CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	1.3178	1.3226	0.0048	0.4%	1.3130
High	1.3281	1.3226	-0.0055	-0.4%	1.3281
Low	1.3171	1.3116	-0.0055	-0.4%	1.3115
Close	1.3251	1.3169	-0.0082	-0.6%	1.3251
Range	0.0110	0.0110	0.0000	0.0%	0.0166
ATR	0.0100	0.0103	0.0002	2.5%	0.0000
Volume	108	485	377	349.1%	567

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3500	1.3445	1.3230
R3	1.3390	1.3335	1.3199
R2	1.3280	1.3280	1.3189
R1	1.3225	1.3225	1.3179	1.3198
PP	1.3170	1.3170	1.3170	1.3157
S1	1.3115	1.3115	1.3159	1.3088
S2	1.3060	1.3060	1.3149
S3	1.2950	1.3005	1.3139
S4	1.2840	1.2895	1.3109

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3714	1.3648	1.3342
R3	1.3548	1.3482	1.3297
R2	1.3382	1.3382	1.3281
R1	1.3316	1.3316	1.3266	1.3349
PP	1.3216	1.3216	1.3216	1.3232
S1	1.3150	1.3150	1.3236	1.3183
S2	1.3050	1.3050	1.3221
S3	1.2884	1.2984	1.3205
S4	1.2718	1.2818	1.3160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3281	1.3116	0.0165	1.3%	0.0088	0.7%	32%	False	True	202
10	1.3370	1.3098	0.0272	2.1%	0.0104	0.8%	26%	False	False	173
20	1.3370	1.3098	0.0272	2.1%	0.0101	0.8%	26%	False	False	188
40	1.3719	1.3097	0.0622	4.7%	0.0097	0.7%	12%	False	False	119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0010

Fibonacci Retracements and Extensions
4.250	1.3694
2.618	1.3514
1.618	1.3404
1.000	1.3336
0.618	1.3294
HIGH	1.3226
0.618	1.3184
0.500	1.3171
0.382	1.3158
LOW	1.3116
0.618	1.3048
1.000	1.3006
1.618	1.2938
2.618	1.2828
4.250	1.2649

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	1.3171	1.3199
PP	1.3170	1.3189
S1	1.3170	1.3179

Download as Excel Spreadsheet

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

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