CME British Pound Future June 2018

Trading Metrics calculated at close of trading on 15-Feb-2018

Day Change Summary
	Previous	Current
	14-Feb-2018	15-Feb-2018	Change	Change %	Previous Week
Open	1.3958	1.4084	0.0126	0.9%	1.4170
High	1.4082	1.4170	0.0088	0.6%	1.4220
Low	1.3872	1.4073	0.0201	1.4%	1.3837
Close	1.4059	1.4162	0.0103	0.7%	1.3880
Range	0.0210	0.0097	-0.0113	-53.8%	0.0383
ATR	0.0139	0.0137	-0.0002	-1.4%	0.0000
Volume	4,157	414	-3,743	-90.0%	2,458

Daily Pivots for day following 15-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.4426	1.4391	1.4215
R3	1.4329	1.4294	1.4189
R2	1.4232	1.4232	1.4180
R1	1.4197	1.4197	1.4171	1.4215
PP	1.4135	1.4135	1.4135	1.4144
S1	1.4100	1.4100	1.4153	1.4118
S2	1.4038	1.4038	1.4144
S3	1.3941	1.4003	1.4135
S4	1.3844	1.3906	1.4109

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.5128	1.4887	1.4091
R3	1.4745	1.4504	1.3985
R2	1.4362	1.4362	1.3950
R1	1.4121	1.4121	1.3915	1.4050
PP	1.3979	1.3979	1.3979	1.3944
S1	1.3738	1.3738	1.3845	1.3667
S2	1.3596	1.3596	1.3810
S3	1.3213	1.3355	1.3775
S4	1.2830	1.2972	1.3669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4170	1.3837	0.0333	2.4%	0.0135	1.0%	98%	True	False	1,321
10	1.4349	1.3837	0.0512	3.6%	0.0153	1.1%	63%	False	False	759
20	1.4415	1.3837	0.0578	4.1%	0.0151	1.1%	56%	False	False	503
40	1.4415	1.3437	0.0978	6.9%	0.0111	0.8%	74%	False	False	290

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4582
2.618	1.4424
1.618	1.4327
1.000	1.4267
0.618	1.4230
HIGH	1.4170
0.618	1.4133
0.500	1.4122
0.382	1.4110
LOW	1.4073
0.618	1.4013
1.000	1.3976
1.618	1.3916
2.618	1.3819
4.250	1.3661

Fisher Pivots for day following 15-Feb-2018
Pivot	1 day	3 day
R1	1.4149	1.4115
PP	1.4135	1.4068
S1	1.4122	1.4021

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

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