CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	1.3267	1.3180	-0.0087	-0.7%	1.3362
High	1.3286	1.3329	0.0043	0.3%	1.3370
Low	1.3175	1.3172	-0.0003	0.0%	1.3150
Close	1.3197	1.3314	0.0117	0.9%	1.3253
Range	0.0111	0.0157	0.0046	41.4%	0.0220
ATR	0.0095	0.0100	0.0004	4.6%	0.0000
Volume	203	248	45	22.2%	976

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3743	1.3685	1.3400
R3	1.3586	1.3528	1.3357
R2	1.3429	1.3429	1.3343
R1	1.3371	1.3371	1.3328	1.3400
PP	1.3272	1.3272	1.3272	1.3286
S1	1.3214	1.3214	1.3300	1.3243
S2	1.3115	1.3115	1.3285
S3	1.2958	1.3057	1.3271
S4	1.2801	1.2900	1.3228

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3918	1.3805	1.3374
R3	1.3698	1.3585	1.3314
R2	1.3478	1.3478	1.3293
R1	1.3365	1.3365	1.3273	1.3312
PP	1.3258	1.3258	1.3258	1.3231
S1	1.3145	1.3145	1.3233	1.3092
S2	1.3038	1.3038	1.3213
S3	1.2818	1.2925	1.3193
S4	1.2598	1.2705	1.3132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3329	1.3150	0.0179	1.3%	0.0107	0.8%	92%	True	False	233
10	1.3400	1.3150	0.0250	1.9%	0.0101	0.8%	66%	False	False	176
20	1.3525	1.3097	0.0428	3.2%	0.0088	0.7%	51%	False	False	115
40	1.3719	1.2943	0.0776	5.8%	0.0099	0.7%	48%	False	False	113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.3996
2.618	1.3740
1.618	1.3583
1.000	1.3486
0.618	1.3426
HIGH	1.3329
0.618	1.3269
0.500	1.3251
0.382	1.3232
LOW	1.3172
0.618	1.3075
1.000	1.3015
1.618	1.2918
2.618	1.2761
4.250	1.2505

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	1.3293	1.3293
PP	1.3272	1.3272
S1	1.3251	1.3251

Download as Excel Spreadsheet

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

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