CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	1.2487	1.2542	0.0055	0.4%	1.2408
High	1.2540	1.2555	0.0015	0.1%	1.2555
Low	1.2487	1.2467	-0.0020	-0.2%	1.2408
Close	1.2540	1.2473	-0.0067	-0.5%	1.2473
Range	0.0053	0.0088	0.0035	66.0%	0.0147
ATR	0.0053	0.0056	0.0002	4.6%	0.0000
Volume	7	1	-6	-85.7%	8

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2762	1.2706	1.2521
R3	1.2674	1.2618	1.2497
R2	1.2586	1.2586	1.2489
R1	1.2530	1.2530	1.2481	1.2514
PP	1.2498	1.2498	1.2498	1.2491
S1	1.2442	1.2442	1.2465	1.2426
S2	1.2410	1.2410	1.2457
S3	1.2322	1.2354	1.2449
S4	1.2234	1.2266	1.2425

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2920	1.2843	1.2554
R3	1.2773	1.2696	1.2513
R2	1.2626	1.2626	1.2500
R1	1.2549	1.2549	1.2486	1.2588
PP	1.2479	1.2479	1.2479	1.2498
S1	1.2402	1.2402	1.2460	1.2441
S2	1.2332	1.2332	1.2446
S3	1.2185	1.2255	1.2433
S4	1.2038	1.2108	1.2392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2555	1.2367	0.0188	1.5%	0.0035	0.3%	56%	True	False	1
10	1.2555	1.2324	0.0231	1.9%	0.0027	0.2%	65%	True	False	1
20	1.2669	1.2324	0.0345	2.8%	0.0023	0.2%	43%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.2929
2.618	1.2785
1.618	1.2697
1.000	1.2643
0.618	1.2609
HIGH	1.2555
0.618	1.2521
0.500	1.2511
0.382	1.2501
LOW	1.2467
0.618	1.2413
1.000	1.2379
1.618	1.2325
2.618	1.2237
4.250	1.2093

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	1.2511	1.2498
PP	1.2498	1.2489
S1	1.2486	1.2481

Download as Excel Spreadsheet

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

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