CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 23-Jun-2023

Day Change Summary
	Previous	Current
	22-Jun-2023	23-Jun-2023	Change	Change %	Previous Week
Open	1.2745	1.2686	-0.0059	-0.5%	1.2801
High	1.2745	1.2723	-0.0022	-0.2%	1.2801
Low	1.2722	1.2667	-0.0055	-0.4%	1.2667
Close	1.2722	1.2679	-0.0043	-0.3%	1.2679
Range	0.0023	0.0056	0.0033	143.5%	0.0134
ATR	0.0058	0.0058	0.0000	-0.3%	0.0000
Volume	14	20	6	42.9%	53

Daily Pivots for day following 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2858	1.2824	1.2710
R3	1.2802	1.2768	1.2694
R2	1.2746	1.2746	1.2689
R1	1.2712	1.2712	1.2684	1.2701
PP	1.2690	1.2690	1.2690	1.2684
S1	1.2656	1.2656	1.2674	1.2645
S2	1.2634	1.2634	1.2669
S3	1.2578	1.2600	1.2664
S4	1.2522	1.2544	1.2648

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3118	1.3032	1.2753
R3	1.2984	1.2898	1.2716
R2	1.2850	1.2850	1.2704
R1	1.2764	1.2764	1.2691	1.2740
PP	1.2716	1.2716	1.2716	1.2704
S1	1.2630	1.2630	1.2667	1.2606
S2	1.2582	1.2582	1.2654
S3	1.2448	1.2496	1.2642
S4	1.2314	1.2362	1.2605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2801	1.2667	0.0134	1.1%	0.0016	0.1%	9%	False	True	10
10	1.2801	1.2507	0.0294	2.3%	0.0023	0.2%	59%	False	False	6
20	1.2801	1.2324	0.0477	3.8%	0.0023	0.2%	74%	False	False	3
40	1.2801	1.2324	0.0477	3.8%	0.0022	0.2%	74%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0001
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2961
2.618	1.2870
1.618	1.2814
1.000	1.2779
0.618	1.2758
HIGH	1.2723
0.618	1.2702
0.500	1.2695
0.382	1.2688
LOW	1.2667
0.618	1.2632
1.000	1.2611
1.618	1.2576
2.618	1.2520
4.250	1.2429

Fisher Pivots for day following 23-Jun-2023
Pivot	1 day	3 day
R1	1.2695	1.2717
PP	1.2690	1.2704
S1	1.2684	1.2692

Download as Excel Spreadsheet

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

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