CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	1.2401	1.2357	-0.0044	-0.4%	1.2325
High	1.2440	1.2461	0.0021	0.2%	1.2440
Low	1.2367	1.2357	-0.0010	-0.1%	1.2325
Close	1.2375	1.2451	0.0076	0.6%	1.2375
Range	0.0073	0.0104	0.0031	42.5%	0.0115
ATR	0.0073	0.0076	0.0002	3.0%	0.0000
Volume	20	9	-11	-55.0%	26

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2735	1.2697	1.2508
R3	1.2631	1.2593	1.2480
R2	1.2527	1.2527	1.2470
R1	1.2489	1.2489	1.2461	1.2508
PP	1.2423	1.2423	1.2423	1.2433
S1	1.2385	1.2385	1.2441	1.2404
S2	1.2319	1.2319	1.2432
S3	1.2215	1.2281	1.2422
S4	1.2111	1.2177	1.2394

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	1.2461	1.2345	0.0116	0.9%	0.0041	0.3%	91%	True	False	6
10	1.2461	1.2226	0.0235	1.9%	0.0033	0.3%	96%	True	False	4
20	1.2461	1.1904	0.0557	4.5%	0.0049	0.4%	98%	True	False	403
40	1.2461	1.1904	0.0557	4.5%	0.0036	0.3%	98%	True	False	252

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	0.0006
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2903
2.618	1.2733
1.618	1.2629
1.000	1.2565
0.618	1.2525
HIGH	1.2461
0.618	1.2421
0.500	1.2409
0.382	1.2397
LOW	1.2357
0.618	1.2293
1.000	1.2253
1.618	1.2189
2.618	1.2085
4.250	1.1915

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	1.2437	1.2437
PP	1.2423	1.2423
S1	1.2409	1.2409

Download as Excel Spreadsheet

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

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