CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	1.2686	1.2681	-0.0005	0.0%	1.2801
High	1.2723	1.2691	-0.0032	-0.3%	1.2801
Low	1.2667	1.2680	0.0013	0.1%	1.2667
Close	1.2679	1.2691	0.0012	0.1%	1.2679
Range	0.0056	0.0011	-0.0045	-80.4%	0.0134
ATR	0.0058	0.0055	-0.0003	-5.7%	0.0000
Volume	20	47	27	135.0%	53

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2720	1.2717	1.2697
R3	1.2709	1.2706	1.2694
R2	1.2698	1.2698	1.2693
R1	1.2695	1.2695	1.2692	1.2697
PP	1.2687	1.2687	1.2687	1.2688
S1	1.2684	1.2684	1.2690	1.2686
S2	1.2676	1.2676	1.2689
S3	1.2665	1.2673	1.2688
S4	1.2654	1.2662	1.2685

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%	0.0026	0.2%	18%	False	False	20
10	1.2801	1.2507	0.0294	2.3%	0.0019	0.1%	63%	False	False	10
20	1.2801	1.2367	0.0434	3.4%	0.0023	0.2%	75%	False	False	6
40	1.2801	1.2324	0.0477	3.8%	0.0022	0.2%	77%	False	False	3

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

Fibonacci Retracements and Extensions
4.250	1.2738
2.618	1.2720
1.618	1.2709
1.000	1.2702
0.618	1.2698
HIGH	1.2691
0.618	1.2687
0.500	1.2686
0.382	1.2684
LOW	1.2680
0.618	1.2673
1.000	1.2669
1.618	1.2662
2.618	1.2651
4.250	1.2633

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	1.2689	1.2706
PP	1.2687	1.2701
S1	1.2686	1.2696

Download as Excel Spreadsheet

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

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