CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	1.3120	1.3109	-0.0011	-0.1%	1.3198
High	1.3146	1.3119	-0.0027	-0.2%	1.3330
Low	1.3059	1.3073	0.0014	0.1%	1.3128
Close	1.3085	1.3081	-0.0004	0.0%	1.3150
Range	0.0087	0.0046	-0.0041	-47.1%	0.0202
ATR	0.0079	0.0077	-0.0002	-3.0%	0.0000
Volume	4	23	19	475.0%	352

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3229	1.3201	1.3106
R3	1.3183	1.3155	1.3094
R2	1.3137	1.3137	1.3089
R1	1.3109	1.3109	1.3085	1.3100
PP	1.3091	1.3091	1.3091	1.3087
S1	1.3063	1.3063	1.3077	1.3054
S2	1.3045	1.3045	1.3073
S3	1.2999	1.3017	1.3068
S4	1.2953	1.2971	1.3056

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	1.3282	1.3059	0.0223	1.7%	0.0069	0.5%	10%	False	False	58
10	1.3384	1.3059	0.0325	2.5%	0.0086	0.7%	7%	False	False	54
20	1.3384	1.3042	0.0342	2.6%	0.0066	0.5%	11%	False	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3315
2.618	1.3239
1.618	1.3193
1.000	1.3165
0.618	1.3147
HIGH	1.3119
0.618	1.3101
0.500	1.3096
0.382	1.3091
LOW	1.3073
0.618	1.3045
1.000	1.3027
1.618	1.2999
2.618	1.2953
4.250	1.2878

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	1.3096	1.3131
PP	1.3091	1.3114
S1	1.3086	1.3098

Download as Excel Spreadsheet

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

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