CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 04-Oct-2018

Day Change Summary
	Previous	Current
	03-Oct-2018	04-Oct-2018	Change	Change %	Previous Week
Open	1.3109	1.3042	-0.0067	-0.5%	1.3198
High	1.3119	1.3131	0.0012	0.1%	1.3330
Low	1.3073	1.3033	-0.0040	-0.3%	1.3128
Close	1.3081	1.3129	0.0048	0.4%	1.3150
Range	0.0046	0.0098	0.0052	113.0%	0.0202
ATR	0.0077	0.0078	0.0002	2.0%	0.0000
Volume	23	580	557	2,421.7%	352

Daily Pivots for day following 04-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3392	1.3358	1.3183
R3	1.3294	1.3260	1.3156
R2	1.3196	1.3196	1.3147
R1	1.3162	1.3162	1.3138	1.3179
PP	1.3098	1.3098	1.3098	1.3106
S1	1.3064	1.3064	1.3120	1.3081
S2	1.3000	1.3000	1.3111
S3	1.2902	1.2966	1.3102
S4	1.2804	1.2868	1.3075

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	1.3203	1.3033	0.0170	1.3%	0.0072	0.5%	56%	False	True	154
10	1.3384	1.3033	0.0351	2.7%	0.0088	0.7%	27%	False	True	112
20	1.3384	1.3033	0.0351	2.7%	0.0071	0.5%	27%	False	True	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3548
2.618	1.3388
1.618	1.3290
1.000	1.3229
0.618	1.3192
HIGH	1.3131
0.618	1.3094
0.500	1.3082
0.382	1.3070
LOW	1.3033
0.618	1.2972
1.000	1.2935
1.618	1.2874
2.618	1.2776
4.250	1.2617

Fisher Pivots for day following 04-Oct-2018
Pivot	1 day	3 day
R1	1.3113	1.3116
PP	1.3098	1.3103
S1	1.3082	1.3090

Download as Excel Spreadsheet

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

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