CME Bitcoin Future September 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	26,300	26,150	-150	-0.6%	26,560
High	26,430	26,890	460	1.7%	27,620
Low	26,090	26,080	-10	0.0%	26,380
Close	26,245	26,250	5	0.0%	26,545
Range	340	810	470	138.2%	1,240
ATR	794	795	1	0.1%	0
Volume	8,234	12,318	4,084	49.6%	34,902

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	28,837	28,353	26,696
R3	28,027	27,543	26,473
R2	27,217	27,217	26,399
R1	26,733	26,733	26,324	26,975
PP	26,407	26,407	26,407	26,528
S1	25,923	25,923	26,176	26,165
S2	25,597	25,597	26,102
S3	24,787	25,113	26,027
S4	23,977	24,303	25,805

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	30,568	29,797	27,227
R3	29,328	28,557	26,886
R2	28,088	28,088	26,772
R1	27,317	27,317	26,659	27,083
PP	26,848	26,848	26,848	26,731
S1	26,077	26,077	26,431	25,843
S2	25,608	25,608	26,318
S3	24,368	24,837	26,204
S4	23,128	23,597	25,863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27,230	25,985	1,245	4.7%	570	2.2%	21%	False	False	8,150
10	27,620	25,985	1,635	6.2%	675	2.6%	16%	False	False	7,510
20	27,970	24,925	3,045	11.6%	815	3.1%	44%	False	False	7,238
40	30,535	24,925	5,610	21.4%	810	3.1%	24%	False	False	5,147
60	32,705	24,925	7,780	29.6%	822	3.1%	17%	False	False	3,616
80	32,705	24,925	7,780	29.6%	888	3.4%	17%	False	False	2,718
100	32,705	24,925	7,780	29.6%	839	3.2%	17%	False	False	2,174
120	32,705	24,925	7,780	29.6%	824	3.1%	17%	False	False	1,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	114
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	30,333
2.618	29,011
1.618	28,201
1.000	27,700
0.618	27,391
HIGH	26,890
0.618	26,581
0.500	26,485
0.382	26,389
LOW	26,080
0.618	25,579
1.000	25,270
1.618	24,769
2.618	23,959
4.250	22,638

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	26,485	26,438
PP	26,407	26,375
S1	26,328	26,313

Download as Excel Spreadsheet

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

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