CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	1.2319	1.2290	-0.0029	-0.2%	1.2375
High	1.2319	1.2290	-0.0029	-0.2%	1.2392
Low	1.2306	1.2260	-0.0046	-0.4%	1.2260
Close	1.2306	1.2260	-0.0046	-0.4%	1.2260
Range	0.0013	0.0030	0.0017	130.8%	0.0132
ATR	0.0046	0.0046	0.0000	0.1%	0.0000
Volume	2	1	-1	-50.0%	3

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2360	1.2340	1.2277
R3	1.2330	1.2310	1.2268
R2	1.2300	1.2300	1.2266
R1	1.2280	1.2280	1.2263	1.2275
PP	1.2270	1.2270	1.2270	1.2268
S1	1.2250	1.2250	1.2257	1.2245
S2	1.2240	1.2240	1.2255
S3	1.2210	1.2220	1.2252
S4	1.2180	1.2190	1.2244

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2700	1.2612	1.2333
R3	1.2568	1.2480	1.2296
R2	1.2436	1.2436	1.2284
R1	1.2348	1.2348	1.2272	1.2326
PP	1.2304	1.2304	1.2304	1.2293
S1	1.2216	1.2216	1.2248	1.2194
S2	1.2172	1.2172	1.2236
S3	1.2040	1.2084	1.2224
S4	1.1908	1.1952	1.2187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2392	1.2260	0.0132	1.1%	0.0009	0.1%	0%	False	True
10	1.2510	1.2260	0.0250	2.0%	0.0010	0.1%	0%	False	True
20	1.2702	1.2260	0.0442	3.6%	0.0025	0.2%	0%	False	True	2
40	1.2860	1.2260	0.0600	4.9%	0.0025	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2418
2.618	1.2369
1.618	1.2339
1.000	1.2320
0.618	1.2309
HIGH	1.2290
0.618	1.2279
0.500	1.2275
0.382	1.2271
LOW	1.2260
0.618	1.2241
1.000	1.2230
1.618	1.2211
2.618	1.2181
4.250	1.2133

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	1.2275	1.2316
PP	1.2270	1.2297
S1	1.2265	1.2279

Download as Excel Spreadsheet

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

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