CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	1.1628	1.1725	0.0097	0.8%	1.1493
High	1.1682	1.1725	0.0043	0.4%	1.1682
Low	1.1628	1.1719	0.0091	0.8%	1.1455
Close	1.1628	1.1719	0.0091	0.8%	1.1628
Range	0.0054	0.0006	-0.0048	-88.9%	0.0227
ATR	0.0084	0.0085	0.0001	1.1%	0.0000
Volume	0	31	31		190

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1739	1.1735	1.1722
R3	1.1733	1.1729	1.1721
R2	1.1727	1.1727	1.1720
R1	1.1723	1.1723	1.1720	1.1722
PP	1.1721	1.1721	1.1721	1.1721
S1	1.1717	1.1717	1.1718	1.1716
S2	1.1715	1.1715	1.1718
S3	1.1709	1.1711	1.1717
S4	1.1703	1.1705	1.1716

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2269	1.2176	1.1753
R3	1.2042	1.1949	1.1690
R2	1.1815	1.1815	1.1670
R1	1.1722	1.1722	1.1649	1.1769
PP	1.1588	1.1588	1.1588	1.1612
S1	1.1495	1.1495	1.1607	1.1542
S2	1.1361	1.1361	1.1586
S3	1.1134	1.1268	1.1566
S4	1.0907	1.1041	1.1503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1725	1.1455	0.0270	2.3%	0.0059	0.5%	98%	True	False	44
10	1.1756	1.1455	0.0301	2.6%	0.0045	0.4%	88%	False	False	23
20	1.2151	1.1455	0.0696	5.9%	0.0044	0.4%	38%	False	False	13

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	0.0007
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.1751
2.618	1.1741
1.618	1.1735
1.000	1.1731
0.618	1.1729
HIGH	1.1725
0.618	1.1723
0.500	1.1722
0.382	1.1721
LOW	1.1719
0.618	1.1715
1.000	1.1713
1.618	1.1709
2.618	1.1703
4.250	1.1694

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	1.1722	1.1686
PP	1.1721	1.1652
S1	1.1720	1.1619

Download as Excel Spreadsheet

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

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