CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	1.3768	1.3798	0.0030	0.2%	1.3639
High	1.3823	1.3805	-0.0018	-0.1%	1.3763
Low	1.3750	1.3776	0.0026	0.2%	1.3569
Close	1.3823	1.3776	-0.0047	-0.3%	1.3747
Range	0.0073	0.0029	-0.0044	-60.3%	0.0194
ATR	0.0081	0.0078	-0.0002	-3.0%	0.0000
Volume	126	75	-51	-40.5%	3,306

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3873	1.3853	1.3792
R3	1.3844	1.3824	1.3784
R2	1.3815	1.3815	1.3781
R1	1.3795	1.3795	1.3779	1.3791
PP	1.3786	1.3786	1.3786	1.3783
S1	1.3766	1.3766	1.3773	1.3762
S2	1.3757	1.3757	1.3771
S3	1.3728	1.3737	1.3768
S4	1.3699	1.3708	1.3760

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	1.3673	0.0150	1.1%	0.0063	0.5%	69%	False	False	182
10	1.3823	1.3569	0.0254	1.8%	0.0064	0.5%	81%	False	False	404
20	1.3823	1.3415	0.0408	3.0%	0.0079	0.6%	88%	False	False	357
40	1.3917	1.3415	0.0502	3.6%	0.0077	0.6%	72%	False	False	201

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.3928
2.618	1.3881
1.618	1.3852
1.000	1.3834
0.618	1.3823
HIGH	1.3805
0.618	1.3794
0.500	1.3791
0.382	1.3787
LOW	1.3776
0.618	1.3758
1.000	1.3747
1.618	1.3729
2.618	1.3700
4.250	1.3653

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	1.3791	1.3782
PP	1.3786	1.3780
S1	1.3781	1.3778

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

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