CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 24-Oct-2018

Day Change Summary
	Previous	Current
	23-Oct-2018	24-Oct-2018	Change	Change %	Previous Week
Open	1.3060	1.3078	0.0018	0.1%	1.3205
High	1.3139	1.3079	-0.0060	-0.5%	1.3320
Low	1.3055	1.2965	-0.0090	-0.7%	1.3121
Close	1.3082	1.2977	-0.0105	-0.8%	1.3167
Range	0.0084	0.0114	0.0030	35.7%	0.0199
ATR	0.0082	0.0085	0.0002	3.0%	0.0000
Volume	333	126	-207	-62.2%	2,337

Daily Pivots for day following 24-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3349	1.3277	1.3040
R3	1.3235	1.3163	1.3008
R2	1.3121	1.3121	1.2998
R1	1.3049	1.3049	1.2987	1.3028
PP	1.3007	1.3007	1.3007	1.2997
S1	1.2935	1.2935	1.2967	1.2914
S2	1.2893	1.2893	1.2956
S3	1.2779	1.2821	1.2946
S4	1.2665	1.2707	1.2914

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	1.3227	1.2965	0.0262	2.0%	0.0098	0.8%	5%	False	True	444
10	1.3356	1.2965	0.0391	3.0%	0.0081	0.6%	3%	False	True	314
20	1.3356	1.2965	0.0391	3.0%	0.0075	0.6%	3%	False	True	208
40	1.3384	1.2930	0.0454	3.5%	0.0071	0.5%	10%	False	False	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3564
2.618	1.3377
1.618	1.3263
1.000	1.3193
0.618	1.3149
HIGH	1.3079
0.618	1.3035
0.500	1.3022
0.382	1.3009
LOW	1.2965
0.618	1.2895
1.000	1.2851
1.618	1.2781
2.618	1.2667
4.250	1.2481

Fisher Pivots for day following 24-Oct-2018
Pivot	1 day	3 day
R1	1.3022	1.3073
PP	1.3007	1.3041
S1	1.2992	1.3009

Download as Excel Spreadsheet

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

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