CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	1.3411	1.3301	-0.0110	-0.8%	1.3575
High	1.3411	1.3348	-0.0063	-0.5%	1.3638
Low	1.3330	1.3292	-0.0038	-0.3%	1.3420
Close	1.3353	1.3312	-0.0041	-0.3%	1.3477
Range	0.0081	0.0056	-0.0025	-30.9%	0.0218
ATR	0.0110	0.0107	-0.0004	-3.2%	0.0000
Volume	64	16	-48	-75.0%	136

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3485	1.3455	1.3343
R3	1.3429	1.3399	1.3327
R2	1.3373	1.3373	1.3322
R1	1.3343	1.3343	1.3317	1.3358
PP	1.3317	1.3317	1.3317	1.3325
S1	1.3287	1.3287	1.3307	1.3302
S2	1.3261	1.3261	1.3302
S3	1.3205	1.3231	1.3297
S4	1.3149	1.3175	1.3281

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	1.3531	1.3292	0.0239	1.8%	0.0078	0.6%	8%	False	True	22
10	1.3719	1.3292	0.0427	3.2%	0.0105	0.8%	5%	False	True	27
20	1.3719	1.3108	0.0611	4.6%	0.0108	0.8%	33%	False	False	115

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	1.3586
2.618	1.3495
1.618	1.3439
1.000	1.3404
0.618	1.3383
HIGH	1.3348
0.618	1.3327
0.500	1.3320
0.382	1.3313
LOW	1.3292
0.618	1.3257
1.000	1.3236
1.618	1.3201
2.618	1.3145
4.250	1.3054

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	1.3320	1.3387
PP	1.3317	1.3362
S1	1.3315	1.3337

Download as Excel Spreadsheet

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

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