CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	1.2469	1.2500	0.0031	0.2%	1.2325
High	1.2551	1.2500	-0.0051	-0.4%	1.2440
Low	1.2469	1.2495	0.0026	0.2%	1.2325
Close	1.2534	1.2495	-0.0039	-0.3%	1.2375
Range	0.0082	0.0005	-0.0077	-93.9%	0.0115
ATR	0.0077	0.0075	-0.0003	-3.5%	0.0000
Volume	54	20	-34	-63.0%	26

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2512	1.2508	1.2498
R3	1.2507	1.2503	1.2496
R2	1.2502	1.2502	1.2496
R1	1.2498	1.2498	1.2495	1.2498
PP	1.2497	1.2497	1.2497	1.2496
S1	1.2493	1.2493	1.2495	1.2493
S2	1.2492	1.2492	1.2494
S3	1.2487	1.2488	1.2494
S4	1.2482	1.2483	1.2492

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	1.2551	1.2357	0.0194	1.6%	0.0053	0.4%	71%	False	False	20
10	1.2551	1.2226	0.0325	2.6%	0.0038	0.3%	83%	False	False	11
20	1.2551	1.1925	0.0626	5.0%	0.0044	0.3%	91%	False	False	133
40	1.2551	1.1904	0.0647	5.2%	0.0039	0.3%	91%	False	False	254

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

Fibonacci Retracements and Extensions
4.250	1.2521
2.618	1.2513
1.618	1.2508
1.000	1.2505
0.618	1.2503
HIGH	1.2500
0.618	1.2498
0.500	1.2498
0.382	1.2497
LOW	1.2495
0.618	1.2492
1.000	1.2490
1.618	1.2487
2.618	1.2482
4.250	1.2474

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	1.2498	1.2481
PP	1.2497	1.2468
S1	1.2496	1.2454

Download as Excel Spreadsheet

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

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