CME British Pound Future June 2018

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	1.4175	1.4105	-0.0070	-0.5%	1.3893
High	1.4211	1.4114	-0.0097	-0.7%	1.4211
Low	1.4072	1.4004	-0.0068	-0.5%	1.3872
Close	1.4093	1.4056	-0.0037	-0.3%	1.4093
Range	0.0139	0.0110	-0.0029	-20.9%	0.0339
ATR	0.0137	0.0135	-0.0002	-1.4%	0.0000
Volume	671	1,192	521	77.6%	5,729

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.4388	1.4332	1.4117
R3	1.4278	1.4222	1.4086
R2	1.4168	1.4168	1.4076
R1	1.4112	1.4112	1.4066	1.4085
PP	1.4058	1.4058	1.4058	1.4045
S1	1.4002	1.4002	1.4046	1.3975
S2	1.3948	1.3948	1.4036
S3	1.3838	1.3892	1.4026
S4	1.3728	1.3782	1.3996

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.5076	1.4923	1.4279
R3	1.4737	1.4584	1.4186
R2	1.4398	1.4398	1.4155
R1	1.4245	1.4245	1.4124	1.4322
PP	1.4059	1.4059	1.4059	1.4097
S1	1.3906	1.3906	1.4062	1.3983
S2	1.3720	1.3720	1.4031
S3	1.3381	1.3567	1.4000
S4	1.3042	1.3228	1.3907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4211	1.3872	0.0339	2.4%	0.0128	0.9%	54%	False	False	1,359
10	1.4211	1.3837	0.0374	2.7%	0.0143	1.0%	59%	False	False	924
20	1.4415	1.3837	0.0578	4.1%	0.0153	1.1%	38%	False	False	587
40	1.4415	1.3437	0.0978	7.0%	0.0115	0.8%	63%	False	False	335

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	1.4402
1.618	1.4292
1.000	1.4224
0.618	1.4182
HIGH	1.4114
0.618	1.4072
0.500	1.4059
0.382	1.4046
LOW	1.4004
0.618	1.3936
1.000	1.3894
1.618	1.3826
2.618	1.3716
4.250	1.3537

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	1.4059	1.4108
PP	1.4058	1.4090
S1	1.4057	1.4073

Download as Excel Spreadsheet

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

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