CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 31-Oct-2018

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	1.2880	1.2802	-0.0078	-0.6%	1.3173
High	1.2880	1.2910	0.0030	0.2%	1.3180
Low	1.2789	1.2802	0.0013	0.1%	1.2878
Close	1.2793	1.2857	0.0064	0.5%	1.2925
Range	0.0091	0.0108	0.0017	18.7%	0.0302
ATR	0.0082	0.0085	0.0002	3.0%	0.0000
Volume	467	1,206	739	158.2%	2,139

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3180	1.3127	1.2916
R3	1.3072	1.3019	1.2887
R2	1.2964	1.2964	1.2877
R1	1.2911	1.2911	1.2867	1.2938
PP	1.2856	1.2856	1.2856	1.2870
S1	1.2803	1.2803	1.2847	1.2830
S2	1.2748	1.2748	1.2837
S3	1.2640	1.2695	1.2827
S4	1.2532	1.2587	1.2798

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	1.3007	1.2789	0.0218	1.7%	0.0079	0.6%	31%	False	False	676
10	1.3227	1.2789	0.0438	3.4%	0.0088	0.7%	16%	False	False	560
20	1.3356	1.2789	0.0567	4.4%	0.0078	0.6%	12%	False	False	362
40	1.3384	1.2789	0.0595	4.6%	0.0072	0.6%	11%	False	False	199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3369
2.618	1.3193
1.618	1.3085
1.000	1.3018
0.618	1.2977
HIGH	1.2910
0.618	1.2869
0.500	1.2856
0.382	1.2843
LOW	1.2802
0.618	1.2735
1.000	1.2694
1.618	1.2627
2.618	1.2519
4.250	1.2343

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	1.2857	1.2859
PP	1.2856	1.2858
S1	1.2856	1.2858

Download as Excel Spreadsheet

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

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