CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	1.3765	1.3735	-0.0030	-0.2%	1.3752
High	1.3771	1.3806	0.0035	0.3%	1.3823
Low	1.3703	1.3726	0.0023	0.2%	1.3715
Close	1.3741	1.3784	0.0043	0.3%	1.3752
Range	0.0068	0.0080	0.0012	17.6%	0.0108
ATR	0.0073	0.0074	0.0000	0.7%	0.0000
Volume	314	172	-142	-45.2%	735

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4012	1.3978	1.3828
R3	1.3932	1.3898	1.3806
R2	1.3852	1.3852	1.3799
R1	1.3818	1.3818	1.3791	1.3835
PP	1.3772	1.3772	1.3772	1.3781
S1	1.3738	1.3738	1.3777	1.3755
S2	1.3692	1.3692	1.3769
S3	1.3612	1.3658	1.3762
S4	1.3532	1.3578	1.3740

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	1.3703	0.0123	0.9%	0.0063	0.5%	66%	False	False	160
10	1.3826	1.3673	0.0153	1.1%	0.0063	0.5%	73%	False	False	171
20	1.3826	1.3434	0.0392	2.8%	0.0066	0.5%	89%	False	False	359
40	1.3917	1.3415	0.0502	3.6%	0.0077	0.6%	74%	False	False	220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4146
2.618	1.4015
1.618	1.3935
1.000	1.3886
0.618	1.3855
HIGH	1.3806
0.618	1.3775
0.500	1.3766
0.382	1.3757
LOW	1.3726
0.618	1.3677
1.000	1.3646
1.618	1.3597
2.618	1.3517
4.250	1.3386

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	1.3778	1.3778
PP	1.3772	1.3771
S1	1.3766	1.3765

Download as Excel Spreadsheet

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

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