CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	1.3575	1.3560	-0.0015	-0.1%	1.3639
High	1.3638	1.3581	-0.0057	-0.4%	1.3719
Low	1.3508	1.3486	-0.0022	-0.2%	1.3523
Close	1.3543	1.3527	-0.0016	-0.1%	1.3600
Range	0.0130	0.0095	-0.0035	-26.9%	0.0196
ATR	0.0111	0.0110	-0.0001	-1.0%	0.0000
Volume	17	85	68	400.0%	88

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3816	1.3767	1.3579
R3	1.3721	1.3672	1.3553
R2	1.3626	1.3626	1.3544
R1	1.3577	1.3577	1.3536	1.3554
PP	1.3531	1.3531	1.3531	1.3520
S1	1.3482	1.3482	1.3518	1.3459
S2	1.3436	1.3436	1.3510
S3	1.3341	1.3387	1.3501
S4	1.3246	1.3292	1.3475

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.4202	1.4097	1.3708
R3	1.4006	1.3901	1.3654
R2	1.3810	1.3810	1.3636
R1	1.3705	1.3705	1.3618	1.3660
PP	1.3614	1.3614	1.3614	1.3591
S1	1.3509	1.3509	1.3582	1.3464
S2	1.3418	1.3418	1.3564
S3	1.3222	1.3313	1.3546
S4	1.3026	1.3117	1.3492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3719	1.3486	0.0233	1.7%	0.0133	1.0%	18%	False	True	33
10	1.3719	1.3272	0.0447	3.3%	0.0142	1.1%	57%	False	False	50
20	1.3719	1.2943	0.0776	5.7%	0.0108	0.8%	75%	False	False	111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3985
2.618	1.3830
1.618	1.3735
1.000	1.3676
0.618	1.3640
HIGH	1.3581
0.618	1.3545
0.500	1.3534
0.382	1.3522
LOW	1.3486
0.618	1.3427
1.000	1.3391
1.618	1.3332
2.618	1.3237
4.250	1.3082

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	1.3534	1.3575
PP	1.3531	1.3559
S1	1.3529	1.3543

Download as Excel Spreadsheet

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

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