CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	1.3282	1.3192	-0.0090	-0.7%	1.3198
High	1.3282	1.3192	-0.0090	-0.7%	1.3330
Low	1.3199	1.3128	-0.0071	-0.5%	1.3128
Close	1.3199	1.3150	-0.0049	-0.4%	1.3150
Range	0.0083	0.0064	-0.0019	-22.9%	0.0202
ATR	0.0080	0.0080	-0.0001	-0.8%	0.0000
Volume	98	93	-5	-5.1%	352

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3349	1.3313	1.3185
R3	1.3285	1.3249	1.3168
R2	1.3221	1.3221	1.3162
R1	1.3185	1.3185	1.3156	1.3171
PP	1.3157	1.3157	1.3157	1.3150
S1	1.3121	1.3121	1.3144	1.3107
S2	1.3093	1.3093	1.3138
S3	1.3029	1.3057	1.3132
S4	1.2965	1.2993	1.3115

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3809	1.3681	1.3261
R3	1.3607	1.3479	1.3206
R2	1.3405	1.3405	1.3187
R1	1.3277	1.3277	1.3169	1.3240
PP	1.3203	1.3203	1.3203	1.3184
S1	1.3075	1.3075	1.3131	1.3038
S2	1.3001	1.3001	1.3113
S3	1.2799	1.2873	1.3094
S4	1.2597	1.2671	1.3039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3330	1.3128	0.0202	1.5%	0.0073	0.6%	11%	False	True	70
10	1.3384	1.3128	0.0256	1.9%	0.0076	0.6%	9%	False	True	48
20	1.3384	1.2930	0.0454	3.5%	0.0065	0.5%	48%	False	False	32

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	0.0006
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3464
2.618	1.3360
1.618	1.3296
1.000	1.3256
0.618	1.3232
HIGH	1.3192
0.618	1.3168
0.500	1.3160
0.382	1.3152
LOW	1.3128
0.618	1.3088
1.000	1.3064
1.618	1.3024
2.618	1.2960
4.250	1.2856

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	1.3160	1.3229
PP	1.3157	1.3203
S1	1.3153	1.3176

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

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