CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	1.3132	1.3200	0.0068	0.5%	1.3056
High	1.3209	1.3281	0.0072	0.5%	1.3217
Low	1.3122	1.3156	0.0034	0.3%	1.3050
Close	1.3208	1.3255	0.0047	0.4%	1.3208
Range	0.0087	0.0125	0.0038	43.7%	0.0167
ATR	0.0091	0.0093	0.0002	2.7%	0.0000
Volume	56	158	102	182.1%	423

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3606	1.3555	1.3324
R3	1.3481	1.3430	1.3289
R2	1.3356	1.3356	1.3278
R1	1.3305	1.3305	1.3266	1.3331
PP	1.3231	1.3231	1.3231	1.3243
S1	1.3180	1.3180	1.3244	1.3206
S2	1.3106	1.3106	1.3232
S3	1.2981	1.3055	1.3221
S4	1.2856	1.2930	1.3186

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3659	1.3601	1.3300
R3	1.3492	1.3434	1.3254
R2	1.3325	1.3325	1.3239
R1	1.3267	1.3267	1.3223	1.3296
PP	1.3158	1.3158	1.3158	1.3173
S1	1.3100	1.3100	1.3193	1.3129
S2	1.2991	1.2991	1.3177
S3	1.2824	1.2933	1.3162
S4	1.2657	1.2766	1.3116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3281	1.3061	0.0220	1.7%	0.0103	0.8%	88%	True	False	110
10	1.3281	1.2996	0.0285	2.2%	0.0090	0.7%	91%	True	False	119
20	1.3281	1.2876	0.0405	3.1%	0.0086	0.7%	94%	True	False	114
40	1.3281	1.2663	0.0618	4.7%	0.0090	0.7%	96%	True	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3812
2.618	1.3608
1.618	1.3483
1.000	1.3406
0.618	1.3358
HIGH	1.3281
0.618	1.3233
0.500	1.3219
0.382	1.3204
LOW	1.3156
0.618	1.3079
1.000	1.3031
1.618	1.2954
2.618	1.2829
4.250	1.2625

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	1.3243	1.3236
PP	1.3231	1.3216
S1	1.3219	1.3197

Download as Excel Spreadsheet

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

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