CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 22-Oct-2018

Day Change Summary
	Previous	Current
	19-Oct-2018	22-Oct-2018	Change	Change %	Previous Week
Open	1.3123	1.3173	0.0050	0.4%	1.3205
High	1.3188	1.3180	-0.0008	-0.1%	1.3320
Low	1.3121	1.3061	-0.0060	-0.5%	1.3121
Close	1.3167	1.3071	-0.0096	-0.7%	1.3167
Range	0.0067	0.0119	0.0052	77.6%	0.0199
ATR	0.0079	0.0082	0.0003	3.6%	0.0000
Volume	224	27	-197	-87.9%	2,337

Daily Pivots for day following 22-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3461	1.3385	1.3136
R3	1.3342	1.3266	1.3104
R2	1.3223	1.3223	1.3093
R1	1.3147	1.3147	1.3082	1.3126
PP	1.3104	1.3104	1.3104	1.3093
S1	1.3028	1.3028	1.3060	1.3007
S2	1.2985	1.2985	1.3049
S3	1.2866	1.2909	1.3038
S4	1.2747	1.2790	1.3006

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3800	1.3682	1.3276
R3	1.3601	1.3483	1.3222
R2	1.3402	1.3402	1.3203
R1	1.3284	1.3284	1.3185	1.3244
PP	1.3203	1.3203	1.3203	1.3182
S1	1.3085	1.3085	1.3149	1.3045
S2	1.3004	1.3004	1.3131
S3	1.2805	1.2886	1.3112
S4	1.2606	1.2687	1.3058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3320	1.3061	0.0259	2.0%	0.0078	0.6%	4%	False	True	460
10	1.3356	1.3061	0.0295	2.3%	0.0075	0.6%	3%	False	True	276
20	1.3356	1.3033	0.0323	2.5%	0.0073	0.6%	12%	False	False	187
40	1.3384	1.2930	0.0454	3.5%	0.0067	0.5%	31%	False	False	104

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	0.0012
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.3686
2.618	1.3492
1.618	1.3373
1.000	1.3299
0.618	1.3254
HIGH	1.3180
0.618	1.3135
0.500	1.3121
0.382	1.3106
LOW	1.3061
0.618	1.2987
1.000	1.2942
1.618	1.2868
2.618	1.2749
4.250	1.2555

Fisher Pivots for day following 22-Oct-2018
Pivot	1 day	3 day
R1	1.3121	1.3144
PP	1.3104	1.3120
S1	1.3088	1.3095

Download as Excel Spreadsheet

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

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