CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	1.2208	1.2199	-0.0009	-0.1%	1.2229
High	1.2209	1.2199	-0.0010	-0.1%	1.2350
Low	1.2160	1.2157	-0.0003	0.0%	1.2142
Close	1.2189	1.2157	-0.0032	-0.3%	1.2148
Range	0.0049	0.0042	-0.0007	-14.3%	0.0208
ATR	0.0075	0.0072	-0.0002	-3.1%	0.0000
Volume	37	11	-26	-70.3%	127

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2297	1.2269	1.2180
R3	1.2255	1.2227	1.2169
R2	1.2213	1.2213	1.2165
R1	1.2185	1.2185	1.2161	1.2178
PP	1.2171	1.2171	1.2171	1.2168
S1	1.2143	1.2143	1.2153	1.2136
S2	1.2129	1.2129	1.2149
S3	1.2087	1.2101	1.2145
S4	1.2045	1.2059	1.2134

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2837	1.2701	1.2262
R3	1.2629	1.2493	1.2205
R2	1.2421	1.2421	1.2186
R1	1.2285	1.2285	1.2167	1.2249
PP	1.2213	1.2213	1.2213	1.2196
S1	1.2077	1.2077	1.2129	1.2041
S2	1.2005	1.2005	1.2110
S3	1.1797	1.1869	1.2091
S4	1.1589	1.1661	1.2034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2327	1.2142	0.0185	1.5%	0.0076	0.6%	8%	False	False	21
10	1.2350	1.2128	0.0222	1.8%	0.0077	0.6%	13%	False	False	34
20	1.2350	1.2061	0.0289	2.4%	0.0070	0.6%	33%	False	False	179
40	1.2725	1.2061	0.0664	5.5%	0.0055	0.5%	14%	False	False	186
60	1.2988	1.2061	0.0927	7.6%	0.0053	0.4%	10%	False	False	126
80	1.3105	1.2061	0.1044	8.6%	0.0046	0.4%	9%	False	False	95
100	1.3105	1.2061	0.1044	8.6%	0.0042	0.3%	9%	False	False	77
120	1.3105	1.2061	0.1044	8.6%	0.0038	0.3%	9%	False	False	64

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2378
2.618	1.2309
1.618	1.2267
1.000	1.2241
0.618	1.2225
HIGH	1.2199
0.618	1.2183
0.500	1.2178
0.382	1.2173
LOW	1.2157
0.618	1.2131
1.000	1.2115
1.618	1.2089
2.618	1.2047
4.250	1.1979

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	1.2178	1.2191
PP	1.2171	1.2180
S1	1.2164	1.2168

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

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