CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 03-Nov-2017

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	1.3336	1.3114	-0.0222	-1.7%	1.3194
High	1.3336	1.3184	-0.0152	-1.1%	1.3370
Low	1.3098	1.3099	0.0001	0.0%	1.3098
Close	1.3117	1.3123	0.0006	0.0%	1.3123
Range	0.0238	0.0085	-0.0153	-64.3%	0.0272
ATR	0.0107	0.0105	-0.0002	-1.5%	0.0000
Volume	377	132	-245	-65.0%	890

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3390	1.3342	1.3170
R3	1.3305	1.3257	1.3146
R2	1.3220	1.3220	1.3139
R1	1.3172	1.3172	1.3131	1.3196
PP	1.3135	1.3135	1.3135	1.3148
S1	1.3087	1.3087	1.3115	1.3111
S2	1.3050	1.3050	1.3107
S3	1.2965	1.3002	1.3100
S4	1.2880	1.2917	1.3076

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.4013	1.3840	1.3273
R3	1.3741	1.3568	1.3198
R2	1.3469	1.3469	1.3173
R1	1.3296	1.3296	1.3148	1.3247
PP	1.3197	1.3197	1.3197	1.3172
S1	1.3024	1.3024	1.3098	1.2975
S2	1.2925	1.2925	1.3073
S3	1.2653	1.2752	1.3048
S4	1.2381	1.2480	1.2973

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%	0.0113	0.9%	9%	False	False	178
10	1.3370	1.3098	0.0272	2.1%	0.0110	0.8%	9%	False	False	180
20	1.3400	1.3098	0.0302	2.3%	0.0099	0.8%	8%	False	False	159
40	1.3719	1.3097	0.0622	4.7%	0.0105	0.8%	4%	False	False	143

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3545
2.618	1.3407
1.618	1.3322
1.000	1.3269
0.618	1.3237
HIGH	1.3184
0.618	1.3152
0.500	1.3142
0.382	1.3131
LOW	1.3099
0.618	1.3046
1.000	1.3014
1.618	1.2961
2.618	1.2876
4.250	1.2738

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	1.3142	1.3234
PP	1.3135	1.3197
S1	1.3129	1.3160

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

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