CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	1.3114	1.3130	0.0016	0.1%	1.3194
High	1.3184	1.3227	0.0043	0.3%	1.3370
Low	1.3099	1.3115	0.0016	0.1%	1.3098
Close	1.3123	1.3227	0.0104	0.8%	1.3123
Range	0.0085	0.0112	0.0027	31.8%	0.0272
ATR	0.0105	0.0106	0.0000	0.4%	0.0000
Volume	132	41	-91	-68.9%	890

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3526	1.3488	1.3289
R3	1.3414	1.3376	1.3258
R2	1.3302	1.3302	1.3248
R1	1.3264	1.3264	1.3237	1.3283
PP	1.3190	1.3190	1.3190	1.3199
S1	1.3152	1.3152	1.3217	1.3171
S2	1.3078	1.3078	1.3206
S3	1.2966	1.3040	1.3196
S4	1.2854	1.2928	1.3165

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%	0.0119	0.9%	47%	False	False	144
10	1.3370	1.3098	0.0272	2.1%	0.0114	0.9%	47%	False	False	172
20	1.3400	1.3098	0.0302	2.3%	0.0101	0.8%	43%	False	False	156
40	1.3719	1.3097	0.0622	4.7%	0.0107	0.8%	21%	False	False	142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3703
2.618	1.3520
1.618	1.3408
1.000	1.3339
0.618	1.3296
HIGH	1.3227
0.618	1.3184
0.500	1.3171
0.382	1.3158
LOW	1.3115
0.618	1.3046
1.000	1.3003
1.618	1.2934
2.618	1.2822
4.250	1.2639

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	1.3208	1.3224
PP	1.3190	1.3220
S1	1.3171	1.3217

Download as Excel Spreadsheet

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

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