CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	1.3280	1.3198	-0.0082	-0.6%	1.3200
High	1.3323	1.3219	-0.0104	-0.8%	1.3323
Low	1.3170	1.3081	-0.0089	-0.7%	1.3081
Close	1.3191	1.3092	-0.0099	-0.8%	1.3092
Range	0.0153	0.0138	-0.0015	-9.8%	0.0242
ATR	0.0093	0.0096	0.0003	3.5%	0.0000
Volume	257	191	-66	-25.7%	920

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3545	1.3456	1.3168
R3	1.3407	1.3318	1.3130
R2	1.3269	1.3269	1.3117
R1	1.3180	1.3180	1.3105	1.3156
PP	1.3131	1.3131	1.3131	1.3118
S1	1.3042	1.3042	1.3079	1.3018
S2	1.2993	1.2993	1.3067
S3	1.2855	1.2904	1.3054
S4	1.2717	1.2766	1.3016

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3891	1.3734	1.3225
R3	1.3649	1.3492	1.3159
R2	1.3407	1.3407	1.3136
R1	1.3250	1.3250	1.3114	1.3208
PP	1.3165	1.3165	1.3165	1.3144
S1	1.3008	1.3008	1.3070	1.2966
S2	1.2923	1.2923	1.3048
S3	1.2681	1.2766	1.3025
S4	1.2439	1.2524	1.2959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3323	1.3081	0.0242	1.8%	0.0105	0.8%	5%	False	True	184
10	1.3323	1.3050	0.0273	2.1%	0.0098	0.8%	15%	False	False	134
20	1.3323	1.2876	0.0447	3.4%	0.0091	0.7%	48%	False	False	118
40	1.3323	1.2663	0.0660	5.0%	0.0093	0.7%	65%	False	False	152

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3806
2.618	1.3580
1.618	1.3442
1.000	1.3357
0.618	1.3304
HIGH	1.3219
0.618	1.3166
0.500	1.3150
0.382	1.3134
LOW	1.3081
0.618	1.2996
1.000	1.2943
1.618	1.2858
2.618	1.2720
4.250	1.2495

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	1.3150	1.3202
PP	1.3131	1.3165
S1	1.3111	1.3129

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

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