CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	1.3242	1.3268	0.0026	0.2%	1.3147
High	1.3278	1.3289	0.0011	0.1%	1.3400
Low	1.3215	1.3197	-0.0018	-0.1%	1.3147
Close	1.3264	1.3218	-0.0046	-0.3%	1.3357
Range	0.0063	0.0092	0.0029	46.0%	0.0253
ATR	0.0096	0.0095	0.0000	-0.3%	0.0000
Volume	31	171	140	451.6%	408

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3511	1.3456	1.3269
R3	1.3419	1.3364	1.3243
R2	1.3327	1.3327	1.3235
R1	1.3272	1.3272	1.3226	1.3254
PP	1.3235	1.3235	1.3235	1.3225
S1	1.3180	1.3180	1.3210	1.3162
S2	1.3143	1.3143	1.3201
S3	1.3051	1.3088	1.3193
S4	1.2959	1.2996	1.3167

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	1.3197	0.0203	1.5%	0.0083	0.6%	10%	False	True	122
10	1.3400	1.3097	0.0303	2.3%	0.0085	0.6%	40%	False	False	110
20	1.3664	1.3097	0.0567	4.3%	0.0088	0.7%	21%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3680
2.618	1.3530
1.618	1.3438
1.000	1.3381
0.618	1.3346
HIGH	1.3289
0.618	1.3254
0.500	1.3243
0.382	1.3232
LOW	1.3197
0.618	1.3140
1.000	1.3105
1.618	1.3048
2.618	1.2956
4.250	1.2806

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	1.3243	1.3259
PP	1.3235	1.3245
S1	1.3226	1.3232

Download as Excel Spreadsheet

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

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