CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 08-Oct-2021

Day Change Summary
	Previous	Current
	07-Oct-2021	08-Oct-2021	Change	Change %	Previous Week
Open	1.3595	1.3622	0.0027	0.2%	1.3573
High	1.3633	1.3645	0.0012	0.1%	1.3645
Low	1.3575	1.3591	0.0016	0.1%	1.3539
Close	1.3620	1.3620	0.0000	0.0%	1.3620
Range	0.0058	0.0054	-0.0004	-6.9%	0.0106
ATR	0.0087	0.0085	-0.0002	-2.7%	0.0000
Volume	115	41	-74	-64.3%	2,324

Daily Pivots for day following 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3781	1.3754	1.3650
R3	1.3727	1.3700	1.3635
R2	1.3673	1.3673	1.3630
R1	1.3646	1.3646	1.3625	1.3633
PP	1.3619	1.3619	1.3619	1.3612
S1	1.3592	1.3592	1.3615	1.3579
S2	1.3565	1.3565	1.3610
S3	1.3511	1.3538	1.3605
S4	1.3457	1.3484	1.3590

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3919	1.3876	1.3678
R3	1.3813	1.3770	1.3649
R2	1.3707	1.3707	1.3639
R1	1.3664	1.3664	1.3630	1.3686
PP	1.3601	1.3601	1.3601	1.3612
S1	1.3558	1.3558	1.3610	1.3580
S2	1.3495	1.3495	1.3601
S3	1.3389	1.3452	1.3591
S4	1.3283	1.3346	1.3562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3645	1.3539	0.0106	0.8%	0.0058	0.4%	76%	True	False	464
10	1.3731	1.3415	0.0316	2.3%	0.0093	0.7%	65%	False	False	312
20	1.3917	1.3415	0.0502	3.7%	0.0089	0.7%	41%	False	False	183

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3875
2.618	1.3786
1.618	1.3732
1.000	1.3699
0.618	1.3678
HIGH	1.3645
0.618	1.3624
0.500	1.3618
0.382	1.3612
LOW	1.3591
0.618	1.3558
1.000	1.3537
1.618	1.3504
2.618	1.3450
4.250	1.3362

Fisher Pivots for day following 08-Oct-2021
Pivot	1 day	3 day
R1	1.3619	1.3613
PP	1.3619	1.3605
S1	1.3618	1.3598

Download as Excel Spreadsheet

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

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