CME British Pound Future March 2017

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Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary Previous Current 11-Nov-2016 14-Nov-2016 Change Change % Previous Week Open 1.2585 1.2578 -0.0007 -0.1% 1.2506 High 1.2705 1.2606 -0.0099 -0.8% 1.2705 Low 1.2559 1.2478 -0.0081 -0.6% 1.2387 Close 1.2634 1.2517 -0.0117 -0.9% 1.2634 Range 0.0146 0.0128 -0.0018 -12.3% 0.0318 ATR 0.0132 0.0133 0.0002 1.3% 0.0000 Volume 487 294 -193 -39.6% 2,350
Daily Pivots for day following 14-Nov-2016 Classic Woodie Camarilla DeMark R4 1.2918 1.2845 1.2587 R3 1.2790 1.2717 1.2552 R2 1.2662 1.2662 1.2540 R1 1.2589 1.2589 1.2529 1.2562 PP 1.2534 1.2534 1.2534 1.2520 S1 1.2461 1.2461 1.2505 1.2434 S2 1.2406 1.2406 1.2494 S3 1.2278 1.2333 1.2482 S4 1.2150 1.2205 1.2447	Weekly Pivots for week ending 11-Nov-2016 Classic Woodie Camarilla DeMark R4 1.3529 1.3400 1.2809 R3 1.3211 1.3082 1.2721 R2 1.2893 1.2893 1.2692 R1 1.2764 1.2764 1.2663 1.2829 PP 1.2575 1.2575 1.2575 1.2608 S1 1.2446 1.2446 1.2605 1.2511 S2 1.2257 1.2257 1.2576 S3 1.1939 1.2128 1.2547 S4 1.1621 1.1810 1.2459
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2705 1.2387 0.0318 2.5% 0.0150 1.2% 41% False False 409 10 1.2705 1.2240 0.0465 3.7% 0.0137 1.1% 60% False False 536 20 1.2705 1.2119 0.0586 4.7% 0.0119 1.0% 68% False False 504 40 1.3165 1.2119 0.1046 8.4% 0.0129 1.0% 38% False False 398
Crabel Price Patterns NR True NR4 True 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 0.0026 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.3150 2.618 1.2941 1.618 1.2813 1.000 1.2734 0.618 1.2685 HIGH 1.2606 0.618 1.2557 0.500 1.2542 0.382 1.2527 LOW 1.2478 0.618 1.2399 1.000 1.2350 1.618 1.2271 2.618 1.2143 4.250 1.1934
Fisher Pivots for day following 14-Nov-2016 Pivot 1 day 3 day R1 1.2542 1.2558 PP 1.2534 1.2544 S1 1.2525 1.2531

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