CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	1.3438	1.3451	0.0013	0.1%	1.3575
High	1.3525	1.3481	-0.0044	-0.3%	1.3638
Low	1.3420	1.3421	0.0001	0.0%	1.3420
Close	1.3516	1.3477	-0.0039	-0.3%	1.3477
Range	0.0105	0.0060	-0.0045	-42.9%	0.0218
ATR	0.0108	0.0107	-0.0001	-0.9%	0.0000
Volume	15	7	-8	-53.3%	136

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3640	1.3618	1.3510
R3	1.3580	1.3558	1.3494
R2	1.3520	1.3520	1.3488
R1	1.3498	1.3498	1.3483	1.3509
PP	1.3460	1.3460	1.3460	1.3465
S1	1.3438	1.3438	1.3472	1.3449
S2	1.3400	1.3400	1.3466
S3	1.3340	1.3378	1.3461
S4	1.3280	1.3318	1.3444

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.4166	1.4039	1.3597
R3	1.3948	1.3821	1.3537
R2	1.3730	1.3730	1.3517
R1	1.3603	1.3603	1.3497	1.3558
PP	1.3512	1.3512	1.3512	1.3489
S1	1.3385	1.3385	1.3457	1.3340
S2	1.3294	1.3294	1.3437
S3	1.3076	1.3167	1.3417
S4	1.2858	1.2949	1.3357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3638	1.3420	0.0218	1.6%	0.0095	0.7%	26%	False	False	27
10	1.3719	1.3420	0.0299	2.2%	0.0113	0.8%	19%	False	False	22
20	1.3719	1.2998	0.0721	5.3%	0.0112	0.8%	66%	False	False	111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3736
2.618	1.3638
1.618	1.3578
1.000	1.3541
0.618	1.3518
HIGH	1.3481
0.618	1.3458
0.500	1.3451
0.382	1.3444
LOW	1.3421
0.618	1.3384
1.000	1.3361
1.618	1.3324
2.618	1.3264
4.250	1.3166

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	1.3468	1.3477
PP	1.3460	1.3476
S1	1.3451	1.3476

Download as Excel Spreadsheet

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

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