CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	1.2802	1.2857	0.0055	0.4%	1.3173
High	1.2910	1.3107	0.0197	1.5%	1.3180
Low	1.2802	1.2857	0.0055	0.4%	1.2878
Close	1.2857	1.3104	0.0247	1.9%	1.2925
Range	0.0108	0.0250	0.0142	131.5%	0.0302
ATR	0.0085	0.0097	0.0012	13.9%	0.0000
Volume	1,206	812	-394	-32.7%	2,139

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3773	1.3688	1.3242
R3	1.3523	1.3438	1.3173
R2	1.3273	1.3273	1.3150
R1	1.3188	1.3188	1.3127	1.3231
PP	1.3023	1.3023	1.3023	1.3044
S1	1.2938	1.2938	1.3081	1.2981
S2	1.2773	1.2773	1.3058
S3	1.2523	1.2688	1.3035
S4	1.2273	1.2438	1.2967

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	1.3107	1.2789	0.0318	2.4%	0.0106	0.8%	99%	True	False	655
10	1.3188	1.2789	0.0399	3.0%	0.0103	0.8%	79%	False	False	490
20	1.3356	1.2789	0.0567	4.3%	0.0085	0.7%	56%	False	False	374
40	1.3384	1.2789	0.0595	4.5%	0.0078	0.6%	53%	False	False	220

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	0.0004
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1.4170
2.618	1.3762
1.618	1.3512
1.000	1.3357
0.618	1.3262
HIGH	1.3107
0.618	1.3012
0.500	1.2982
0.382	1.2953
LOW	1.2857
0.618	1.2703
1.000	1.2607
1.618	1.2453
2.618	1.2203
4.250	1.1795

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	1.3063	1.3052
PP	1.3023	1.3000
S1	1.2982	1.2948

Download as Excel Spreadsheet

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

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