CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	1.2933	1.2870	-0.0063	-0.5%	1.3083
High	1.2961	1.2901	-0.0060	-0.5%	1.3111
Low	1.2843	1.2816	-0.0027	-0.2%	1.2816
Close	1.2856	1.2857	0.0001	0.0%	1.2857
Range	0.0118	0.0085	-0.0033	-28.0%	0.0295
ATR	0.0089	0.0088	0.0000	-0.3%	0.0000
Volume	100	251	151	151.0%	1,433

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3113	1.3070	1.2904
R3	1.3028	1.2985	1.2880
R2	1.2943	1.2943	1.2873
R1	1.2900	1.2900	1.2865	1.2879
PP	1.2858	1.2858	1.2858	1.2848
S1	1.2815	1.2815	1.2849	1.2794
S2	1.2773	1.2773	1.2841
S3	1.2688	1.2730	1.2834
S4	1.2603	1.2645	1.2810

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3813	1.3630	1.3019
R3	1.3518	1.3335	1.2938
R2	1.3223	1.3223	1.2911
R1	1.3040	1.3040	1.2884	1.2984
PP	1.2928	1.2928	1.2928	1.2900
S1	1.2745	1.2745	1.2830	1.2689
S2	1.2633	1.2633	1.2803
S3	1.2338	1.2450	1.2776
S4	1.2043	1.2155	1.2695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3111	1.2816	0.0295	2.3%	0.0096	0.7%	14%	False	True	286
10	1.3133	1.2750	0.0383	3.0%	0.0091	0.7%	28%	False	False	495
20	1.3133	1.2588	0.0545	4.2%	0.0083	0.6%	49%	False	False	502
40	1.3133	1.2336	0.0797	6.2%	0.0070	0.5%	65%	False	False	528
60	1.3133	1.2336	0.0797	6.2%	0.0057	0.4%	65%	False	False	355
80	1.3133	1.2336	0.0797	6.2%	0.0049	0.4%	65%	False	False	282
100	1.3133	1.1904	0.1229	9.6%	0.0048	0.4%	78%	False	False	324
120	1.3133	1.1904	0.1229	9.6%	0.0045	0.4%	78%	False	False	272

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3262
2.618	1.3124
1.618	1.3039
1.000	1.2986
0.618	1.2954
HIGH	1.2901
0.618	1.2869
0.500	1.2859
0.382	1.2848
LOW	1.2816
0.618	1.2763
1.000	1.2731
1.618	1.2678
2.618	1.2593
4.250	1.2455

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	1.2859	1.2917
PP	1.2858	1.2897
S1	1.2858	1.2877

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

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