CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	1.3064	1.3047	-0.0017	-0.1%	1.3087
High	1.3068	1.3085	0.0017	0.1%	1.3113
Low	1.3007	1.2995	-0.0012	-0.1%	1.2995
Close	1.3034	1.3068	0.0034	0.3%	1.3068
Range	0.0061	0.0090	0.0029	47.5%	0.0118
ATR	0.0088	0.0088	0.0000	0.2%	0.0000
Volume	103	227	124	120.4%	706

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3319	1.3284	1.3118
R3	1.3229	1.3194	1.3093
R2	1.3139	1.3139	1.3085
R1	1.3104	1.3104	1.3076	1.3122
PP	1.3049	1.3049	1.3049	1.3058
S1	1.3014	1.3014	1.3060	1.3032
S2	1.2959	1.2959	1.3052
S3	1.2869	1.2924	1.3043
S4	1.2779	1.2834	1.3019

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3413	1.3358	1.3133
R3	1.3295	1.3240	1.3100
R2	1.3177	1.3177	1.3090
R1	1.3122	1.3122	1.3079	1.3091
PP	1.3059	1.3059	1.3059	1.3043
S1	1.3004	1.3004	1.3057	1.2973
S2	1.2941	1.2941	1.3046
S3	1.2823	1.2886	1.3036
S4	1.2705	1.2768	1.3003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3113	1.2995	0.0118	0.9%	0.0070	0.5%	62%	False	True	141
10	1.3323	1.2995	0.0328	2.5%	0.0088	0.7%	22%	False	True	162
20	1.3323	1.2995	0.0328	2.5%	0.0086	0.7%	22%	False	True	137
40	1.3323	1.2663	0.0660	5.1%	0.0087	0.7%	61%	False	False	144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3468
2.618	1.3321
1.618	1.3231
1.000	1.3175
0.618	1.3141
HIGH	1.3085
0.618	1.3051
0.500	1.3040
0.382	1.3029
LOW	1.2995
0.618	1.2939
1.000	1.2905
1.618	1.2849
2.618	1.2759
4.250	1.2613

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	1.3059	1.3059
PP	1.3049	1.3049
S1	1.3040	1.3040

Download as Excel Spreadsheet

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

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