CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	1.3175	1.3188	0.0013	0.1%	1.3130
High	1.3235	1.3261	0.0026	0.2%	1.3281
Low	1.3129	1.3186	0.0057	0.4%	1.3115
Close	1.3218	1.3218	0.0000	0.0%	1.3251
Range	0.0106	0.0075	-0.0031	-29.2%	0.0166
ATR	0.0103	0.0101	-0.0002	-1.9%	0.0000
Volume	191	136	-55	-28.8%	567

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3447	1.3407	1.3259
R3	1.3372	1.3332	1.3239
R2	1.3297	1.3297	1.3232
R1	1.3257	1.3257	1.3225	1.3277
PP	1.3222	1.3222	1.3222	1.3232
S1	1.3182	1.3182	1.3211	1.3202
S2	1.3147	1.3147	1.3204
S3	1.3072	1.3107	1.3197
S4	1.2997	1.3032	1.3177

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	1.3116	0.0165	1.2%	0.0095	0.7%	62%	False	False	212
10	1.3336	1.3098	0.0238	1.8%	0.0106	0.8%	50%	False	False	188
20	1.3370	1.3098	0.0272	2.1%	0.0102	0.8%	44%	False	False	188
40	1.3664	1.3097	0.0567	4.3%	0.0095	0.7%	21%	False	False	127

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3580
2.618	1.3457
1.618	1.3382
1.000	1.3336
0.618	1.3307
HIGH	1.3261
0.618	1.3232
0.500	1.3224
0.382	1.3215
LOW	1.3186
0.618	1.3140
1.000	1.3111
1.618	1.3065
2.618	1.2990
4.250	1.2867

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	1.3224	1.3208
PP	1.3222	1.3198
S1	1.3220	1.3189

Download as Excel Spreadsheet

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

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