CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	1.3610	1.3686	0.0076	0.6%	1.3778
High	1.3682	1.3692	0.0010	0.1%	1.3826
Low	1.3608	1.3475	-0.0133	-1.0%	1.3674
Close	1.3673	1.3495	-0.0178	-1.3%	1.3684
Range	0.0074	0.0217	0.0143	193.2%	0.0152
ATR	0.0073	0.0083	0.0010	14.0%	0.0000
Volume	106	1,291	1,185	1,117.9%	926

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4205	1.4067	1.3614
R3	1.3988	1.3850	1.3555
R2	1.3771	1.3771	1.3535
R1	1.3633	1.3633	1.3515	1.3594
PP	1.3554	1.3554	1.3554	1.3534
S1	1.3416	1.3416	1.3475	1.3377
S2	1.3337	1.3337	1.3455
S3	1.3120	1.3199	1.3435
S4	1.2903	1.2982	1.3376

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4184	1.4086	1.3768
R3	1.4032	1.3934	1.3726
R2	1.3880	1.3880	1.3712
R1	1.3782	1.3782	1.3698	1.3755
PP	1.3728	1.3728	1.3728	1.3715
S1	1.3630	1.3630	1.3670	1.3603
S2	1.3576	1.3576	1.3656
S3	1.3424	1.3478	1.3642
S4	1.3272	1.3326	1.3600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3788	1.3475	0.0313	2.3%	0.0101	0.8%	6%	False	True	373
10	1.3826	1.3475	0.0351	2.6%	0.0082	0.6%	6%	False	True	266
20	1.3826	1.3475	0.0351	2.6%	0.0073	0.5%	6%	False	True	335
40	1.3917	1.3415	0.0502	3.7%	0.0080	0.6%	16%	False	False	265

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1.4614
2.618	1.4260
1.618	1.4043
1.000	1.3909
0.618	1.3826
HIGH	1.3692
0.618	1.3609
0.500	1.3584
0.382	1.3558
LOW	1.3475
0.618	1.3341
1.000	1.3258
1.618	1.3124
2.618	1.2907
4.250	1.2553

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	1.3584	1.3584
PP	1.3554	1.3554
S1	1.3525	1.3525

Download as Excel Spreadsheet

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

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