CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	1.3341	1.3336	-0.0005	0.0%	1.3243
High	1.3370	1.3336	-0.0034	-0.3%	1.3332
Low	1.3298	1.3098	-0.0200	-1.5%	1.3135
Close	1.3305	1.3117	-0.0188	-1.4%	1.3181
Range	0.0072	0.0238	0.0166	230.6%	0.0197
ATR	0.0097	0.0107	0.0010	10.4%	0.0000
Volume	113	377	264	233.6%	916

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3898	1.3745	1.3248
R3	1.3660	1.3507	1.3182
R2	1.3422	1.3422	1.3161
R1	1.3269	1.3269	1.3139	1.3227
PP	1.3184	1.3184	1.3184	1.3162
S1	1.3031	1.3031	1.3095	1.2989
S2	1.2946	1.2946	1.3073
S3	1.2708	1.2793	1.3052
S4	1.2470	1.2555	1.2986

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	1.3098	0.0272	2.1%	0.0110	0.8%	7%	False	True	181
10	1.3370	1.3098	0.0272	2.1%	0.0112	0.9%	7%	False	True	209
20	1.3400	1.3097	0.0303	2.3%	0.0099	0.8%	7%	False	False	159
40	1.3719	1.3097	0.0622	4.7%	0.0105	0.8%	3%	False	False	140

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	1.4348
2.618	1.3959
1.618	1.3721
1.000	1.3574
0.618	1.3483
HIGH	1.3336
0.618	1.3245
0.500	1.3217
0.382	1.3189
LOW	1.3098
0.618	1.2951
1.000	1.2860
1.618	1.2713
2.618	1.2475
4.250	1.2087

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	1.3217	1.3234
PP	1.3184	1.3195
S1	1.3150	1.3156

Download as Excel Spreadsheet

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

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