CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	1.3252	1.3341	0.0089	0.7%	1.3243
High	1.3342	1.3370	0.0028	0.2%	1.3332
Low	1.3252	1.3298	0.0046	0.3%	1.3135
Close	1.3340	1.3305	-0.0035	-0.3%	1.3181
Range	0.0090	0.0072	-0.0018	-20.0%	0.0197
ATR	0.0099	0.0097	-0.0002	-1.9%	0.0000
Volume	60	113	53	88.3%	916

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3540	1.3495	1.3345
R3	1.3468	1.3423	1.3325
R2	1.3396	1.3396	1.3318
R1	1.3351	1.3351	1.3312	1.3338
PP	1.3324	1.3324	1.3324	1.3318
S1	1.3279	1.3279	1.3298	1.3266
S2	1.3252	1.3252	1.3292
S3	1.3180	1.3207	1.3285
S4	1.3108	1.3135	1.3265

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3807	1.3691	1.3289
R3	1.3610	1.3494	1.3235
R2	1.3413	1.3413	1.3217
R1	1.3297	1.3297	1.3199	1.3257
PP	1.3216	1.3216	1.3216	1.3196
S1	1.3100	1.3100	1.3163	1.3060
S2	1.3019	1.3019	1.3145
S3	1.2822	1.2903	1.3127
S4	1.2625	1.2706	1.3073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3370	1.3135	0.0235	1.8%	0.0088	0.7%	72%	True	False	145
10	1.3370	1.3135	0.0235	1.8%	0.0097	0.7%	72%	True	False	189
20	1.3400	1.3097	0.0303	2.3%	0.0092	0.7%	69%	False	False	144
40	1.3719	1.3097	0.0622	4.7%	0.0100	0.8%	33%	False	False	130

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3676
2.618	1.3558
1.618	1.3486
1.000	1.3442
0.618	1.3414
HIGH	1.3370
0.618	1.3342
0.500	1.3334
0.382	1.3326
LOW	1.3298
0.618	1.3254
1.000	1.3226
1.618	1.3182
2.618	1.3110
4.250	1.2992

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	1.3334	1.3297
PP	1.3324	1.3288
S1	1.3315	1.3280

Download as Excel Spreadsheet

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

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