CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 18-Oct-2018

Day Change Summary
	Previous	Current
	17-Oct-2018	18-Oct-2018	Change	Change %	Previous Week
Open	1.3228	1.3188	-0.0040	-0.3%	1.3230
High	1.3245	1.3227	-0.0018	-0.1%	1.3356
Low	1.3215	1.3123	-0.0092	-0.7%	1.3140
Close	1.3224	1.3134	-0.0090	-0.7%	1.3265
Range	0.0030	0.0104	0.0074	246.7%	0.0216
ATR	0.0078	0.0080	0.0002	2.4%	0.0000
Volume	513	1,510	997	194.3%	434

Daily Pivots for day following 18-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3473	1.3408	1.3191
R3	1.3369	1.3304	1.3163
R2	1.3265	1.3265	1.3153
R1	1.3200	1.3200	1.3144	1.3181
PP	1.3161	1.3161	1.3161	1.3152
S1	1.3096	1.3096	1.3124	1.3077
S2	1.3057	1.3057	1.3115
S3	1.2953	1.2992	1.3105
S4	1.2849	1.2888	1.3077

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	1.3123	0.0233	1.8%	0.0075	0.6%	5%	False	True	465
10	1.3356	1.3123	0.0233	1.8%	0.0068	0.5%	5%	False	True	258
20	1.3384	1.3033	0.0351	2.7%	0.0078	0.6%	29%	False	False	185
40	1.3384	1.2930	0.0454	3.5%	0.0065	0.5%	45%	False	False	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3669
2.618	1.3499
1.618	1.3395
1.000	1.3331
0.618	1.3291
HIGH	1.3227
0.618	1.3187
0.500	1.3175
0.382	1.3163
LOW	1.3123
0.618	1.3059
1.000	1.3019
1.618	1.2955
2.618	1.2851
4.250	1.2681

Fisher Pivots for day following 18-Oct-2018
Pivot	1 day	3 day
R1	1.3175	1.3222
PP	1.3161	1.3192
S1	1.3148	1.3163

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

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