CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	1.2594	1.2576	-0.0018	-0.1%	1.2452
High	1.2607	1.2576	-0.0031	-0.2%	1.2607
Low	1.2556	1.2507	-0.0049	-0.4%	1.2419
Close	1.2594	1.2522	-0.0072	-0.6%	1.2594
Range	0.0051	0.0069	0.0018	35.3%	0.0188
ATR	0.0054	0.0057	0.0002	4.3%	0.0000
Volume	4	4	0	0.0%	11

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2742	1.2701	1.2560
R3	1.2673	1.2632	1.2541
R2	1.2604	1.2604	1.2535
R1	1.2563	1.2563	1.2528	1.2549
PP	1.2535	1.2535	1.2535	1.2528
S1	1.2494	1.2494	1.2516	1.2480
S2	1.2466	1.2466	1.2509
S3	1.2397	1.2425	1.2503
S4	1.2328	1.2356	1.2484

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3104	1.3037	1.2697
R3	1.2916	1.2849	1.2646
R2	1.2728	1.2728	1.2628
R1	1.2661	1.2661	1.2611	1.2695
PP	1.2540	1.2540	1.2540	1.2557
S1	1.2473	1.2473	1.2577	1.2507
S2	1.2352	1.2352	1.2560
S3	1.2164	1.2285	1.2542
S4	1.1976	1.2097	1.2491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2607	1.2419	0.0188	1.5%	0.0035	0.3%	55%	False	False	2
10	1.2607	1.2408	0.0199	1.6%	0.0032	0.3%	57%	False	False	2
20	1.2607	1.2324	0.0283	2.3%	0.0022	0.2%	70%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2869
2.618	1.2757
1.618	1.2688
1.000	1.2645
0.618	1.2619
HIGH	1.2576
0.618	1.2550
0.500	1.2542
0.382	1.2533
LOW	1.2507
0.618	1.2464
1.000	1.2438
1.618	1.2395
2.618	1.2326
4.250	1.2214

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	1.2542	1.2557
PP	1.2535	1.2545
S1	1.2529	1.2534

Download as Excel Spreadsheet

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

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