CME British Pound Future June 2019

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	1.3149	1.2942	-0.0207	-1.6%	1.3000
High	1.3149	1.2980	-0.0169	-1.3%	1.3179
Low	1.2878	1.2928	0.0050	0.4%	1.2878
Close	1.2939	1.2970	0.0031	0.2%	1.2970
Range	0.0271	0.0052	-0.0219	-80.8%	0.0301
ATR	0.0093	0.0090	-0.0003	-3.1%	0.0000
Volume	9	13	4	44.4%	22

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3115	1.3095	1.2999
R3	1.3063	1.3043	1.2984
R2	1.3011	1.3011	1.2980
R1	1.2991	1.2991	1.2975	1.3001
PP	1.2959	1.2959	1.2959	1.2965
S1	1.2939	1.2939	1.2965	1.2949
S2	1.2907	1.2907	1.2960
S3	1.2855	1.2887	1.2956
S4	1.2803	1.2835	1.2941

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3912	1.3742	1.3136
R3	1.3611	1.3441	1.3053
R2	1.3310	1.3310	1.3025
R1	1.3140	1.3140	1.2998	1.3075
PP	1.3009	1.3009	1.3009	1.2976
S1	1.2839	1.2839	1.2942	1.2774
S2	1.2708	1.2708	1.2915
S3	1.2407	1.2538	1.2887
S4	1.2106	1.2237	1.2804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3179	1.2878	0.0301	2.3%	0.0065	0.5%	31%	False	False	4
10	1.3297	1.2878	0.0419	3.2%	0.0039	0.3%	22%	False	False	8
20	1.3297	1.2853	0.0444	3.4%	0.0023	0.2%	26%	False	False	5
40	1.3399	1.2853	0.0546	4.2%	0.0012	0.1%	21%	False	False	2

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3201
2.618	1.3116
1.618	1.3064
1.000	1.3032
0.618	1.3012
HIGH	1.2980
0.618	1.2960
0.500	1.2954
0.382	1.2948
LOW	1.2928
0.618	1.2896
1.000	1.2876
1.618	1.2844
2.618	1.2792
4.250	1.2707

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	1.2965	1.3029
PP	1.2959	1.3009
S1	1.2954	1.2990

Download as Excel Spreadsheet

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

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