CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	1.1617	1.1560	-0.0057	-0.5%	1.1493
High	1.1617	1.1560	-0.0057	-0.5%	1.1682
Low	1.1588	1.1513	-0.0075	-0.6%	1.1455
Close	1.1589	1.1513	-0.0076	-0.7%	1.1628
Range	0.0029	0.0047	0.0018	62.1%	0.0227
ATR	0.0089	0.0088	-0.0001	-1.1%	0.0000
Volume	13	83	70	538.5%	190

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1670	1.1638	1.1539
R3	1.1623	1.1591	1.1526
R2	1.1576	1.1576	1.1522
R1	1.1544	1.1544	1.1517	1.1537
PP	1.1529	1.1529	1.1529	1.1525
S1	1.1497	1.1497	1.1509	1.1490
S2	1.1482	1.1482	1.1504
S3	1.1435	1.1450	1.1500
S4	1.1388	1.1403	1.1487

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	1.1513	0.0212	1.8%	0.0036	0.3%	0%	False	True	40
10	1.1725	1.1455	0.0270	2.3%	0.0052	0.5%	21%	False	False	40
20	1.1975	1.1455	0.0520	4.5%	0.0048	0.4%	11%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1760
2.618	1.1683
1.618	1.1636
1.000	1.1607
0.618	1.1589
HIGH	1.1560
0.618	1.1542
0.500	1.1537
0.382	1.1531
LOW	1.1513
0.618	1.1484
1.000	1.1466
1.618	1.1437
2.618	1.1390
4.250	1.1313

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	1.1537	1.1565
PP	1.1529	1.1548
S1	1.1521	1.1530

Download as Excel Spreadsheet

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

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