CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	1.2700	1.2687	-0.0013	-0.1%	1.2658
High	1.2700	1.2687	-0.0013	-0.1%	1.2725
Low	1.2700	1.2595	-0.0105	-0.8%	1.2658
Close	1.2700	1.2595	-0.0105	-0.8%	1.2712
Range	0.0000	0.0092	0.0092		0.0067
ATR	0.0043	0.0048	0.0004	10.2%	0.0000
Volume	0	1	1		5

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2902	1.2840	1.2646
R3	1.2810	1.2748	1.2620
R2	1.2718	1.2718	1.2612
R1	1.2656	1.2656	1.2603	1.2641
PP	1.2626	1.2626	1.2626	1.2618
S1	1.2564	1.2564	1.2587	1.2549
S2	1.2534	1.2534	1.2578
S3	1.2442	1.2472	1.2570
S4	1.2350	1.2380	1.2544

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2899	1.2873	1.2749
R3	1.2832	1.2806	1.2730
R2	1.2765	1.2765	1.2724
R1	1.2739	1.2739	1.2718	1.2752
PP	1.2698	1.2698	1.2698	1.2705
S1	1.2672	1.2672	1.2706	1.2685
S2	1.2631	1.2631	1.2700
S3	1.2564	1.2605	1.2694
S4	1.2497	1.2538	1.2675

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2734	1.2595	0.0139	1.1%	0.0031	0.2%	0%	False	True
10	1.2734	1.2595	0.0139	1.1%	0.0022	0.2%	0%	False	True
20	1.2860	1.2595	0.0265	2.1%	0.0025	0.2%	0%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3078
2.618	1.2928
1.618	1.2836
1.000	1.2779
0.618	1.2744
HIGH	1.2687
0.618	1.2652
0.500	1.2641
0.382	1.2630
LOW	1.2595
0.618	1.2538
1.000	1.2503
1.618	1.2446
2.618	1.2354
4.250	1.2204

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	1.2641	1.2655
PP	1.2626	1.2635
S1	1.2610	1.2615

Download as Excel Spreadsheet

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

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