CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 12-Oct-2018

Day Change Summary
	Previous	Current
	11-Oct-2018	12-Oct-2018	Change	Change %	Previous Week
Open	1.3332	1.3355	0.0023	0.2%	1.3230
High	1.3339	1.3356	0.0017	0.1%	1.3356
Low	1.3288	1.3256	-0.0032	-0.2%	1.3140
Close	1.3336	1.3265	-0.0071	-0.5%	1.3265
Range	0.0051	0.0100	0.0049	96.1%	0.0216
ATR	0.0078	0.0079	0.0002	2.0%	0.0000
Volume	102	216	114	111.8%	434

Daily Pivots for day following 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3592	1.3529	1.3320
R3	1.3492	1.3429	1.3293
R2	1.3392	1.3392	1.3283
R1	1.3329	1.3329	1.3274	1.3311
PP	1.3292	1.3292	1.3292	1.3283
S1	1.3229	1.3229	1.3256	1.3211
S2	1.3192	1.3192	1.3247
S3	1.3092	1.3129	1.3238
S4	1.2992	1.3029	1.3210

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3902	1.3799	1.3384
R3	1.3686	1.3583	1.3324
R2	1.3470	1.3470	1.3305
R1	1.3367	1.3367	1.3285	1.3419
PP	1.3254	1.3254	1.3254	1.3279
S1	1.3151	1.3151	1.3245	1.3203
S2	1.3038	1.3038	1.3225
S3	1.2822	1.2935	1.3206
S4	1.2606	1.2719	1.3146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3356	1.3140	0.0216	1.6%	0.0077	0.6%	58%	True	False	86
10	1.3356	1.3033	0.0323	2.4%	0.0070	0.5%	72%	True	False	115
20	1.3384	1.3033	0.0351	2.6%	0.0073	0.5%	66%	False	False	82
40	1.3384	1.2850	0.0534	4.0%	0.0060	0.5%	78%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3781
2.618	1.3618
1.618	1.3518
1.000	1.3456
0.618	1.3418
HIGH	1.3356
0.618	1.3318
0.500	1.3306
0.382	1.3294
LOW	1.3256
0.618	1.3194
1.000	1.3156
1.618	1.3094
2.618	1.2994
4.250	1.2831

Fisher Pivots for day following 12-Oct-2018
Pivot	1 day	3 day
R1	1.3306	1.3306
PP	1.3292	1.3292
S1	1.3279	1.3279

Download as Excel Spreadsheet

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

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