CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 01-Oct-2018

Day Change Summary
	Previous	Current
	28-Sep-2018	01-Oct-2018	Change	Change %	Previous Week
Open	1.3192	1.3155	-0.0037	-0.3%	1.3198
High	1.3192	1.3203	0.0011	0.1%	1.3330
Low	1.3128	1.3138	0.0010	0.1%	1.3128
Close	1.3150	1.3145	-0.0005	0.0%	1.3150
Range	0.0064	0.0065	0.0001	1.6%	0.0202
ATR	0.0080	0.0079	-0.0001	-1.3%	0.0000
Volume	93	73	-20	-21.5%	352

Daily Pivots for day following 01-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3357	1.3316	1.3181
R3	1.3292	1.3251	1.3163
R2	1.3227	1.3227	1.3157
R1	1.3186	1.3186	1.3151	1.3174
PP	1.3162	1.3162	1.3162	1.3156
S1	1.3121	1.3121	1.3139	1.3109
S2	1.3097	1.3097	1.3133
S3	1.3032	1.3056	1.3127
S4	1.2967	1.2991	1.3109

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%	0.0071	0.5%	8%	False	False	61
10	1.3384	1.3128	0.0256	1.9%	0.0080	0.6%	7%	False	False	53
20	1.3384	1.2930	0.0454	3.5%	0.0068	0.5%	47%	False	False	36

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3479
2.618	1.3373
1.618	1.3308
1.000	1.3268
0.618	1.3243
HIGH	1.3203
0.618	1.3178
0.500	1.3171
0.382	1.3163
LOW	1.3138
0.618	1.3098
1.000	1.3073
1.618	1.3033
2.618	1.2968
4.250	1.2862

Fisher Pivots for day following 01-Oct-2018
Pivot	1 day	3 day
R1	1.3171	1.3205
PP	1.3162	1.3185
S1	1.3154	1.3165

Download as Excel Spreadsheet

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

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