CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	1.2929	1.2880	-0.0049	-0.4%	1.3173
High	1.2929	1.2880	-0.0049	-0.4%	1.3180
Low	1.2897	1.2789	-0.0108	-0.8%	1.2878
Close	1.2899	1.2793	-0.0106	-0.8%	1.2925
Range	0.0032	0.0091	0.0059	184.4%	0.0302
ATR	0.0080	0.0082	0.0002	2.6%	0.0000
Volume	54	467	413	764.8%	2,139

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3094	1.3034	1.2843
R3	1.3003	1.2943	1.2818
R2	1.2912	1.2912	1.2810
R1	1.2852	1.2852	1.2801	1.2837
PP	1.2821	1.2821	1.2821	1.2813
S1	1.2761	1.2761	1.2785	1.2746
S2	1.2730	1.2730	1.2776
S3	1.2639	1.2670	1.2768
S4	1.2548	1.2579	1.2743

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3900	1.3715	1.3091
R3	1.3598	1.3413	1.3008
R2	1.3296	1.3296	1.2980
R1	1.3111	1.3111	1.2953	1.3053
PP	1.2994	1.2994	1.2994	1.2965
S1	1.2809	1.2809	1.2897	1.2751
S2	1.2692	1.2692	1.2870
S3	1.2390	1.2507	1.2842
S4	1.2088	1.2205	1.2759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3079	1.2789	0.0290	2.3%	0.0080	0.6%	1%	False	True	460
10	1.3245	1.2789	0.0456	3.6%	0.0080	0.6%	1%	False	True	490
20	1.3356	1.2789	0.0567	4.4%	0.0075	0.6%	1%	False	True	303
40	1.3384	1.2789	0.0595	4.7%	0.0072	0.6%	1%	False	True	170

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3267
2.618	1.3118
1.618	1.3027
1.000	1.2971
0.618	1.2936
HIGH	1.2880
0.618	1.2845
0.500	1.2835
0.382	1.2824
LOW	1.2789
0.618	1.2733
1.000	1.2698
1.618	1.2642
2.618	1.2551
4.250	1.2402

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	1.2835	1.2859
PP	1.2821	1.2837
S1	1.2807	1.2815

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols