CME British Pound Future March 2022

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	1.3644	1.3670	0.0026	0.2%	1.3825
High	1.3694	1.3753	0.0059	0.4%	1.3917
Low	1.3617	1.3619	0.0002	0.0%	1.3732
Close	1.3620	1.3737	0.0117	0.9%	1.3742
Range	0.0077	0.0134	0.0057	74.0%	0.0185
ATR	0.0077	0.0081	0.0004	5.4%	0.0000
Volume	15	109	94	626.7%	356

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4105	1.4055	1.3811
R3	1.3971	1.3921	1.3774
R2	1.3837	1.3837	1.3762
R1	1.3787	1.3787	1.3749	1.3812
PP	1.3703	1.3703	1.3703	1.3716
S1	1.3653	1.3653	1.3725	1.3678
S2	1.3569	1.3569	1.3712
S3	1.3435	1.3519	1.3700
S4	1.3301	1.3385	1.3663

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4352	1.4232	1.3844
R3	1.4167	1.4047	1.3793
R2	1.3982	1.3982	1.3776
R1	1.3862	1.3862	1.3759	1.3830
PP	1.3797	1.3797	1.3797	1.3781
S1	1.3677	1.3677	1.3725	1.3645
S2	1.3612	1.3612	1.3708
S3	1.3427	1.3492	1.3691
S4	1.3242	1.3307	1.3640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3817	1.3617	0.0200	1.5%	0.0087	0.6%	60%	False	False	40
10	1.3917	1.3617	0.0300	2.2%	0.0081	0.6%	40%	False	False	82
20	1.3917	1.3617	0.0300	2.2%	0.0075	0.5%	40%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.4323
2.618	1.4104
1.618	1.3970
1.000	1.3887
0.618	1.3836
HIGH	1.3753
0.618	1.3702
0.500	1.3686
0.382	1.3670
LOW	1.3619
0.618	1.3536
1.000	1.3485
1.618	1.3402
2.618	1.3268
4.250	1.3050

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	1.3720	1.3720
PP	1.3703	1.3702
S1	1.3686	1.3685

Download as Excel Spreadsheet

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

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