CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	1.3047	1.3064	0.0017	0.1%	1.3200
High	1.3082	1.3068	-0.0014	-0.1%	1.3323
Low	1.3025	1.3007	-0.0018	-0.1%	1.3081
Close	1.3058	1.3034	-0.0024	-0.2%	1.3092
Range	0.0057	0.0061	0.0004	7.0%	0.0242
ATR	0.0090	0.0088	-0.0002	-2.3%	0.0000
Volume	83	103	20	24.1%	920

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3219	1.3188	1.3068
R3	1.3158	1.3127	1.3051
R2	1.3097	1.3097	1.3045
R1	1.3066	1.3066	1.3040	1.3051
PP	1.3036	1.3036	1.3036	1.3029
S1	1.3005	1.3005	1.3028	1.2990
S2	1.2975	1.2975	1.3023
S3	1.2914	1.2944	1.3017
S4	1.2853	1.2883	1.3000

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	1.3219	1.3007	0.0212	1.6%	0.0079	0.6%	13%	False	True	134
10	1.3323	1.3007	0.0316	2.4%	0.0087	0.7%	9%	False	True	145
20	1.3323	1.2996	0.0327	2.5%	0.0090	0.7%	12%	False	False	133
40	1.3323	1.2663	0.0660	5.1%	0.0087	0.7%	56%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3327
2.618	1.3228
1.618	1.3167
1.000	1.3129
0.618	1.3106
HIGH	1.3068
0.618	1.3045
0.500	1.3038
0.382	1.3030
LOW	1.3007
0.618	1.2969
1.000	1.2946
1.618	1.2908
2.618	1.2847
4.250	1.2748

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	1.3038	1.3057
PP	1.3036	1.3049
S1	1.3035	1.3042

Download as Excel Spreadsheet

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

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