CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 25-Sep-2018

Day Change Summary
	Previous	Current
	24-Sep-2018	25-Sep-2018	Change	Change %	Previous Week
Open	1.3198	1.3229	0.0031	0.2%	1.3267
High	1.3273	1.3300	0.0027	0.2%	1.3384
Low	1.3195	1.3229	0.0034	0.3%	1.3170
Close	1.3230	1.3299	0.0069	0.5%	1.3191
Range	0.0078	0.0071	-0.0007	-9.0%	0.0214
ATR	0.0081	0.0080	-0.0001	-0.8%	0.0000
Volume	118	35	-83	-70.3%	134

Daily Pivots for day following 25-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3489	1.3465	1.3338
R3	1.3418	1.3394	1.3319
R2	1.3347	1.3347	1.3312
R1	1.3323	1.3323	1.3306	1.3335
PP	1.3276	1.3276	1.3276	1.3282
S1	1.3252	1.3252	1.3292	1.3264
S2	1.3205	1.3205	1.3286
S3	1.3134	1.3181	1.3279
S4	1.3063	1.3110	1.3260

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3890	1.3755	1.3309
R3	1.3676	1.3541	1.3250
R2	1.3462	1.3462	1.3230
R1	1.3327	1.3327	1.3211	1.3288
PP	1.3248	1.3248	1.3248	1.3229
S1	1.3113	1.3113	1.3171	1.3074
S2	1.3034	1.3034	1.3152
S3	1.2820	1.2899	1.3132
S4	1.2606	1.2685	1.3073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3384	1.3170	0.0214	1.6%	0.0104	0.8%	60%	False	False	51
10	1.3384	1.3151	0.0233	1.8%	0.0074	0.6%	64%	False	False	41
20	1.3384	1.2930	0.0454	3.4%	0.0063	0.5%	81%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3602
2.618	1.3486
1.618	1.3415
1.000	1.3371
0.618	1.3344
HIGH	1.3300
0.618	1.3273
0.500	1.3265
0.382	1.3256
LOW	1.3229
0.618	1.3185
1.000	1.3158
1.618	1.3114
2.618	1.3043
4.250	1.2927

Fisher Pivots for day following 25-Sep-2018
Pivot	1 day	3 day
R1	1.3288	1.3292
PP	1.3276	1.3284
S1	1.3265	1.3277

Download as Excel Spreadsheet

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

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