CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 18-Oct-2021

Day Change Summary
	Previous	Current
	15-Oct-2021	18-Oct-2021	Change	Change %	Previous Week
Open	1.3673	1.3752	0.0079	0.6%	1.3639
High	1.3763	1.3755	-0.0008	-0.1%	1.3763
Low	1.3673	1.3715	0.0042	0.3%	1.3569
Close	1.3747	1.3719	-0.0028	-0.2%	1.3747
Range	0.0090	0.0040	-0.0050	-55.6%	0.0194
ATR	0.0083	0.0080	-0.0003	-3.7%	0.0000
Volume	216	349	133	61.6%	3,306

Daily Pivots for day following 18-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3850	1.3824	1.3741
R3	1.3810	1.3784	1.3730
R2	1.3770	1.3770	1.3726
R1	1.3744	1.3744	1.3723	1.3737
PP	1.3730	1.3730	1.3730	1.3726
S1	1.3704	1.3704	1.3715	1.3697
S2	1.3690	1.3690	1.3712
S3	1.3650	1.3664	1.3708
S4	1.3610	1.3624	1.3697

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4275	1.4205	1.3854
R3	1.4081	1.4011	1.3800
R2	1.3887	1.3887	1.3783
R1	1.3817	1.3817	1.3765	1.3852
PP	1.3693	1.3693	1.3693	1.3711
S1	1.3623	1.3623	1.3729	1.3658
S2	1.3499	1.3499	1.3711
S3	1.3305	1.3429	1.3694
S4	1.3111	1.3235	1.3640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3763	1.3569	0.0194	1.4%	0.0064	0.5%	77%	False	False	189
10	1.3763	1.3550	0.0213	1.6%	0.0061	0.4%	79%	False	False	413
20	1.3763	1.3415	0.0348	2.5%	0.0083	0.6%	87%	False	False	346
40	1.3917	1.3415	0.0502	3.7%	0.0078	0.6%	61%	False	False	193

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	0.0012
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.3925
2.618	1.3860
1.618	1.3820
1.000	1.3795
0.618	1.3780
HIGH	1.3755
0.618	1.3740
0.500	1.3735
0.382	1.3730
LOW	1.3715
0.618	1.3690
1.000	1.3675
1.618	1.3650
2.618	1.3610
4.250	1.3545

Fisher Pivots for day following 18-Oct-2021
Pivot	1 day	3 day
R1	1.3735	1.3717
PP	1.3730	1.3716
S1	1.3724	1.3714

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

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