CME British Pound Future December 2023

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

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	1.2249	1.2325	0.0076	0.6%	1.2329
High	1.2310	1.2326	0.0016	0.1%	1.2340
Low	1.2226	1.2325	0.0099	0.8%	1.2226
Close	1.2255	1.2326	0.0071	0.6%	1.2255
Range	0.0084	0.0001	-0.0083	-98.8%	0.0114
ATR	0.0079	0.0079	-0.0001	-0.7%	0.0000
Volume	3	4	1	33.3%	5

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2329	1.2328	1.2327
R3	1.2328	1.2327	1.2326
R2	1.2327	1.2327	1.2326
R1	1.2326	1.2326	1.2326	1.2327
PP	1.2326	1.2326	1.2326	1.2326
S1	1.2325	1.2325	1.2326	1.2326
S2	1.2325	1.2325	1.2326
S3	1.2324	1.2324	1.2326
S4	1.2323	1.2323	1.2325

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2616	1.2549	1.2318
R3	1.2502	1.2435	1.2286
R2	1.2388	1.2388	1.2276
R1	1.2321	1.2321	1.2265	1.2298
PP	1.2274	1.2274	1.2274	1.2262
S1	1.2207	1.2207	1.2245	1.2184
S2	1.2160	1.2160	1.2234
S3	1.2046	1.2093	1.2224
S4	1.1932	1.1979	1.2192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2340	1.2226	0.0114	0.9%	0.0024	0.2%	88%	False	False	1
10	1.2340	1.2052	0.0288	2.3%	0.0031	0.2%	95%	False	False	1
20	1.2340	1.1904	0.0436	3.5%	0.0042	0.3%	97%	False	False	493
40	1.2445	1.1904	0.0541	4.4%	0.0037	0.3%	78%	False	False	251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2330
2.618	1.2329
1.618	1.2328
1.000	1.2327
0.618	1.2327
HIGH	1.2326
0.618	1.2326
0.500	1.2326
0.382	1.2325
LOW	1.2325
0.618	1.2324
1.000	1.2324
1.618	1.2323
2.618	1.2322
4.250	1.2321

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	1.2326	1.2309
PP	1.2326	1.2293
S1	1.2326	1.2276

Download as Excel Spreadsheet

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

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