CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	1.2786	1.2837	0.0051	0.4%	1.2576
High	1.2786	1.2800	0.0014	0.1%	1.2800
Low	1.2786	1.2837	0.0051	0.4%	1.2507
Close	1.2786	1.2837	0.0051	0.4%	1.2837
Range	0.0000	-0.0037	-0.0037		0.0293
ATR	0.0063	0.0062	-0.0001	-1.4%	0.0000
Volume

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2714	1.2738	1.2817
R3	1.2751	1.2775	1.2827
R2	1.2788	1.2788	1.2830
R1	1.2812	1.2812	1.2834	1.2819
PP	1.2825	1.2825	1.2825	1.2828
S1	1.2849	1.2849	1.2840	1.2856
S2	1.2862	1.2862	1.2844
S3	1.2899	1.2886	1.2847
S4	1.2936	1.2923	1.2857

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3594	1.3508	1.2998
R3	1.3301	1.3215	1.2918
R2	1.3008	1.3008	1.2891
R1	1.2922	1.2922	1.2864	1.2965
PP	1.2715	1.2715	1.2715	1.2736
S1	1.2629	1.2629	1.2810	1.2672
S2	1.2422	1.2422	1.2783
S3	1.2129	1.2336	1.2756
S4	1.1836	1.2043	1.2676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2800	1.2507	0.0293	2.3%	0.0011	0.1%	113%	True	False	1
10	1.2800	1.2419	0.0381	3.0%	0.0016	0.1%	110%	True	False	1
20	1.2800	1.2324	0.0476	3.7%	0.0022	0.2%	108%	True	False	1
40	1.2800	1.2324	0.0476	3.7%	0.0021	0.2%	108%	True	False	1

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0002
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.2643
2.618	1.2703
1.618	1.2740
1.000	1.2763
0.618	1.2777
HIGH	1.2800
0.618	1.2814
0.500	1.2819
0.382	1.2823
LOW	1.2837
0.618	1.2860
1.000	1.2874
1.618	1.2897
2.618	1.2934
4.250	1.2994

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	1.2831	1.2804
PP	1.2825	1.2771
S1	1.2819	1.2739

Download as Excel Spreadsheet

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

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