CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	1.3180	1.3328	0.0148	1.1%	1.3362
High	1.3329	1.3332	0.0003	0.0%	1.3370
Low	1.3172	1.3206	0.0034	0.3%	1.3150
Close	1.3314	1.3215	-0.0099	-0.7%	1.3253
Range	0.0157	0.0126	-0.0031	-19.7%	0.0220
ATR	0.0100	0.0102	0.0002	1.9%	0.0000
Volume	248	193	-55	-22.2%	976

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3629	1.3548	1.3284
R3	1.3503	1.3422	1.3250
R2	1.3377	1.3377	1.3238
R1	1.3296	1.3296	1.3227	1.3274
PP	1.3251	1.3251	1.3251	1.3240
S1	1.3170	1.3170	1.3203	1.3148
S2	1.3125	1.3125	1.3192
S3	1.2999	1.3044	1.3180
S4	1.2873	1.2918	1.3146

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	1.3332	1.3150	0.0182	1.4%	0.0114	0.9%	36%	True	False	237
10	1.3400	1.3150	0.0250	1.9%	0.0098	0.7%	26%	False	False	180
20	1.3481	1.3097	0.0384	2.9%	0.0089	0.7%	31%	False	False	124
40	1.3719	1.2943	0.0776	5.9%	0.0101	0.8%	35%	False	False	118

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3868
2.618	1.3662
1.618	1.3536
1.000	1.3458
0.618	1.3410
HIGH	1.3332
0.618	1.3284
0.500	1.3269
0.382	1.3254
LOW	1.3206
0.618	1.3128
1.000	1.3080
1.618	1.3002
2.618	1.2876
4.250	1.2671

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	1.3269	1.3252
PP	1.3251	1.3240
S1	1.3233	1.3227

Download as Excel Spreadsheet

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

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