CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	1.3602	1.3666	0.0064	0.5%	1.3573
High	1.3651	1.3731	0.0080	0.6%	1.3645
Low	1.3590	1.3665	0.0075	0.6%	1.3539
Close	1.3639	1.3683	0.0044	0.3%	1.3620
Range	0.0061	0.0066	0.0005	8.2%	0.0106
ATR	0.0081	0.0082	0.0001	0.9%	0.0000
Volume	165	17	-148	-89.7%	2,324

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3891	1.3853	1.3719
R3	1.3825	1.3787	1.3701
R2	1.3759	1.3759	1.3695
R1	1.3721	1.3721	1.3689	1.3740
PP	1.3693	1.3693	1.3693	1.3703
S1	1.3655	1.3655	1.3677	1.3674
S2	1.3627	1.3627	1.3671
S3	1.3561	1.3589	1.3665
S4	1.3495	1.3523	1.3647

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	1.3731	1.3569	0.0162	1.2%	0.0064	0.5%	70%	True	False	626
10	1.3731	1.3434	0.0297	2.2%	0.0070	0.5%	84%	True	False	547
20	1.3817	1.3415	0.0402	2.9%	0.0085	0.6%	67%	False	False	321
40	1.3917	1.3415	0.0502	3.7%	0.0077	0.6%	53%	False	False	180

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4012
2.618	1.3904
1.618	1.3838
1.000	1.3797
0.618	1.3772
HIGH	1.3731
0.618	1.3706
0.500	1.3698
0.382	1.3690
LOW	1.3665
0.618	1.3624
1.000	1.3599
1.618	1.3558
2.618	1.3492
4.250	1.3385

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	1.3698	1.3672
PP	1.3693	1.3661
S1	1.3688	1.3650

Download as Excel Spreadsheet

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

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