CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	1.2750	1.2765	0.0015	0.1%	1.2822
High	1.2750	1.2765	0.0015	0.1%	1.2930
Low	1.2750	1.2700	-0.0050	-0.4%	1.2747
Close	1.2750	1.2700	-0.0050	-0.4%	1.2838
Range	0.0000	0.0065	0.0065		0.0183
ATR
Volume	0	1	1		11

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2917	1.2873	1.2736
R3	1.2852	1.2808	1.2718
R2	1.2787	1.2787	1.2712
R1	1.2743	1.2743	1.2706	1.2733
PP	1.2722	1.2722	1.2722	1.2716
S1	1.2678	1.2678	1.2694	1.2668
S2	1.2657	1.2657	1.2688
S3	1.2592	1.2613	1.2682
S4	1.2527	1.2548	1.2664

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3387	1.3296	1.2939
R3	1.3204	1.3113	1.2888
R2	1.3021	1.3021	1.2872
R1	1.2930	1.2930	1.2855	1.2976
PP	1.2838	1.2838	1.2838	1.2861
S1	1.2747	1.2747	1.2821	1.2793
S2	1.2655	1.2655	1.2804
S3	1.2472	1.2564	1.2788
S4	1.2289	1.2381	1.2737

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2860	1.2700	0.0160	1.3%	0.0036	0.3%	0%	False	True
10	1.2930	1.2700	0.0230	1.8%	0.0041	0.3%	0%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3041
2.618	1.2935
1.618	1.2870
1.000	1.2830
0.618	1.2805
HIGH	1.2765
0.618	1.2740
0.500	1.2733
0.382	1.2725
LOW	1.2700
0.618	1.2660
1.000	1.2635
1.618	1.2595
2.618	1.2530
4.250	1.2424

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	1.2733	1.2759
PP	1.2722	1.2739
S1	1.2711	1.2720

Download as Excel Spreadsheet

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

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