CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	1.2654	1.2691	0.0037	0.3%	1.2681
High	1.2665	1.2691	0.0026	0.2%	1.2723
Low	1.2654	1.2665	0.0011	0.1%	1.2586
Close	1.2665	1.2665	0.0000	0.0%	1.2670
Range	0.0011	0.0026	0.0015	136.4%	0.0137
ATR	0.0054	0.0052	-0.0002	-3.7%	0.0000
Volume	8	1	-7	-87.5%	59

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2752	1.2734	1.2679
R3	1.2726	1.2708	1.2672
R2	1.2700	1.2700	1.2670
R1	1.2682	1.2682	1.2667	1.2678
PP	1.2674	1.2674	1.2674	1.2672
S1	1.2656	1.2656	1.2663	1.2652
S2	1.2648	1.2648	1.2660
S3	1.2622	1.2630	1.2658
S4	1.2596	1.2604	1.2651

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3071	1.3007	1.2745
R3	1.2934	1.2870	1.2708
R2	1.2797	1.2797	1.2695
R1	1.2733	1.2733	1.2683	1.2697
PP	1.2660	1.2660	1.2660	1.2641
S1	1.2596	1.2596	1.2657	1.2560
S2	1.2523	1.2523	1.2645
S3	1.2386	1.2459	1.2632
S4	1.2249	1.2322	1.2595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2691	1.2586	0.0105	0.8%	0.0011	0.1%	75%	True	False	3
10	1.2767	1.2586	0.0181	1.4%	0.0018	0.1%	44%	False	False	10
20	1.2801	1.2419	0.0382	3.0%	0.0019	0.2%	64%	False	False	6
40	1.2801	1.2324	0.0477	3.8%	0.0019	0.1%	71%	False	False	4

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2802
2.618	1.2759
1.618	1.2733
1.000	1.2717
0.618	1.2707
HIGH	1.2691
0.618	1.2681
0.500	1.2678
0.382	1.2675
LOW	1.2665
0.618	1.2649
1.000	1.2639
1.618	1.2623
2.618	1.2597
4.250	1.2555

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	1.2678	1.2673
PP	1.2674	1.2670
S1	1.2669	1.2668

Download as Excel Spreadsheet

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

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