CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	1.3645	1.3610	-0.0035	-0.3%	1.3778
High	1.3660	1.3682	0.0022	0.2%	1.3826
Low	1.3603	1.3608	0.0005	0.0%	1.3674
Close	1.3614	1.3673	0.0059	0.4%	1.3684
Range	0.0057	0.0074	0.0017	29.8%	0.0152
ATR	0.0073	0.0073	0.0000	0.1%	0.0000
Volume	147	106	-41	-27.9%	926

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3876	1.3849	1.3714
R3	1.3802	1.3775	1.3693
R2	1.3728	1.3728	1.3687
R1	1.3701	1.3701	1.3680	1.3715
PP	1.3654	1.3654	1.3654	1.3661
S1	1.3627	1.3627	1.3666	1.3641
S2	1.3580	1.3580	1.3659
S3	1.3506	1.3553	1.3653
S4	1.3432	1.3479	1.3632

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4184	1.4086	1.3768
R3	1.4032	1.3934	1.3726
R2	1.3880	1.3880	1.3712
R1	1.3782	1.3782	1.3698	1.3755
PP	1.3728	1.3728	1.3728	1.3715
S1	1.3630	1.3630	1.3670	1.3603
S2	1.3576	1.3576	1.3656
S3	1.3424	1.3478	1.3642
S4	1.3272	1.3326	1.3600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3806	1.3603	0.0203	1.5%	0.0074	0.5%	34%	False	False	149
10	1.3826	1.3603	0.0223	1.6%	0.0063	0.5%	31%	False	False	145
20	1.3826	1.3569	0.0257	1.9%	0.0065	0.5%	40%	False	False	276
40	1.3917	1.3415	0.0502	3.7%	0.0078	0.6%	51%	False	False	234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3997
2.618	1.3876
1.618	1.3802
1.000	1.3756
0.618	1.3728
HIGH	1.3682
0.618	1.3654
0.500	1.3645
0.382	1.3636
LOW	1.3608
0.618	1.3562
1.000	1.3534
1.618	1.3488
2.618	1.3414
4.250	1.3294

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	1.3664	1.3664
PP	1.3654	1.3655
S1	1.3645	1.3646

Download as Excel Spreadsheet

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

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