CME British Pound Future June 2024

Trading Metrics calculated at close of trading on 18-Mar-2024

Day Change Summary
	Previous	Current
	15-Mar-2024	18-Mar-2024	Change	Change %	Previous Week
Open	1.2760	1.2742	-0.0018	-0.1%	1.2863
High	1.2766	1.2754	-0.0012	-0.1%	1.2868
Low	1.2731	1.2723	-0.0008	-0.1%	1.2731
Close	1.2745	1.2736	-0.0009	-0.1%	1.2745
Range	0.0035	0.0031	-0.0004	-11.4%	0.0137
ATR	0.0065	0.0062	-0.0002	-3.7%	0.0000
Volume	90,313	57,420	-32,893	-36.4%	481,940

Daily Pivots for day following 18-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2831	1.2814	1.2753
R3	1.2800	1.2783	1.2745
R2	1.2769	1.2769	1.2742
R1	1.2752	1.2752	1.2739	1.2745
PP	1.2738	1.2738	1.2738	1.2734
S1	1.2721	1.2721	1.2733	1.2714
S2	1.2707	1.2707	1.2730
S3	1.2676	1.2690	1.2727
S4	1.2645	1.2659	1.2719

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.3192	1.3106	1.2820
R3	1.3055	1.2969	1.2783
R2	1.2918	1.2918	1.2770
R1	1.2832	1.2832	1.2758	1.2807
PP	1.2781	1.2781	1.2781	1.2769
S1	1.2695	1.2695	1.2732	1.2670
S2	1.2644	1.2644	1.2720
S3	1.2507	1.2558	1.2707
S4	1.2370	1.2421	1.2670

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2830	1.2723	0.0107	0.8%	0.0055	0.4%	12%	False	True	96,906
10	1.2900	1.2679	0.0221	1.7%	0.0065	0.5%	26%	False	False	56,914
20	1.2900	1.2593	0.0307	2.4%	0.0060	0.5%	47%	False	False	29,394
40	1.2900	1.2537	0.0363	2.9%	0.0061	0.5%	55%	False	False	14,791
60	1.2900	1.2537	0.0363	2.9%	0.0062	0.5%	55%	False	False	9,948
80	1.2900	1.2508	0.0392	3.1%	0.0062	0.5%	58%	False	False	7,594
100	1.2900	1.2127	0.0773	6.1%	0.0056	0.4%	79%	False	False	6,076
120	1.2900	1.2099	0.0801	6.3%	0.0049	0.4%	80%	False	False	5,064

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.2886
2.618	1.2835
1.618	1.2804
1.000	1.2785
0.618	1.2773
HIGH	1.2754
0.618	1.2742
0.500	1.2739
0.382	1.2735
LOW	1.2723
0.618	1.2704
1.000	1.2692
1.618	1.2673
2.618	1.2642
4.250	1.2591

Fisher Pivots for day following 18-Mar-2024
Pivot	1 day	3 day
R1	1.2739	1.2777
PP	1.2738	1.2763
S1	1.2737	1.2750

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

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