CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	1.3235	1.3263	0.0028	0.2%	1.3226
High	1.3259	1.3306	0.0047	0.4%	1.3306
Low	1.3190	1.3227	0.0037	0.3%	1.3116
Close	1.3237	1.3271	0.0034	0.3%	1.3271
Range	0.0069	0.0079	0.0010	14.5%	0.0190
ATR	0.0099	0.0097	-0.0001	-1.4%	0.0000
Volume	516	170	-346	-67.1%	1,498

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3505	1.3467	1.3314
R3	1.3426	1.3388	1.3293
R2	1.3347	1.3347	1.3285
R1	1.3309	1.3309	1.3278	1.3328
PP	1.3268	1.3268	1.3268	1.3278
S1	1.3230	1.3230	1.3264	1.3249
S2	1.3189	1.3189	1.3257
S3	1.3110	1.3151	1.3249
S4	1.3031	1.3072	1.3228

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3801	1.3726	1.3376
R3	1.3611	1.3536	1.3323
R2	1.3421	1.3421	1.3306
R1	1.3346	1.3346	1.3288	1.3384
PP	1.3231	1.3231	1.3231	1.3250
S1	1.3156	1.3156	1.3254	1.3194
S2	1.3041	1.3041	1.3236
S3	1.2851	1.2966	1.3219
S4	1.2661	1.2776	1.3167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3306	1.3116	0.0190	1.4%	0.0088	0.7%	82%	True	False	299
10	1.3306	1.3115	0.0191	1.4%	0.0088	0.7%	82%	True	False	206
20	1.3370	1.3098	0.0272	2.0%	0.0099	0.7%	64%	False	False	193
40	1.3638	1.3097	0.0541	4.1%	0.0093	0.7%	32%	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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3642
2.618	1.3513
1.618	1.3434
1.000	1.3385
0.618	1.3355
HIGH	1.3306
0.618	1.3276
0.500	1.3267
0.382	1.3257
LOW	1.3227
0.618	1.3178
1.000	1.3148
1.618	1.3099
2.618	1.3020
4.250	1.2891

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	1.3270	1.3263
PP	1.3268	1.3254
S1	1.3267	1.3246

Download as Excel Spreadsheet

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

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