CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 13-Oct-2017

Day Change Summary
	Previous	Current
	12-Oct-2017	13-Oct-2017	Change	Change %	Previous Week
Open	1.3304	1.3329	0.0025	0.2%	1.3147
High	1.3343	1.3400	0.0057	0.4%	1.3400
Low	1.3191	1.3318	0.0127	1.0%	1.3147
Close	1.3339	1.3357	0.0018	0.1%	1.3357
Range	0.0152	0.0082	-0.0070	-46.1%	0.0253
ATR	0.0101	0.0100	-0.0001	-1.3%	0.0000
Volume	159	59	-100	-62.9%	408

Daily Pivots for day following 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3604	1.3563	1.3402
R3	1.3522	1.3481	1.3380
R2	1.3440	1.3440	1.3372
R1	1.3399	1.3399	1.3365	1.3420
PP	1.3358	1.3358	1.3358	1.3369
S1	1.3317	1.3317	1.3349	1.3338
S2	1.3276	1.3276	1.3342
S3	1.3194	1.3235	1.3334
S4	1.3112	1.3153	1.3312

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.4060	1.3962	1.3496
R3	1.3807	1.3709	1.3427
R2	1.3554	1.3554	1.3403
R1	1.3456	1.3456	1.3380	1.3505
PP	1.3301	1.3301	1.3301	1.3326
S1	1.3203	1.3203	1.3334	1.3252
S2	1.3048	1.3048	1.3311
S3	1.2795	1.2950	1.3287
S4	1.2542	1.2697	1.3218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3400	1.3147	0.0253	1.9%	0.0087	0.6%	83%	True	False	81
10	1.3411	1.3097	0.0314	2.4%	0.0081	0.6%	83%	False	False	73
20	1.3719	1.3097	0.0622	4.7%	0.0097	0.7%	42%	False	False	47

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3749
2.618	1.3615
1.618	1.3533
1.000	1.3482
0.618	1.3451
HIGH	1.3400
0.618	1.3369
0.500	1.3359
0.382	1.3349
LOW	1.3318
0.618	1.3267
1.000	1.3236
1.618	1.3185
2.618	1.3103
4.250	1.2970

Fisher Pivots for day following 13-Oct-2017
Pivot	1 day	3 day
R1	1.3359	1.3337
PP	1.3358	1.3316
S1	1.3358	1.3296

Download as Excel Spreadsheet

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

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