CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	1.3130	1.3225	0.0095	0.7%	1.3194
High	1.3227	1.3229	0.0002	0.0%	1.3370
Low	1.3115	1.3166	0.0051	0.4%	1.3098
Close	1.3227	1.3222	-0.0005	0.0%	1.3123
Range	0.0112	0.0063	-0.0049	-43.8%	0.0272
ATR	0.0106	0.0103	-0.0003	-2.9%	0.0000
Volume	41	74	33	80.5%	890

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3395	1.3371	1.3257
R3	1.3332	1.3308	1.3239
R2	1.3269	1.3269	1.3234
R1	1.3245	1.3245	1.3228	1.3226
PP	1.3206	1.3206	1.3206	1.3196
S1	1.3182	1.3182	1.3216	1.3163
S2	1.3143	1.3143	1.3210
S3	1.3080	1.3119	1.3205
S4	1.3017	1.3056	1.3187

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%	0.0114	0.9%	46%	False	False	147
10	1.3370	1.3098	0.0272	2.1%	0.0109	0.8%	46%	False	False	159
20	1.3400	1.3098	0.0302	2.3%	0.0100	0.8%	41%	False	False	157
40	1.3719	1.3097	0.0622	4.7%	0.0105	0.8%	20%	False	False	104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3497
2.618	1.3394
1.618	1.3331
1.000	1.3292
0.618	1.3268
HIGH	1.3229
0.618	1.3205
0.500	1.3198
0.382	1.3190
LOW	1.3166
0.618	1.3127
1.000	1.3103
1.618	1.3064
2.618	1.3001
4.250	1.2898

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	1.3214	1.3203
PP	1.3206	1.3183
S1	1.3198	1.3164

Download as Excel Spreadsheet

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

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