CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	1.2210	1.2264	0.0054	0.4%	1.2122
High	1.2210	1.2233	0.0023	0.2%	1.2233
Low	1.2210	1.2184	-0.0026	-0.2%	1.2099
Close	1.2210	1.2264	0.0054	0.4%	1.2264
Range	0.0000	0.0049	0.0049		0.0134
ATR	0.0049	0.0049	0.0000	0.0%	0.0000
Volume

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2374	1.2368	1.2291
R3	1.2325	1.2319	1.2277
R2	1.2276	1.2276	1.2273
R1	1.2270	1.2270	1.2268	1.2289
PP	1.2227	1.2227	1.2227	1.2236
S1	1.2221	1.2221	1.2260	1.2240
S2	1.2178	1.2178	1.2255
S3	1.2129	1.2172	1.2251
S4	1.2080	1.2123	1.2237

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2601	1.2566	1.2338
R3	1.2467	1.2432	1.2301
R2	1.2333	1.2333	1.2289
R1	1.2298	1.2298	1.2276	1.2316
PP	1.2199	1.2199	1.2199	1.2207
S1	1.2164	1.2164	1.2252	1.2182
S2	1.2065	1.2065	1.2239
S3	1.1931	1.2030	1.2227
S4	1.1797	1.1896	1.2190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2233	1.2099	0.0134	1.1%	0.0011	0.1%	123%	True	False	6
10	1.2285	1.2099	0.0186	1.5%	0.0008	0.1%	89%	False	False	6
20	1.2510	1.2099	0.0411	3.4%	0.0009	0.1%	40%	False	False	3
40	1.2734	1.2099	0.0635	5.2%	0.0020	0.2%	26%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0003
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.2441
2.618	1.2361
1.618	1.2312
1.000	1.2282
0.618	1.2263
HIGH	1.2233
0.618	1.2214
0.500	1.2209
0.382	1.2203
LOW	1.2184
0.618	1.2154
1.000	1.2135
1.618	1.2105
2.618	1.2056
4.250	1.1976

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	1.2246	1.2240
PP	1.2227	1.2217
S1	1.2209	1.2193

Download as Excel Spreadsheet

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

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