CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	1.3200	1.3269	0.0069	0.5%	1.3056
High	1.3281	1.3302	0.0021	0.2%	1.3217
Low	1.3156	1.3251	0.0095	0.7%	1.3050
Close	1.3255	1.3269	0.0014	0.1%	1.3208
Range	0.0125	0.0051	-0.0074	-59.2%	0.0167
ATR	0.0093	0.0090	-0.0003	-3.2%	0.0000
Volume	158	144	-14	-8.9%	423

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3427	1.3399	1.3297
R3	1.3376	1.3348	1.3283
R2	1.3325	1.3325	1.3278
R1	1.3297	1.3297	1.3274	1.3295
PP	1.3274	1.3274	1.3274	1.3273
S1	1.3246	1.3246	1.3264	1.3244
S2	1.3223	1.3223	1.3260
S3	1.3172	1.3195	1.3255
S4	1.3121	1.3144	1.3241

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	1.3302	1.3061	0.0241	1.8%	0.0098	0.7%	86%	True	False	122
10	1.3302	1.2996	0.0306	2.3%	0.0083	0.6%	89%	True	False	98
20	1.3302	1.2876	0.0426	3.2%	0.0085	0.6%	92%	True	False	119
40	1.3302	1.2663	0.0639	4.8%	0.0090	0.7%	95%	True	False	144

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	0.0018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3519
2.618	1.3436
1.618	1.3385
1.000	1.3353
0.618	1.3334
HIGH	1.3302
0.618	1.3283
0.500	1.3277
0.382	1.3270
LOW	1.3251
0.618	1.3219
1.000	1.3200
1.618	1.3168
2.618	1.3117
4.250	1.3034

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	1.3277	1.3250
PP	1.3274	1.3231
S1	1.3272	1.3212

Download as Excel Spreadsheet

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

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