CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 19-May-2023

Day Change Summary
	Previous	Current
	18-May-2023	19-May-2023	Change	Change %	Previous Week
Open	1.2436	1.2459	0.0023	0.2%	1.2553
High	1.2436	1.2510	0.0074	0.6%	1.2553
Low	1.2436	1.2430	-0.0006	0.0%	1.2430
Close	1.2436	1.2480	0.0044	0.4%	1.2480
Range	0.0000	0.0080	0.0080		0.0123
ATR	0.0051	0.0053	0.0002	4.0%	0.0000
Volume	0	2	2		2

Daily Pivots for day following 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2713	1.2677	1.2524
R3	1.2633	1.2597	1.2502
R2	1.2553	1.2553	1.2495
R1	1.2517	1.2517	1.2487	1.2535
PP	1.2473	1.2473	1.2473	1.2483
S1	1.2437	1.2437	1.2473	1.2455
S2	1.2393	1.2393	1.2465
S3	1.2313	1.2357	1.2458
S4	1.2233	1.2277	1.2436

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2857	1.2791	1.2548
R3	1.2734	1.2668	1.2514
R2	1.2611	1.2611	1.2503
R1	1.2545	1.2545	1.2491	1.2517
PP	1.2488	1.2488	1.2488	1.2473
S1	1.2422	1.2422	1.2469	1.2394
S2	1.2365	1.2365	1.2457
S3	1.2242	1.2299	1.2446
S4	1.2119	1.2176	1.2412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2553	1.2430	0.0123	1.0%	0.0016	0.1%	41%	False	True
10	1.2646	1.2430	0.0216	1.7%	0.0019	0.1%	23%	False	True	1
20	1.2669	1.2422	0.0247	2.0%	0.0020	0.2%	23%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2850
2.618	1.2719
1.618	1.2639
1.000	1.2590
0.618	1.2559
HIGH	1.2510
0.618	1.2479
0.500	1.2470
0.382	1.2461
LOW	1.2430
0.618	1.2381
1.000	1.2350
1.618	1.2301
2.618	1.2221
4.250	1.2090

Fisher Pivots for day following 19-May-2023
Pivot	1 day	3 day
R1	1.2477	1.2478
PP	1.2473	1.2475
S1	1.2470	1.2473

Download as Excel Spreadsheet

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

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