CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	1.2404	1.2402	-0.0002	0.0%	1.2510
High	1.2404	1.2437	0.0033	0.3%	1.2510
Low	1.2404	1.2382	-0.0022	-0.2%	1.2382
Close	1.2404	1.2382	-0.0022	-0.2%	1.2382
Range	0.0000	0.0055	0.0055		0.0128
ATR	0.0051	0.0051	0.0000	0.5%	0.0000
Volume	0	1	1		2

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2565	1.2529	1.2412
R3	1.2510	1.2474	1.2397
R2	1.2455	1.2455	1.2392
R1	1.2419	1.2419	1.2387	1.2410
PP	1.2400	1.2400	1.2400	1.2396
S1	1.2364	1.2364	1.2377	1.2355
S2	1.2345	1.2345	1.2372
S3	1.2290	1.2309	1.2367
S4	1.2235	1.2254	1.2352

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2809	1.2723	1.2452
R3	1.2681	1.2595	1.2417
R2	1.2553	1.2553	1.2405
R1	1.2467	1.2467	1.2394	1.2446
PP	1.2425	1.2425	1.2425	1.2414
S1	1.2339	1.2339	1.2370	1.2318
S2	1.2297	1.2297	1.2359
S3	1.2169	1.2211	1.2347
S4	1.2041	1.2083	1.2312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2510	1.2382	0.0128	1.0%	0.0011	0.1%	0%	False	True
10	1.2691	1.2382	0.0309	2.5%	0.0038	0.3%	0%	False	True	4
20	1.2734	1.2382	0.0352	2.8%	0.0030	0.2%	0%	False	True	2
40	1.2930	1.2382	0.0548	4.4%	0.0029	0.2%	0%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2671
2.618	1.2581
1.618	1.2526
1.000	1.2492
0.618	1.2471
HIGH	1.2437
0.618	1.2416
0.500	1.2410
0.382	1.2403
LOW	1.2382
0.618	1.2348
1.000	1.2327
1.618	1.2293
2.618	1.2238
4.250	1.2148

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	1.2410	1.2435
PP	1.2400	1.2417
S1	1.2391	1.2400

Download as Excel Spreadsheet

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

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