CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	1.2857	1.3084	0.0227	1.8%	1.2929
High	1.3107	1.3112	0.0005	0.0%	1.3112
Low	1.2857	1.3046	0.0189	1.5%	1.2789
Close	1.3104	1.3047	-0.0057	-0.4%	1.3047
Range	0.0250	0.0066	-0.0184	-73.6%	0.0323
ATR	0.0097	0.0094	-0.0002	-2.3%	0.0000
Volume	812	1,632	820	101.0%	4,171

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3266	1.3223	1.3083
R3	1.3200	1.3157	1.3065
R2	1.3134	1.3134	1.3059
R1	1.3091	1.3091	1.3053	1.3080
PP	1.3068	1.3068	1.3068	1.3063
S1	1.3025	1.3025	1.3041	1.3014
S2	1.3002	1.3002	1.3035
S3	1.2936	1.2959	1.3029
S4	1.2870	1.2893	1.3011

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3952	1.3822	1.3225
R3	1.3629	1.3499	1.3136
R2	1.3306	1.3306	1.3106
R1	1.3176	1.3176	1.3077	1.3241
PP	1.2983	1.2983	1.2983	1.3015
S1	1.2853	1.2853	1.3017	1.2918
S2	1.2660	1.2660	1.2988
S3	1.2337	1.2530	1.2958
S4	1.2014	1.2207	1.2869

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3112	1.2789	0.0323	2.5%	0.0109	0.8%	80%	True	False	834
10	1.3180	1.2789	0.0391	3.0%	0.0103	0.8%	66%	False	False	631
20	1.3356	1.2789	0.0567	4.3%	0.0088	0.7%	46%	False	False	454
40	1.3384	1.2789	0.0595	4.6%	0.0078	0.6%	43%	False	False	260

Crabel Price Patterns
NR	True
NR4	True
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	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3393
2.618	1.3285
1.618	1.3219
1.000	1.3178
0.618	1.3153
HIGH	1.3112
0.618	1.3087
0.500	1.3079
0.382	1.3071
LOW	1.3046
0.618	1.3005
1.000	1.2980
1.618	1.2939
2.618	1.2873
4.250	1.2766

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	1.3079	1.3017
PP	1.3068	1.2987
S1	1.3058	1.2957

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

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