CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	1.2555	1.2460	-0.0095	-0.8%	1.2593
High	1.2555	1.2476	-0.0079	-0.6%	1.2702
Low	1.2502	1.2450	-0.0052	-0.4%	1.2571
Close	1.2502	1.2470	-0.0032	-0.3%	1.2585
Range	0.0053	0.0026	-0.0027	-50.9%	0.0131
ATR	0.0054	0.0054	0.0000	-0.2%	0.0000
Volume	3	11	8	266.7%	1

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2543	1.2533	1.2484
R3	1.2517	1.2507	1.2477
R2	1.2491	1.2491	1.2475
R1	1.2481	1.2481	1.2472	1.2486
PP	1.2465	1.2465	1.2465	1.2468
S1	1.2455	1.2455	1.2468	1.2460
S2	1.2439	1.2439	1.2465
S3	1.2413	1.2429	1.2463
S4	1.2387	1.2403	1.2456

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3012	1.2930	1.2657
R3	1.2881	1.2799	1.2621
R2	1.2750	1.2750	1.2609
R1	1.2668	1.2668	1.2597	1.2644
PP	1.2619	1.2619	1.2619	1.2607
S1	1.2537	1.2537	1.2573	1.2513
S2	1.2488	1.2488	1.2561
S3	1.2357	1.2406	1.2549
S4	1.2226	1.2275	1.2513

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2691	1.2450	0.0241	1.9%	0.0053	0.4%	8%	False	True	4
10	1.2702	1.2450	0.0252	2.0%	0.0043	0.3%	8%	False	True	2
20	1.2734	1.2450	0.0284	2.3%	0.0028	0.2%	7%	False	True	1

Crabel Price Patterns
NR	True
NR4	True
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2587
2.618	1.2544
1.618	1.2518
1.000	1.2502
0.618	1.2492
HIGH	1.2476
0.618	1.2466
0.500	1.2463
0.382	1.2460
LOW	1.2450
0.618	1.2434
1.000	1.2424
1.618	1.2408
2.618	1.2382
4.250	1.2340

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	1.2468	1.2520
PP	1.2465	1.2503
S1	1.2463	1.2487

Download as Excel Spreadsheet

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

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