CME British Pound Future June 2018

Trading Metrics calculated at close of trading on 10-Jan-2018

Day Change Summary
	Previous	Current
	09-Jan-2018	10-Jan-2018	Change	Change %	Previous Week
Open	1.3645	1.3611	-0.0034	-0.2%	1.3615
High	1.3656	1.3635	-0.0021	-0.2%	1.3676
Low	1.3580	1.3562	-0.0018	-0.1%	1.3585
Close	1.3609	1.3587	-0.0022	-0.2%	1.3645
Range	0.0076	0.0073	-0.0003	-3.9%	0.0091
ATR	0.0070	0.0070	0.0000	0.3%	0.0000
Volume	35	27	-8	-22.9%	115

Daily Pivots for day following 10-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3814	1.3773	1.3627
R3	1.3741	1.3700	1.3607
R2	1.3668	1.3668	1.3600
R1	1.3627	1.3627	1.3594	1.3611
PP	1.3595	1.3595	1.3595	1.3587
S1	1.3554	1.3554	1.3580	1.3538
S2	1.3522	1.3522	1.3574
S3	1.3449	1.3481	1.3567
S4	1.3376	1.3408	1.3547

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3908	1.3868	1.3695
R3	1.3817	1.3777	1.3670
R2	1.3726	1.3726	1.3662
R1	1.3686	1.3686	1.3653	1.3706
PP	1.3635	1.3635	1.3635	1.3646
S1	1.3595	1.3595	1.3637	1.3615
S2	1.3544	1.3544	1.3628
S3	1.3453	1.3504	1.3620
S4	1.3362	1.3413	1.3595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3660	1.3562	0.0098	0.7%	0.0060	0.4%	26%	False	True	33
10	1.3676	1.3469	0.0207	1.5%	0.0064	0.5%	57%	False	False	25
20	1.3676	1.3400	0.0276	2.0%	0.0059	0.4%	68%	False	False	46

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3945
2.618	1.3826
1.618	1.3753
1.000	1.3708
0.618	1.3680
HIGH	1.3635
0.618	1.3607
0.500	1.3599
0.382	1.3590
LOW	1.3562
0.618	1.3517
1.000	1.3489
1.618	1.3444
2.618	1.3371
4.250	1.3252

Fisher Pivots for day following 10-Jan-2018
Pivot	1 day	3 day
R1	1.3599	1.3611
PP	1.3595	1.3603
S1	1.3591	1.3595

Download as Excel Spreadsheet

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

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