CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	1.2691	1.2730	0.0039	0.3%	1.2757
High	1.2779	1.2747	-0.0032	-0.3%	1.2771
Low	1.2690	1.2685	-0.0005	0.0%	1.2601
Close	1.2729	1.2704	-0.0025	-0.2%	1.2702
Range	0.0089	0.0062	-0.0027	-30.3%	0.0170
ATR	0.0089	0.0087	-0.0002	-2.1%	0.0000
Volume	118,253	90,422	-27,831	-23.5%	450,862

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2898	1.2863	1.2738
R3	1.2836	1.2801	1.2721
R2	1.2774	1.2774	1.2715
R1	1.2739	1.2739	1.2710	1.2726
PP	1.2712	1.2712	1.2712	1.2705
S1	1.2677	1.2677	1.2698	1.2664
S2	1.2650	1.2650	1.2693
S3	1.2588	1.2615	1.2687
S4	1.2526	1.2553	1.2670

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	1.2779	1.2653	0.0126	1.0%	0.0070	0.6%	40%	False	False	89,216
10	1.2800	1.2601	0.0199	1.6%	0.0083	0.7%	52%	False	False	101,906
20	1.2833	1.2601	0.0232	1.8%	0.0090	0.7%	44%	False	False	90,457
40	1.2833	1.2509	0.0324	2.6%	0.0091	0.7%	60%	False	False	68,011
60	1.2833	1.2105	0.0728	5.7%	0.0089	0.7%	82%	False	False	45,430
80	1.2833	1.2061	0.0772	6.1%	0.0086	0.7%	83%	False	False	34,090
100	1.2833	1.2061	0.0772	6.1%	0.0078	0.6%	83%	False	False	27,338
120	1.2833	1.2061	0.0772	6.1%	0.0072	0.6%	83%	False	False	22,783

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3011
2.618	1.2909
1.618	1.2847
1.000	1.2809
0.618	1.2785
HIGH	1.2747
0.618	1.2723
0.500	1.2716
0.382	1.2709
LOW	1.2685
0.618	1.2647
1.000	1.2623
1.618	1.2585
2.618	1.2523
4.250	1.2422

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	1.2716	1.2716
PP	1.2712	1.2712
S1	1.2708	1.2708

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

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