CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	1.3267	1.3280	0.0013	0.1%	1.3056
High	1.3308	1.3323	0.0015	0.1%	1.3217
Low	1.3248	1.3170	-0.0078	-0.6%	1.3050
Close	1.3287	1.3191	-0.0096	-0.7%	1.3208
Range	0.0060	0.0153	0.0093	155.0%	0.0167
ATR	0.0088	0.0093	0.0005	5.3%	0.0000
Volume	170	257	87	51.2%	423

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3687	1.3592	1.3275
R3	1.3534	1.3439	1.3233
R2	1.3381	1.3381	1.3219
R1	1.3286	1.3286	1.3205	1.3257
PP	1.3228	1.3228	1.3228	1.3214
S1	1.3133	1.3133	1.3177	1.3104
S2	1.3075	1.3075	1.3163
S3	1.2922	1.2980	1.3149
S4	1.2769	1.2827	1.3107

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	1.3323	1.3122	0.0201	1.5%	0.0095	0.7%	34%	True	False	157
10	1.3323	1.3015	0.0308	2.3%	0.0091	0.7%	57%	True	False	121
20	1.3323	1.2876	0.0447	3.4%	0.0089	0.7%	70%	True	False	113
40	1.3323	1.2663	0.0660	5.0%	0.0091	0.7%	80%	True	False	148

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3973
2.618	1.3724
1.618	1.3571
1.000	1.3476
0.618	1.3418
HIGH	1.3323
0.618	1.3265
0.500	1.3247
0.382	1.3228
LOW	1.3170
0.618	1.3075
1.000	1.3017
1.618	1.2922
2.618	1.2769
4.250	1.2520

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	1.3247	1.3247
PP	1.3228	1.3228
S1	1.3210	1.3210

Download as Excel Spreadsheet

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

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