CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	1.3147	1.3209	0.0062	0.5%	1.3411
High	1.3218	1.3289	0.0071	0.5%	1.3411
Low	1.3147	1.3209	0.0062	0.5%	1.3097
Close	1.3218	1.3267	0.0049	0.4%	1.3134
Range	0.0071	0.0080	0.0009	12.7%	0.0314
ATR	0.0102	0.0101	-0.0002	-1.6%	0.0000
Volume	102	60	-42	-41.2%	325

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3495	1.3461	1.3311
R3	1.3415	1.3381	1.3289
R2	1.3335	1.3335	1.3282
R1	1.3301	1.3301	1.3274	1.3318
PP	1.3255	1.3255	1.3255	1.3264
S1	1.3221	1.3221	1.3260	1.3238
S2	1.3175	1.3175	1.3252
S3	1.3095	1.3141	1.3245
S4	1.3015	1.3061	1.3223

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.4156	1.3959	1.3307
R3	1.3842	1.3645	1.3220
R2	1.3528	1.3528	1.3192
R1	1.3331	1.3331	1.3163	1.3273
PP	1.3214	1.3214	1.3214	1.3185
S1	1.3017	1.3017	1.3105	1.2959
S2	1.2900	1.2900	1.3076
S3	1.2586	1.2703	1.3048
S4	1.2272	1.2389	1.2961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3355	1.3097	0.0258	1.9%	0.0079	0.6%	66%	False	False	81
10	1.3531	1.3097	0.0434	3.3%	0.0078	0.6%	39%	False	False	52
20	1.3719	1.3097	0.0622	4.7%	0.0110	0.8%	27%	False	False	51

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3629
2.618	1.3498
1.618	1.3418
1.000	1.3369
0.618	1.3338
HIGH	1.3289
0.618	1.3258
0.500	1.3249
0.382	1.3240
LOW	1.3209
0.618	1.3160
1.000	1.3129
1.618	1.3080
2.618	1.3000
4.250	1.2869

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	1.3261	1.3242
PP	1.3255	1.3218
S1	1.3249	1.3193

Download as Excel Spreadsheet

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

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