CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	1.2371	1.2319	-0.0052	-0.4%	1.2510
High	1.2371	1.2319	-0.0052	-0.4%	1.2510
Low	1.2371	1.2306	-0.0065	-0.5%	1.2382
Close	1.2371	1.2306	-0.0065	-0.5%	1.2382
Range	0.0000	0.0013	0.0013		0.0128
ATR	0.0044	0.0046	0.0001	3.4%	0.0000
Volume	0	2	2		2

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2349	1.2341	1.2313
R3	1.2336	1.2328	1.2310
R2	1.2323	1.2323	1.2308
R1	1.2315	1.2315	1.2307	1.2313
PP	1.2310	1.2310	1.2310	1.2309
S1	1.2302	1.2302	1.2305	1.2300
S2	1.2297	1.2297	1.2304
S3	1.2284	1.2289	1.2302
S4	1.2271	1.2276	1.2299

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	1.2437	1.2306	0.0131	1.1%	0.0014	0.1%	0%	False	True
10	1.2510	1.2306	0.0204	1.7%	0.0013	0.1%	0%	False	True	2
20	1.2702	1.2306	0.0396	3.2%	0.0028	0.2%	0%	False	True	2
40	1.2860	1.2306	0.0554	4.5%	0.0024	0.2%	0%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2374
2.618	1.2353
1.618	1.2340
1.000	1.2332
0.618	1.2327
HIGH	1.2319
0.618	1.2314
0.500	1.2313
0.382	1.2311
LOW	1.2306
0.618	1.2298
1.000	1.2293
1.618	1.2285
2.618	1.2272
4.250	1.2251

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	1.2313	1.2349
PP	1.2310	1.2335
S1	1.2308	1.2320

Download as Excel Spreadsheet

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

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