CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 15-Feb-2024

Day Change Summary
	Previous	Current
	14-Feb-2024	15-Feb-2024	Change	Change %	Previous Week
Open	1.2593	1.2567	-0.0026	-0.2%	1.2636
High	1.2613	1.2605	-0.0008	-0.1%	1.2647
Low	1.2537	1.2542	0.0005	0.0%	1.2521
Close	1.2563	1.2598	0.0035	0.3%	1.2631
Range	0.0076	0.0063	-0.0013	-17.1%	0.0126
ATR	0.0085	0.0084	-0.0002	-1.9%	0.0000
Volume	95,597	77,868	-17,729	-18.5%	447,544

Daily Pivots for day following 15-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2771	1.2747	1.2633
R3	1.2708	1.2684	1.2615
R2	1.2645	1.2645	1.2610
R1	1.2621	1.2621	1.2604	1.2633
PP	1.2582	1.2582	1.2582	1.2588
S1	1.2558	1.2558	1.2592	1.2570
S2	1.2519	1.2519	1.2586
S3	1.2456	1.2495	1.2581
S4	1.2393	1.2432	1.2563

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2978	1.2930	1.2700
R3	1.2852	1.2804	1.2666
R2	1.2726	1.2726	1.2654
R1	1.2678	1.2678	1.2643	1.2639
PP	1.2600	1.2600	1.2600	1.2580
S1	1.2552	1.2552	1.2619	1.2513
S2	1.2474	1.2474	1.2608
S3	1.2348	1.2426	1.2596
S4	1.2222	1.2300	1.2562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2700	1.2537	0.0163	1.3%	0.0072	0.6%	37%	False	False	85,359
10	1.2776	1.2521	0.0255	2.0%	0.0082	0.7%	30%	False	False	95,433
20	1.2779	1.2521	0.0258	2.0%	0.0081	0.6%	30%	False	False	98,377
40	1.2833	1.2521	0.0312	2.5%	0.0087	0.7%	25%	False	False	91,698
60	1.2833	1.2458	0.0375	3.0%	0.0088	0.7%	37%	False	False	70,739
80	1.2833	1.2085	0.0748	5.9%	0.0087	0.7%	69%	False	False	53,097
100	1.2833	1.2061	0.0772	6.1%	0.0084	0.7%	70%	False	False	42,510
120	1.2833	1.2061	0.0772	6.1%	0.0076	0.6%	70%	False	False	35,461

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2873
2.618	1.2770
1.618	1.2707
1.000	1.2668
0.618	1.2644
HIGH	1.2605
0.618	1.2581
0.500	1.2574
0.382	1.2566
LOW	1.2542
0.618	1.2503
1.000	1.2479
1.618	1.2440
2.618	1.2377
4.250	1.2274

Fisher Pivots for day following 15-Feb-2024
Pivot	1 day	3 day
R1	1.2590	1.2619
PP	1.2582	1.2612
S1	1.2574	1.2605

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

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