CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	1.3428	1.3437	0.0009	0.1%	1.3665
High	1.3515	1.3575	0.0060	0.4%	1.3731
Low	1.3418	1.3434	0.0016	0.1%	1.3415
Close	1.3475	1.3554	0.0079	0.6%	1.3554
Range	0.0097	0.0141	0.0044	45.4%	0.0316
ATR	0.0092	0.0095	0.0004	3.8%	0.0000
Volume	236	60	-176	-74.6%	798

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3944	1.3890	1.3632
R3	1.3803	1.3749	1.3593
R2	1.3662	1.3662	1.3580
R1	1.3608	1.3608	1.3567	1.3635
PP	1.3521	1.3521	1.3521	1.3535
S1	1.3467	1.3467	1.3541	1.3494
S2	1.3380	1.3380	1.3528
S3	1.3239	1.3326	1.3515
S4	1.3098	1.3185	1.3476

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4515	1.4350	1.3728
R3	1.4199	1.4034	1.3641
R2	1.3883	1.3883	1.3612
R1	1.3718	1.3718	1.3583	1.3643
PP	1.3567	1.3567	1.3567	1.3529
S1	1.3402	1.3402	1.3525	1.3327
S2	1.3251	1.3251	1.3496
S3	1.2935	1.3086	1.3467
S4	1.2619	1.2770	1.3380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3731	1.3415	0.0316	2.3%	0.0128	0.9%	44%	False	False	159
10	1.3753	1.3415	0.0338	2.5%	0.0107	0.8%	41%	False	False	98
20	1.3917	1.3415	0.0502	3.7%	0.0091	0.7%	28%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4174
2.618	1.3944
1.618	1.3803
1.000	1.3716
0.618	1.3662
HIGH	1.3575
0.618	1.3521
0.500	1.3505
0.382	1.3488
LOW	1.3434
0.618	1.3347
1.000	1.3293
1.618	1.3206
2.618	1.3065
4.250	1.2835

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	1.3538	1.3534
PP	1.3521	1.3515
S1	1.3505	1.3495

Download as Excel Spreadsheet

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

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