CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 11-Oct-2018

Day Change Summary
	Previous	Current
	10-Oct-2018	11-Oct-2018	Change	Change %	Previous Week
Open	1.3267	1.3332	0.0065	0.5%	1.3155
High	1.3302	1.3339	0.0037	0.3%	1.3220
Low	1.3267	1.3288	0.0021	0.2%	1.3033
Close	1.3302	1.3336	0.0034	0.3%	1.3215
Range	0.0035	0.0051	0.0016	45.7%	0.0187
ATR	0.0080	0.0078	-0.0002	-2.6%	0.0000
Volume	68	102	34	50.0%	722

Daily Pivots for day following 11-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3474	1.3456	1.3364
R3	1.3423	1.3405	1.3350
R2	1.3372	1.3372	1.3345
R1	1.3354	1.3354	1.3341	1.3363
PP	1.3321	1.3321	1.3321	1.3326
S1	1.3303	1.3303	1.3331	1.3312
S2	1.3270	1.3270	1.3327
S3	1.3219	1.3252	1.3322
S4	1.3168	1.3201	1.3308

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3717	1.3653	1.3318
R3	1.3530	1.3466	1.3266
R2	1.3343	1.3343	1.3249
R1	1.3279	1.3279	1.3232	1.3311
PP	1.3156	1.3156	1.3156	1.3172
S1	1.3092	1.3092	1.3198	1.3124
S2	1.2969	1.2969	1.3181
S3	1.2782	1.2905	1.3164
S4	1.2595	1.2718	1.3112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3339	1.3140	0.0199	1.5%	0.0061	0.5%	98%	True	False	52
10	1.3339	1.3033	0.0306	2.3%	0.0067	0.5%	99%	True	False	103
20	1.3384	1.3033	0.0351	2.6%	0.0072	0.5%	86%	False	False	72
40	1.3384	1.2836	0.0548	4.1%	0.0058	0.4%	91%	False	False	59

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3556
2.618	1.3473
1.618	1.3422
1.000	1.3390
0.618	1.3371
HIGH	1.3339
0.618	1.3320
0.500	1.3314
0.382	1.3307
LOW	1.3288
0.618	1.3256
1.000	1.3237
1.618	1.3205
2.618	1.3154
4.250	1.3071

Fisher Pivots for day following 11-Oct-2018
Pivot	1 day	3 day
R1	1.3329	1.3304
PP	1.3321	1.3273
S1	1.3314	1.3241

Download as Excel Spreadsheet

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

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