CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	1.3335	1.3282	-0.0053	-0.4%	1.3575
High	1.3355	1.3282	-0.0073	-0.5%	1.3638
Low	1.3304	1.3177	-0.0127	-1.0%	1.3420
Close	1.3315	1.3178	-0.0137	-1.0%	1.3477
Range	0.0051	0.0105	0.0054	105.9%	0.0218
ATR	0.0103	0.0105	0.0003	2.5%	0.0000
Volume	41	64	23	56.1%	136

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3527	1.3458	1.3236
R3	1.3422	1.3353	1.3207
R2	1.3317	1.3317	1.3197
R1	1.3248	1.3248	1.3188	1.3230
PP	1.3212	1.3212	1.3212	1.3204
S1	1.3143	1.3143	1.3168	1.3125
S2	1.3107	1.3107	1.3159
S3	1.3002	1.3038	1.3149
S4	1.2897	1.2933	1.3120

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	1.3481	1.3177	0.0304	2.3%	0.0071	0.5%	0%	False	True	38
10	1.3664	1.3177	0.0487	3.7%	0.0091	0.7%	0%	False	True	35
20	1.3719	1.3177	0.0542	4.1%	0.0110	0.8%	0%	False	True	120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3728
2.618	1.3557
1.618	1.3452
1.000	1.3387
0.618	1.3347
HIGH	1.3282
0.618	1.3242
0.500	1.3230
0.382	1.3217
LOW	1.3177
0.618	1.3112
1.000	1.3072
1.618	1.3007
2.618	1.2902
4.250	1.2731

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	1.3230	1.3266
PP	1.3212	1.3237
S1	1.3195	1.3207

Download as Excel Spreadsheet

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

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