CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	1.2837	1.2801	-0.0036	-0.3%	1.2576
High	1.2800	1.2801	0.0001	0.0%	1.2800
Low	1.2837	1.2761	-0.0076	-0.6%	1.2507
Close	1.2837	1.2761	-0.0076	-0.6%	1.2837
Range	-0.0037	0.0040	0.0077	-208.1%	0.0293
ATR	0.0062	0.0063	0.0001	1.6%	0.0000
Volume	0	18	18		5

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2894	1.2868	1.2783
R3	1.2854	1.2828	1.2772
R2	1.2814	1.2814	1.2768
R1	1.2788	1.2788	1.2765	1.2781
PP	1.2774	1.2774	1.2774	1.2771
S1	1.2748	1.2748	1.2757	1.2741
S2	1.2734	1.2734	1.2754
S3	1.2694	1.2708	1.2750
S4	1.2654	1.2668	1.2739

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	1.2801	1.2585	0.0216	1.7%	0.0005	0.0%	81%	True	False	3
10	1.2801	1.2419	0.0382	3.0%	0.0020	0.2%	90%	True	False	3
20	1.2801	1.2324	0.0477	3.7%	0.0020	0.2%	92%	True	False	2
40	1.2801	1.2324	0.0477	3.7%	0.0020	0.2%	92%	True	False	1

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0002
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2971
2.618	1.2906
1.618	1.2866
1.000	1.2841
0.618	1.2826
HIGH	1.2801
0.618	1.2786
0.500	1.2781
0.382	1.2776
LOW	1.2761
0.618	1.2736
1.000	1.2721
1.618	1.2696
2.618	1.2656
4.250	1.2591

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	1.2781	1.2781
PP	1.2774	1.2774
S1	1.2768	1.2768

Download as Excel Spreadsheet

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

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