CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	1.1925	1.2001	0.0076	0.6%	1.2102
High	1.2013	1.2186	0.0173	1.4%	1.2186
Low	1.1925	1.1999	0.0074	0.6%	1.1904
Close	1.1992	1.2106	0.0114	1.0%	1.2106
Range	0.0088	0.0187	0.0099	112.5%	0.0282
ATR	0.0072	0.0081	0.0009	12.1%	0.0000
Volume	1,719	833	-886	-51.5%	9,831

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2658	1.2569	1.2209
R3	1.2471	1.2382	1.2157
R2	1.2284	1.2284	1.2140
R1	1.2195	1.2195	1.2123	1.2240
PP	1.2097	1.2097	1.2097	1.2119
S1	1.2008	1.2008	1.2089	1.2053
S2	1.1910	1.1910	1.2072
S3	1.1723	1.1821	1.2055
S4	1.1536	1.1634	1.2003

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2911	1.2791	1.2261
R3	1.2629	1.2509	1.2184
R2	1.2347	1.2347	1.2158
R1	1.2227	1.2227	1.2132	1.2287
PP	1.2065	1.2065	1.2065	1.2096
S1	1.1945	1.1945	1.2080	1.2005
S2	1.1783	1.1783	1.2054
S3	1.1501	1.1663	1.2028
S4	1.1219	1.1381	1.1951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2186	1.1904	0.0282	2.3%	0.0104	0.9%	72%	True	False	1,966
10	1.2186	1.1904	0.0282	2.3%	0.0054	0.4%	72%	True	False	986
20	1.2255	1.1904	0.0351	2.9%	0.0048	0.4%	58%	False	False	502

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.2981
2.618	1.2676
1.618	1.2489
1.000	1.2373
0.618	1.2302
HIGH	1.2186
0.618	1.2115
0.500	1.2093
0.382	1.2070
LOW	1.1999
0.618	1.1883
1.000	1.1812
1.618	1.1696
2.618	1.1509
4.250	1.1204

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	1.2102	1.2086
PP	1.2097	1.2065
S1	1.2093	1.2045

Download as Excel Spreadsheet

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

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