CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	1.3243	1.3267	0.0024	0.2%	1.3362
High	1.3286	1.3286	0.0000	0.0%	1.3370
Low	1.3220	1.3175	-0.0045	-0.3%	1.3150
Close	1.3261	1.3197	-0.0064	-0.5%	1.3253
Range	0.0066	0.0111	0.0045	68.2%	0.0220
ATR	0.0094	0.0095	0.0001	1.3%	0.0000
Volume	121	203	82	67.8%	976

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3552	1.3486	1.3258
R3	1.3441	1.3375	1.3228
R2	1.3330	1.3330	1.3217
R1	1.3264	1.3264	1.3207	1.3242
PP	1.3219	1.3219	1.3219	1.3208
S1	1.3153	1.3153	1.3187	1.3131
S2	1.3108	1.3108	1.3177
S3	1.2997	1.3042	1.3166
S4	1.2886	1.2931	1.3136

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3918	1.3805	1.3374
R3	1.3698	1.3585	1.3314
R2	1.3478	1.3478	1.3293
R1	1.3365	1.3365	1.3273	1.3312
PP	1.3258	1.3258	1.3258	1.3231
S1	1.3145	1.3145	1.3233	1.3092
S2	1.3038	1.3038	1.3213
S3	1.2818	1.2925	1.3193
S4	1.2598	1.2705	1.3132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3289	1.3150	0.0139	1.1%	0.0088	0.7%	34%	False	False	189
10	1.3400	1.3150	0.0250	1.9%	0.0090	0.7%	19%	False	False	154
20	1.3531	1.3097	0.0434	3.3%	0.0084	0.6%	23%	False	False	103
40	1.3719	1.2943	0.0776	5.9%	0.0096	0.7%	33%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3758
2.618	1.3577
1.618	1.3466
1.000	1.3397
0.618	1.3355
HIGH	1.3286
0.618	1.3244
0.500	1.3231
0.382	1.3217
LOW	1.3175
0.618	1.3106
1.000	1.3064
1.618	1.2995
2.618	1.2884
4.250	1.2703

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	1.3231	1.3218
PP	1.3219	1.3211
S1	1.3208	1.3204

Download as Excel Spreadsheet

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

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