CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 23-Oct-2018

Day Change Summary
	Previous	Current
	22-Oct-2018	23-Oct-2018	Change	Change %	Previous Week
Open	1.3173	1.3060	-0.0113	-0.9%	1.3205
High	1.3180	1.3139	-0.0041	-0.3%	1.3320
Low	1.3061	1.3055	-0.0006	0.0%	1.3121
Close	1.3071	1.3082	0.0011	0.1%	1.3167
Range	0.0119	0.0084	-0.0035	-29.4%	0.0199
ATR	0.0082	0.0082	0.0000	0.2%	0.0000
Volume	27	333	306	1,133.3%	2,337

Daily Pivots for day following 23-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3344	1.3297	1.3128
R3	1.3260	1.3213	1.3105
R2	1.3176	1.3176	1.3097
R1	1.3129	1.3129	1.3090	1.3153
PP	1.3092	1.3092	1.3092	1.3104
S1	1.3045	1.3045	1.3074	1.3069
S2	1.3008	1.3008	1.3067
S3	1.2924	1.2961	1.3059
S4	1.2840	1.2877	1.3036

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	1.3245	1.3055	0.0190	1.5%	0.0081	0.6%	14%	False	True	521
10	1.3356	1.3055	0.0301	2.3%	0.0073	0.6%	9%	False	True	308
20	1.3356	1.3033	0.0323	2.5%	0.0073	0.6%	15%	False	False	202
40	1.3384	1.2930	0.0454	3.5%	0.0068	0.5%	33%	False	False	112

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	True
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3496
2.618	1.3359
1.618	1.3275
1.000	1.3223
0.618	1.3191
HIGH	1.3139
0.618	1.3107
0.500	1.3097
0.382	1.3087
LOW	1.3055
0.618	1.3003
1.000	1.2971
1.618	1.2919
2.618	1.2835
4.250	1.2698

Fisher Pivots for day following 23-Oct-2018
Pivot	1 day	3 day
R1	1.3097	1.3122
PP	1.3092	1.3108
S1	1.3087	1.3095

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

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