CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 16-Oct-2018

Day Change Summary
	Previous	Current
	15-Oct-2018	16-Oct-2018	Change	Change %	Previous Week
Open	1.3205	1.3251	0.0046	0.3%	1.3230
High	1.3270	1.3320	0.0050	0.4%	1.3356
Low	1.3200	1.3251	0.0051	0.4%	1.3140
Close	1.3258	1.3293	0.0035	0.3%	1.3265
Range	0.0070	0.0069	-0.0001	-1.4%	0.0216
ATR	0.0079	0.0078	-0.0001	-0.9%	0.0000
Volume	60	30	-30	-50.0%	434

Daily Pivots for day following 16-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3495	1.3463	1.3331
R3	1.3426	1.3394	1.3312
R2	1.3357	1.3357	1.3306
R1	1.3325	1.3325	1.3299	1.3341
PP	1.3288	1.3288	1.3288	1.3296
S1	1.3256	1.3256	1.3287	1.3272
S2	1.3219	1.3219	1.3280
S3	1.3150	1.3187	1.3274
S4	1.3081	1.3118	1.3255

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	1.3200	0.0156	1.2%	0.0065	0.5%	60%	False	False	95
10	1.3356	1.3033	0.0323	2.4%	0.0069	0.5%	80%	False	False	116
20	1.3384	1.3033	0.0351	2.6%	0.0079	0.6%	74%	False	False	85
40	1.3384	1.2930	0.0454	3.4%	0.0062	0.5%	80%	False	False	61

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3613
2.618	1.3501
1.618	1.3432
1.000	1.3389
0.618	1.3363
HIGH	1.3320
0.618	1.3294
0.500	1.3286
0.382	1.3277
LOW	1.3251
0.618	1.3208
1.000	1.3182
1.618	1.3139
2.618	1.3070
4.250	1.2958

Fisher Pivots for day following 16-Oct-2018
Pivot	1 day	3 day
R1	1.3291	1.3288
PP	1.3288	1.3283
S1	1.3286	1.3278

Download as Excel Spreadsheet

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

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