CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	1.2432	1.2401	-0.0031	-0.2%	1.2325
High	1.2432	1.2440	0.0008	0.1%	1.2440
Low	1.2432	1.2367	-0.0065	-0.5%	1.2325
Close	1.2432	1.2375	-0.0057	-0.5%	1.2375
Range	0.0000	0.0073	0.0073		0.0115
ATR	0.0073	0.0073	0.0000	0.0%	0.0000
Volume	0	20	20		26

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2613	1.2567	1.2415
R3	1.2540	1.2494	1.2395
R2	1.2467	1.2467	1.2388
R1	1.2421	1.2421	1.2382	1.2408
PP	1.2394	1.2394	1.2394	1.2387
S1	1.2348	1.2348	1.2368	1.2335
S2	1.2321	1.2321	1.2362
S3	1.2248	1.2275	1.2355
S4	1.2175	1.2202	1.2335

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2725	1.2665	1.2438
R3	1.2610	1.2550	1.2407
R2	1.2495	1.2495	1.2396
R1	1.2435	1.2435	1.2386	1.2465
PP	1.2380	1.2380	1.2380	1.2395
S1	1.2320	1.2320	1.2364	1.2350
S2	1.2265	1.2265	1.2354
S3	1.2150	1.2205	1.2343
S4	1.2035	1.2090	1.2312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2440	1.2325	0.0115	0.9%	0.0020	0.2%	43%	True	False	5
10	1.2440	1.2226	0.0214	1.7%	0.0022	0.2%	70%	True	False	3
20	1.2440	1.1904	0.0536	4.3%	0.0046	0.4%	88%	True	False	493
40	1.2440	1.1904	0.0536	4.3%	0.0039	0.3%	88%	True	False	252

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2750
2.618	1.2631
1.618	1.2558
1.000	1.2513
0.618	1.2485
HIGH	1.2440
0.618	1.2412
0.500	1.2404
0.382	1.2395
LOW	1.2367
0.618	1.2322
1.000	1.2294
1.618	1.2249
2.618	1.2176
4.250	1.2057

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	1.2404	1.2394
PP	1.2394	1.2388
S1	1.2385	1.2381

Download as Excel Spreadsheet

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

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