CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	1.2419	1.2435	0.0016	0.1%	1.2408
High	1.2450	1.2459	0.0009	0.1%	1.2555
Low	1.2419	1.2435	0.0016	0.1%	1.2408
Close	1.2450	1.2459	0.0009	0.1%	1.2473
Range	0.0031	0.0024	-0.0007	-22.6%	0.0147
ATR	0.0052	0.0050	-0.0002	-3.8%	0.0000
Volume	2	4	2	100.0%	8

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2523	1.2515	1.2472
R3	1.2499	1.2491	1.2466
R2	1.2475	1.2475	1.2463
R1	1.2467	1.2467	1.2461	1.2471
PP	1.2451	1.2451	1.2451	1.2453
S1	1.2443	1.2443	1.2457	1.2447
S2	1.2427	1.2427	1.2455
S3	1.2403	1.2419	1.2452
S4	1.2379	1.2395	1.2446

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	1.2419	0.0136	1.1%	0.0039	0.3%	29%	False	False	3
10	1.2555	1.2324	0.0231	1.9%	0.0024	0.2%	58%	False	False	1
20	1.2641	1.2324	0.0317	2.5%	0.0021	0.2%	43%	False	False	1

Crabel Price Patterns
NR	True
NR4	False
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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2561
2.618	1.2522
1.618	1.2498
1.000	1.2483
0.618	1.2474
HIGH	1.2459
0.618	1.2450
0.500	1.2447
0.382	1.2444
LOW	1.2435
0.618	1.2420
1.000	1.2411
1.618	1.2396
2.618	1.2372
4.250	1.2333

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	1.2455	1.2452
PP	1.2451	1.2446
S1	1.2447	1.2439

Download as Excel Spreadsheet

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

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