CME British Pound Future December 2018

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	1.3442	1.3511	0.0069	0.5%	1.3438
High	1.3483	1.3519	0.0036	0.3%	1.3483
Low	1.3442	1.3438	-0.0004	0.0%	1.3367
Close	1.3472	1.3439	-0.0033	-0.2%	1.3472
Range	0.0041	0.0081	0.0040	97.6%	0.0116
ATR	0.0060	0.0061	0.0002	2.5%	0.0000
Volume	21	8	-13	-61.9%	113

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3708	1.3655	1.3484
R3	1.3627	1.3574	1.3461
R2	1.3546	1.3546	1.3454
R1	1.3493	1.3493	1.3446	1.3479
PP	1.3465	1.3465	1.3465	1.3459
S1	1.3412	1.3412	1.3432	1.3398
S2	1.3384	1.3384	1.3424
S3	1.3303	1.3331	1.3417
S4	1.3222	1.3250	1.3394

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3789	1.3746	1.3536
R3	1.3673	1.3630	1.3504
R2	1.3557	1.3557	1.3493
R1	1.3514	1.3514	1.3483	1.3536
PP	1.3441	1.3441	1.3441	1.3451
S1	1.3398	1.3398	1.3461	1.3420
S2	1.3325	1.3325	1.3451
S3	1.3209	1.3282	1.3440
S4	1.3093	1.3166	1.3408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3519	1.3367	0.0152	1.1%	0.0056	0.4%	47%	True	False	24
10	1.3587	1.3367	0.0220	1.6%	0.0046	0.3%	33%	False	False	26
20	1.3756	1.3367	0.0389	2.9%	0.0042	0.3%	19%	False	False	17
40	1.4491	1.3367	0.1124	8.4%	0.0042	0.3%	6%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3863
2.618	1.3731
1.618	1.3650
1.000	1.3600
0.618	1.3569
HIGH	1.3519
0.618	1.3488
0.500	1.3479
0.382	1.3469
LOW	1.3438
0.618	1.3388
1.000	1.3357
1.618	1.3307
2.618	1.3226
4.250	1.3094

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	1.3479	1.3468
PP	1.3465	1.3458
S1	1.3452	1.3449

Download as Excel Spreadsheet

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

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