CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	1.3670	1.3548	-0.0122	-0.9%	1.3732
High	1.3720	1.3556	-0.0164	-1.2%	1.3753
Low	1.3525	1.3415	-0.0110	-0.8%	1.3617
Close	1.3536	1.3436	-0.0100	-0.7%	1.3663
Range	0.0195	0.0141	-0.0054	-27.7%	0.0136
ATR	0.0088	0.0091	0.0004	4.3%	0.0000
Volume	238	214	-24	-10.1%	184

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3892	1.3805	1.3514
R3	1.3751	1.3664	1.3475
R2	1.3610	1.3610	1.3462
R1	1.3523	1.3523	1.3449	1.3496
PP	1.3469	1.3469	1.3469	1.3456
S1	1.3382	1.3382	1.3423	1.3355
S2	1.3328	1.3328	1.3410
S3	1.3187	1.3241	1.3397
S4	1.3046	1.3100	1.3358

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4086	1.4010	1.3738
R3	1.3950	1.3874	1.3700
R2	1.3814	1.3814	1.3688
R1	1.3738	1.3738	1.3675	1.3708
PP	1.3678	1.3678	1.3678	1.3663
S1	1.3602	1.3602	1.3651	1.3572
S2	1.3542	1.3542	1.3638
S3	1.3406	1.3466	1.3626
S4	1.3270	1.3330	1.3588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3753	1.3415	0.0338	2.5%	0.0123	0.9%	6%	False	True	126
10	1.3858	1.3415	0.0443	3.3%	0.0100	0.7%	5%	False	True	77
20	1.3917	1.3415	0.0502	3.7%	0.0085	0.6%	4%	False	True	70

Crabel Price Patterns
NR	True
NR4	False
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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4155
2.618	1.3925
1.618	1.3784
1.000	1.3697
0.618	1.3643
HIGH	1.3556
0.618	1.3502
0.500	1.3486
0.382	1.3469
LOW	1.3415
0.618	1.3328
1.000	1.3274
1.618	1.3187
2.618	1.3046
4.250	1.2816

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	1.3486	1.3573
PP	1.3469	1.3527
S1	1.3453	1.3482

Download as Excel Spreadsheet

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

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