CME British Pound Future March 2019

Trading Metrics calculated at close of trading on 05-Nov-2018

Day Change Summary
	Previous	Current
	02-Nov-2018	05-Nov-2018	Change	Change %	Previous Week
Open	1.3084	1.3098	0.0014	0.1%	1.2929
High	1.3112	1.3140	0.0028	0.2%	1.3112
Low	1.3046	1.3081	0.0035	0.3%	1.2789
Close	1.3047	1.3140	0.0093	0.7%	1.3047
Range	0.0066	0.0059	-0.0007	-10.6%	0.0323
ATR	0.0094	0.0094	0.0000	-0.1%	0.0000
Volume	1,632	1,225	-407	-24.9%	4,171

Daily Pivots for day following 05-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3297	1.3278	1.3172
R3	1.3238	1.3219	1.3156
R2	1.3179	1.3179	1.3151
R1	1.3160	1.3160	1.3145	1.3170
PP	1.3120	1.3120	1.3120	1.3125
S1	1.3101	1.3101	1.3135	1.3111
S2	1.3061	1.3061	1.3129
S3	1.3002	1.3042	1.3124
S4	1.2943	1.2983	1.3108

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	1.3140	1.2789	0.0351	2.7%	0.0115	0.9%	100%	True	False	1,068
10	1.3140	1.2789	0.0351	2.7%	0.0097	0.7%	100%	True	False	750
20	1.3356	1.2789	0.0567	4.3%	0.0086	0.7%	62%	False	False	513
40	1.3384	1.2789	0.0595	4.5%	0.0077	0.6%	59%	False	False	291

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3391
2.618	1.3294
1.618	1.3235
1.000	1.3199
0.618	1.3176
HIGH	1.3140
0.618	1.3117
0.500	1.3111
0.382	1.3104
LOW	1.3081
0.618	1.3045
1.000	1.3022
1.618	1.2986
2.618	1.2927
4.250	1.2830

Fisher Pivots for day following 05-Nov-2018
Pivot	1 day	3 day
R1	1.3130	1.3093
PP	1.3120	1.3046
S1	1.3111	1.2999

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

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