CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 10-Nov-2017

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	1.3169	1.3178	0.0009	0.1%	1.3130
High	1.3218	1.3281	0.0063	0.5%	1.3281
Low	1.3143	1.3171	0.0028	0.2%	1.3115
Close	1.3212	1.3251	0.0039	0.3%	1.3251
Range	0.0075	0.0110	0.0035	46.7%	0.0166
ATR	0.0100	0.0100	0.0001	0.7%	0.0000
Volume	141	108	-33	-23.4%	567

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3564	1.3518	1.3312
R3	1.3454	1.3408	1.3281
R2	1.3344	1.3344	1.3271
R1	1.3298	1.3298	1.3261	1.3321
PP	1.3234	1.3234	1.3234	1.3246
S1	1.3188	1.3188	1.3241	1.3211
S2	1.3124	1.3124	1.3231
S3	1.3014	1.3078	1.3221
S4	1.2904	1.2968	1.3191

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3714	1.3648	1.3342
R3	1.3548	1.3482	1.3297
R2	1.3382	1.3382	1.3281
R1	1.3316	1.3316	1.3266	1.3349
PP	1.3216	1.3216	1.3216	1.3232
S1	1.3150	1.3150	1.3236	1.3183
S2	1.3050	1.3050	1.3221
S3	1.2884	1.2984	1.3205
S4	1.2718	1.2818	1.3160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3281	1.3115	0.0166	1.3%	0.0089	0.7%	82%	True	False	113
10	1.3370	1.3098	0.0272	2.1%	0.0101	0.8%	56%	False	False	145
20	1.3370	1.3098	0.0272	2.1%	0.0099	0.7%	56%	False	False	167
40	1.3719	1.3097	0.0622	4.7%	0.0098	0.7%	25%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3749
2.618	1.3569
1.618	1.3459
1.000	1.3391
0.618	1.3349
HIGH	1.3281
0.618	1.3239
0.500	1.3226
0.382	1.3213
LOW	1.3171
0.618	1.3103
1.000	1.3061
1.618	1.2993
2.618	1.2883
4.250	1.2704

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	1.3243	1.3238
PP	1.3234	1.3225
S1	1.3226	1.3212

Download as Excel Spreadsheet

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

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