CME British Pound Future June 2018

Trading Metrics calculated at close of trading on 03-Jan-2018

Day Change Summary
	Previous	Current
	02-Jan-2018	03-Jan-2018	Change	Change %	Previous Week
Open	1.3615	1.3672	0.0057	0.4%	1.3476
High	1.3675	1.3676	0.0001	0.0%	1.3608
Low	1.3615	1.3585	-0.0030	-0.2%	1.3451
Close	1.3674	1.3593	-0.0081	-0.6%	1.3602
Range	0.0060	0.0091	0.0031	51.7%	0.0157
ATR	0.0073	0.0075	0.0001	1.7%	0.0000
Volume	37	9	-28	-75.7%	38

Daily Pivots for day following 03-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3891	1.3833	1.3643
R3	1.3800	1.3742	1.3618
R2	1.3709	1.3709	1.3610
R1	1.3651	1.3651	1.3601	1.3635
PP	1.3618	1.3618	1.3618	1.3610
S1	1.3560	1.3560	1.3585	1.3544
S2	1.3527	1.3527	1.3576
S3	1.3436	1.3469	1.3568
S4	1.3345	1.3378	1.3543

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.4025	1.3970	1.3688
R3	1.3868	1.3813	1.3645
R2	1.3711	1.3711	1.3631
R1	1.3656	1.3656	1.3616	1.3684
PP	1.3554	1.3554	1.3554	1.3567
S1	1.3499	1.3499	1.3588	1.3527
S2	1.3397	1.3397	1.3573
S3	1.3240	1.3342	1.3559
S4	1.3083	1.3185	1.3516

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3676	1.3469	0.0207	1.5%	0.0068	0.5%	60%	True	False	16
10	1.3676	1.3437	0.0239	1.8%	0.0051	0.4%	65%	True	False	40
20	1.3676	1.3400	0.0276	2.0%	0.0065	0.5%	70%	True	False	44

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4063
2.618	1.3914
1.618	1.3823
1.000	1.3767
0.618	1.3732
HIGH	1.3676
0.618	1.3641
0.500	1.3631
0.382	1.3620
LOW	1.3585
0.618	1.3529
1.000	1.3494
1.618	1.3438
2.618	1.3347
4.250	1.3198

Fisher Pivots for day following 03-Jan-2018
Pivot	1 day	3 day
R1	1.3631	1.3595
PP	1.3618	1.3594
S1	1.3606	1.3594

Download as Excel Spreadsheet

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

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