CME British Pound Future June 2018

Trading Metrics calculated at close of trading on 11-Jan-2018

Day Change Summary
	Previous	Current
	10-Jan-2018	11-Jan-2018	Change	Change %	Previous Week
Open	1.3611	1.3584	-0.0027	-0.2%	1.3615
High	1.3635	1.3620	-0.0015	-0.1%	1.3676
Low	1.3562	1.3537	-0.0025	-0.2%	1.3585
Close	1.3587	1.3614	0.0027	0.2%	1.3645
Range	0.0073	0.0083	0.0010	13.7%	0.0091
ATR	0.0070	0.0071	0.0001	1.3%	0.0000
Volume	27	135	108	400.0%	115

Daily Pivots for day following 11-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3839	1.3810	1.3660
R3	1.3756	1.3727	1.3637
R2	1.3673	1.3673	1.3629
R1	1.3644	1.3644	1.3622	1.3659
PP	1.3590	1.3590	1.3590	1.3598
S1	1.3561	1.3561	1.3606	1.3576
S2	1.3507	1.3507	1.3599
S3	1.3424	1.3478	1.3591
S4	1.3341	1.3395	1.3568

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	1.3537	0.0123	0.9%	0.0067	0.5%	63%	False	True	50
10	1.3676	1.3484	0.0192	1.4%	0.0068	0.5%	68%	False	False	38
20	1.3676	1.3415	0.0261	1.9%	0.0061	0.4%	76%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3973
2.618	1.3837
1.618	1.3754
1.000	1.3703
0.618	1.3671
HIGH	1.3620
0.618	1.3588
0.500	1.3579
0.382	1.3569
LOW	1.3537
0.618	1.3486
1.000	1.3454
1.618	1.3403
2.618	1.3320
4.250	1.3184

Fisher Pivots for day following 11-Jan-2018
Pivot	1 day	3 day
R1	1.3602	1.3608
PP	1.3590	1.3602
S1	1.3579	1.3597

Download as Excel Spreadsheet

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

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