CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	1.3752	1.3740	-0.0012	-0.1%	1.3639
High	1.3755	1.3823	0.0068	0.5%	1.3763
Low	1.3715	1.3740	0.0025	0.2%	1.3569
Close	1.3719	1.3789	0.0070	0.5%	1.3747
Range	0.0040	0.0083	0.0043	107.5%	0.0194
ATR	0.0080	0.0081	0.0002	2.2%	0.0000
Volume	349	146	-203	-58.2%	3,306

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4033	1.3994	1.3835
R3	1.3950	1.3911	1.3812
R2	1.3867	1.3867	1.3804
R1	1.3828	1.3828	1.3797	1.3848
PP	1.3784	1.3784	1.3784	1.3794
S1	1.3745	1.3745	1.3781	1.3765
S2	1.3701	1.3701	1.3774
S3	1.3618	1.3662	1.3766
S4	1.3535	1.3579	1.3743

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	1.3823	1.3590	0.0233	1.7%	0.0068	0.5%	85%	True	False	178
10	1.3823	1.3550	0.0273	2.0%	0.0065	0.5%	88%	True	False	403
20	1.3823	1.3415	0.0408	3.0%	0.0085	0.6%	92%	True	False	353
40	1.3917	1.3415	0.0502	3.6%	0.0077	0.6%	75%	False	False	197

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4176
2.618	1.4040
1.618	1.3957
1.000	1.3906
0.618	1.3874
HIGH	1.3823
0.618	1.3791
0.500	1.3782
0.382	1.3772
LOW	1.3740
0.618	1.3689
1.000	1.3657
1.618	1.3606
2.618	1.3523
4.250	1.3387

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	1.3787	1.3775
PP	1.3784	1.3762
S1	1.3782	1.3748

Download as Excel Spreadsheet

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

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