CME Bitcoin Future January 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 29,235 30,095 860 2.9% 27,970
High 29,680 31,065 1,385 4.7% 31,065
Low 28,835 29,395 560 1.9% 27,970
Close 29,555 30,355 800 2.7% 30,355
Range 845 1,670 825 97.6% 3,095
ATR 804 865 62 7.7% 0
Volume 6 22 16 266.7% 51
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 35,282 34,488 31,274
R3 33,612 32,818 30,814
R2 31,942 31,942 30,661
R1 31,148 31,148 30,508 31,545
PP 30,272 30,272 30,272 30,470
S1 29,478 29,478 30,202 29,875
S2 28,602 28,602 30,049
S3 26,932 27,808 29,896
S4 25,262 26,138 29,437
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 39,082 37,813 32,057
R3 35,987 34,718 31,206
R2 32,892 32,892 30,922
R1 31,623 31,623 30,639 32,258
PP 29,797 29,797 29,797 30,114
S1 28,528 28,528 30,071 29,163
S2 26,702 26,702 29,788
S3 23,607 25,433 29,504
S4 20,512 22,338 28,653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31,065 27,970 3,095 10.2% 1,317 4.3% 77% True False 10
10 31,065 27,165 3,900 12.8% 885 2.9% 82% True False 5
20 31,065 26,845 4,220 13.9% 640 2.1% 83% True False 2
40 31,065 25,740 5,325 17.5% 531 1.7% 87% True False 1
60 31,235 25,740 5,495 18.1% 448 1.5% 84% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 173
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 38,163
2.618 35,437
1.618 33,767
1.000 32,735
0.618 32,097
HIGH 31,065
0.618 30,427
0.500 30,230
0.382 30,033
LOW 29,395
0.618 28,363
1.000 27,725
1.618 26,693
2.618 25,023
4.250 22,298
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 30,313 30,220
PP 30,272 30,085
S1 30,230 29,950

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

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