CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 22-Jan-2024

Day Change Summary
	Previous	Current
	19-Jan-2024	22-Jan-2024	Change	Change %	Previous Week
Open	1.2710	1.2706	-0.0004	0.0%	1.2757
High	1.2719	1.2738	0.0019	0.1%	1.2771
Low	1.2665	1.2691	0.0026	0.2%	1.2601
Close	1.2702	1.2709	0.0007	0.1%	1.2702
Range	0.0054	0.0047	-0.0007	-13.0%	0.0170
ATR	0.0090	0.0087	-0.0003	-3.4%	0.0000
Volume	82,885	67,333	-15,552	-18.8%	450,862

Daily Pivots for day following 22-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2854	1.2828	1.2735
R3	1.2807	1.2781	1.2722
R2	1.2760	1.2760	1.2718
R1	1.2734	1.2734	1.2713	1.2747
PP	1.2713	1.2713	1.2713	1.2719
S1	1.2687	1.2687	1.2705	1.2700
S2	1.2666	1.2666	1.2700
S3	1.2619	1.2640	1.2696
S4	1.2572	1.2593	1.2683

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.3201	1.3122	1.2796
R3	1.3031	1.2952	1.2749
R2	1.2861	1.2861	1.2733
R1	1.2782	1.2782	1.2718	1.2737
PP	1.2691	1.2691	1.2691	1.2669
S1	1.2612	1.2612	1.2686	1.2567
S2	1.2521	1.2521	1.2671
S3	1.2351	1.2442	1.2655
S4	1.2181	1.2272	1.2609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2771	1.2601	0.0170	1.3%	0.0081	0.6%	64%	False	False	103,639
10	1.2800	1.2601	0.0199	1.6%	0.0081	0.6%	54%	False	False	93,211
20	1.2833	1.2601	0.0232	1.8%	0.0087	0.7%	47%	False	False	83,826
40	1.2833	1.2468	0.0365	2.9%	0.0092	0.7%	66%	False	False	60,658
60	1.2833	1.2085	0.0748	5.9%	0.0087	0.7%	83%	False	False	40,503
80	1.2833	1.2061	0.0772	6.1%	0.0085	0.7%	84%	False	False	30,417
100	1.2833	1.2061	0.0772	6.1%	0.0076	0.6%	84%	False	False	24,380
120	1.2833	1.2061	0.0772	6.1%	0.0071	0.6%	84%	False	False	20,317

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.2938
2.618	1.2861
1.618	1.2814
1.000	1.2785
0.618	1.2767
HIGH	1.2738
0.618	1.2720
0.500	1.2715
0.382	1.2709
LOW	1.2691
0.618	1.2662
1.000	1.2644
1.618	1.2615
2.618	1.2568
4.250	1.2491

Fisher Pivots for day following 22-Jan-2024
Pivot	1 day	3 day
R1	1.2715	1.2705
PP	1.2713	1.2700
S1	1.2711	1.2696

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

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