CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	1.3732	1.3667	-0.0065	-0.5%	1.3825
High	1.3737	1.3697	-0.0040	-0.3%	1.3917
Low	1.3647	1.3648	0.0001	0.0%	1.3732
Close	1.3651	1.3669	0.0018	0.1%	1.3742
Range	0.0090	0.0049	-0.0041	-45.6%	0.0185
ATR	0.0079	0.0076	-0.0002	-2.7%	0.0000
Volume	33	4	-29	-87.9%	356

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3818	1.3793	1.3696
R3	1.3769	1.3744	1.3682
R2	1.3720	1.3720	1.3678
R1	1.3695	1.3695	1.3673	1.3708
PP	1.3671	1.3671	1.3671	1.3678
S1	1.3646	1.3646	1.3665	1.3659
S2	1.3622	1.3622	1.3660
S3	1.3573	1.3597	1.3656
S4	1.3524	1.3548	1.3642

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4352	1.4232	1.3844
R3	1.4167	1.4047	1.3793
R2	1.3982	1.3982	1.3776
R1	1.3862	1.3862	1.3759	1.3830
PP	1.3797	1.3797	1.3797	1.3781
S1	1.3677	1.3677	1.3725	1.3645
S2	1.3612	1.3612	1.3708
S3	1.3427	1.3492	1.3691
S4	1.3242	1.3307	1.3640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3858	1.3647	0.0211	1.5%	0.0073	0.5%	10%	False	False	31
10	1.3917	1.3647	0.0270	2.0%	0.0075	0.6%	8%	False	False	72
20	1.3917	1.3647	0.0270	2.0%	0.0070	0.5%	8%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3905
2.618	1.3825
1.618	1.3776
1.000	1.3746
0.618	1.3727
HIGH	1.3697
0.618	1.3678
0.500	1.3673
0.382	1.3667
LOW	1.3648
0.618	1.3618
1.000	1.3599
1.618	1.3569
2.618	1.3520
4.250	1.3440

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	1.3673	1.3732
PP	1.3671	1.3711
S1	1.3670	1.3690

Download as Excel Spreadsheet

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

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