.3217	1.3015	0.0202	1.5%	0.0086	0.7%	58%	True	False	86
10	1.3217	1.2996	0.0221	1.7%	0.0093	0.7%	62%	True	False	120
20	1.3217	1.2876	0.0341	2.6%	0.0084	0.6%	75%	True	False	121
40	1.3217	1.2663	0.0554	4.2%	0.0088	0.7%	85%	True	False	136

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3663
2.618	1.3492
1.618	1.3387
1.000	1.3322
0.618	1.3282
HIGH	1.3217
0.618	1.3177
0.500	1.3165
0.382	1.3152
LOW	1.3112
0.618	1.3047
1.000	1.3007
1.618	1.2942
2.618	1.2837
4.250	1.2666

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	1.3165	1.3139
PP	1.3154	1.3137
S1	1.3144	1.3135

Download as Excel Spreadsheet

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

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