CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	1.3113	1.3083	-0.0030	-0.2%	1.2817
High	1.3133	1.3095	-0.0038	-0.3%	1.3133
Low	1.3082	1.3045	-0.0037	-0.3%	1.2750
Close	1.3094	1.3074	-0.0020	-0.2%	1.3094
Range	0.0051	0.0050	-0.0001	-2.0%	0.0383
ATR	0.0082	0.0080	-0.0002	-2.8%	0.0000
Volume	141	570	429	304.3%	3,525

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3221	1.3198	1.3102
R3	1.3171	1.3148	1.3088
R2	1.3121	1.3121	1.3083
R1	1.3098	1.3098	1.3079	1.3085
PP	1.3071	1.3071	1.3071	1.3065
S1	1.3048	1.3048	1.3069	1.3035
S2	1.3021	1.3021	1.3065
S3	1.2971	1.2998	1.3060
S4	1.2921	1.2948	1.3047

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.4141	1.4001	1.3305
R3	1.3758	1.3618	1.3199
R2	1.3375	1.3375	1.3164
R1	1.3235	1.3235	1.3129	1.3305
PP	1.2992	1.2992	1.2992	1.3028
S1	1.2852	1.2852	1.3059	1.2922
S2	1.2609	1.2609	1.3024
S3	1.2226	1.2469	1.2989
S4	1.1843	1.2086	1.2883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3133	1.2859	0.0274	2.1%	0.0076	0.6%	78%	False	False	659
10	1.3133	1.2667	0.0466	3.6%	0.0078	0.6%	87%	False	False	725
20	1.3133	1.2588	0.0545	4.2%	0.0081	0.6%	89%	False	False	526
40	1.3133	1.2336	0.0797	6.1%	0.0062	0.5%	93%	False	False	507
60	1.3133	1.2336	0.0797	6.1%	0.0051	0.4%	93%	False	False	341
80	1.3133	1.2226	0.0907	6.9%	0.0045	0.3%	93%	False	False	271
100	1.3133	1.1904	0.1229	9.4%	0.0045	0.3%	95%	False	False	316
120	1.3133	1.1904	0.1229	9.4%	0.0042	0.3%	95%	False	False	264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3308
2.618	1.3226
1.618	1.3176
1.000	1.3145
0.618	1.3126
HIGH	1.3095
0.618	1.3076
0.500	1.3070
0.382	1.3064
LOW	1.3045
0.618	1.3014
1.000	1.2995
1.618	1.2964
2.618	1.2914
4.250	1.2833

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	1.3073	1.3071
PP	1.3071	1.3067
S1	1.3070	1.3064

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

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