CME British Pound Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	1.2408	1.2383	-0.0025	-0.2%	1.2468
High	1.2446	1.2410	-0.0036	-0.3%	1.2548
Low	1.2379	1.2370	-0.0009	-0.1%	1.2379
Close	1.2382	1.2374	-0.0008	-0.1%	1.2382
Range	0.0067	0.0040	-0.0027	-40.3%	0.0169
ATR	0.0088	0.0084	-0.0003	-3.9%	0.0000
Volume	106,835	62,256	-44,579	-41.7%	459,761

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2505	1.2479	1.2396
R3	1.2465	1.2439	1.2385
R2	1.2425	1.2425	1.2381
R1	1.2399	1.2399	1.2378	1.2392
PP	1.2385	1.2385	1.2385	1.2381
S1	1.2359	1.2359	1.2370	1.2352
S2	1.2345	1.2345	1.2367
S3	1.2305	1.2319	1.2363
S4	1.2265	1.2279	1.2352

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2943	1.2832	1.2475
R3	1.2774	1.2663	1.2428
R2	1.2605	1.2605	1.2413
R1	1.2494	1.2494	1.2397	1.2465
PP	1.2436	1.2436	1.2436	1.2422
S1	1.2325	1.2325	1.2367	1.2296
S2	1.2267	1.2267	1.2351
S3	1.2098	1.2156	1.2336
S4	1.1929	1.1987	1.2289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2531	1.2370	0.0161	1.3%	0.0072	0.6%	2%	False	True	96,409
10	1.2641	1.2370	0.0271	2.2%	0.0078	0.6%	1%	False	True	55,518
20	1.2797	1.2370	0.0427	3.5%	0.0087	0.7%	1%	False	True	28,381
40	1.2981	1.2370	0.0611	4.9%	0.0088	0.7%	1%	False	True	14,334
60	1.3133	1.2370	0.0763	6.2%	0.0086	0.7%	1%	False	True	9,723
80	1.3133	1.2336	0.0797	6.4%	0.0079	0.6%	5%	False	False	7,431
100	1.3133	1.2336	0.0797	6.4%	0.0069	0.6%	5%	False	False	5,947
120	1.3133	1.2336	0.0797	6.4%	0.0062	0.5%	5%	False	False	4,966

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	0.0019
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.2580
2.618	1.2515
1.618	1.2475
1.000	1.2450
0.618	1.2435
HIGH	1.2410
0.618	1.2395
0.500	1.2390
0.382	1.2385
LOW	1.2370
0.618	1.2345
1.000	1.2330
1.618	1.2305
2.618	1.2265
4.250	1.2200

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	1.2390	1.2439
PP	1.2385	1.2417
S1	1.2379	1.2396

Download as Excel Spreadsheet

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

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