CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	1.3225	1.3229	0.0004	0.0%	1.3194
High	1.3229	1.3229	0.0000	0.0%	1.3370
Low	1.3166	1.3145	-0.0021	-0.2%	1.3098
Close	1.3222	1.3167	-0.0055	-0.4%	1.3123
Range	0.0063	0.0084	0.0021	33.3%	0.0272
ATR	0.0103	0.0101	-0.0001	-1.3%	0.0000
Volume	74	203	129	174.3%	890

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3432	1.3384	1.3213
R3	1.3348	1.3300	1.3190
R2	1.3264	1.3264	1.3182
R1	1.3216	1.3216	1.3175	1.3198
PP	1.3180	1.3180	1.3180	1.3172
S1	1.3132	1.3132	1.3159	1.3114
S2	1.3096	1.3096	1.3152
S3	1.3012	1.3048	1.3144
S4	1.2928	1.2964	1.3121

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	1.3336	1.3098	0.0238	1.8%	0.0116	0.9%	29%	False	False	165
10	1.3370	1.3098	0.0272	2.1%	0.0102	0.8%	25%	False	False	155
20	1.3400	1.3098	0.0302	2.3%	0.0102	0.8%	23%	False	False	165
40	1.3719	1.3097	0.0622	4.7%	0.0104	0.8%	11%	False	False	107

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3586
2.618	1.3449
1.618	1.3365
1.000	1.3313
0.618	1.3281
HIGH	1.3229
0.618	1.3197
0.500	1.3187
0.382	1.3177
LOW	1.3145
0.618	1.3093
1.000	1.3061
1.618	1.3009
2.618	1.2925
4.250	1.2788

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	1.3187	1.3172
PP	1.3180	1.3170
S1	1.3174	1.3169

Download as Excel Spreadsheet

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

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