CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	1.3778	1.3756	-0.0022	-0.2%	1.3752
High	1.3779	1.3826	0.0047	0.3%	1.3823
Low	1.3751	1.3756	0.0005	0.0%	1.3715
Close	1.3766	1.3763	-0.0003	0.0%	1.3752
Range	0.0028	0.0070	0.0042	150.0%	0.0108
ATR	0.0074	0.0074	0.0000	-0.4%	0.0000
Volume	39	237	198	507.7%	735

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3992	1.3947	1.3802
R3	1.3922	1.3877	1.3782
R2	1.3852	1.3852	1.3776
R1	1.3807	1.3807	1.3769	1.3830
PP	1.3782	1.3782	1.3782	1.3793
S1	1.3737	1.3737	1.3757	1.3760
S2	1.3712	1.3712	1.3750
S3	1.3642	1.3667	1.3744
S4	1.3572	1.3597	1.3725

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4087	1.4028	1.3811
R3	1.3979	1.3920	1.3782
R2	1.3871	1.3871	1.3772
R1	1.3812	1.3812	1.3762	1.3806
PP	1.3763	1.3763	1.3763	1.3761
S1	1.3704	1.3704	1.3742	1.3698
S2	1.3655	1.3655	1.3732
S3	1.3547	1.3596	1.3722
S4	1.3439	1.3488	1.3693

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3826	1.3733	0.0093	0.7%	0.0053	0.4%	32%	True	False	103
10	1.3826	1.3590	0.0236	1.7%	0.0061	0.4%	73%	True	False	140
20	1.3826	1.3415	0.0411	3.0%	0.0071	0.5%	85%	True	False	357
40	1.3917	1.3415	0.0502	3.6%	0.0076	0.6%	69%	False	False	209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4124
2.618	1.4009
1.618	1.3939
1.000	1.3896
0.618	1.3869
HIGH	1.3826
0.618	1.3799
0.500	1.3791
0.382	1.3783
LOW	1.3756
0.618	1.3713
1.000	1.3686
1.618	1.3643
2.618	1.3573
4.250	1.3459

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	1.3791	1.3780
PP	1.3782	1.3774
S1	1.3772	1.3769

Download as Excel Spreadsheet

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

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