CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	1.1560	1.1505	-0.0055	-0.5%	1.1725
High	1.1560	1.1516	-0.0044	-0.4%	1.1725
Low	1.1513	1.1406	-0.0107	-0.9%	1.1406
Close	1.1513	1.1459	-0.0054	-0.5%	1.1459
Range	0.0047	0.0110	0.0063	134.0%	0.0319
ATR	0.0088	0.0090	0.0002	1.8%	0.0000
Volume	83	299	216	260.2%	501

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1790	1.1735	1.1520
R3	1.1680	1.1625	1.1489
R2	1.1570	1.1570	1.1479
R1	1.1515	1.1515	1.1469	1.1488
PP	1.1460	1.1460	1.1460	1.1447
S1	1.1405	1.1405	1.1449	1.1378
S2	1.1350	1.1350	1.1439
S3	1.1240	1.1295	1.1429
S4	1.1130	1.1185	1.1399

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2487	1.2292	1.1634
R3	1.2168	1.1973	1.1547
R2	1.1849	1.1849	1.1517
R1	1.1654	1.1654	1.1488	1.1592
PP	1.1530	1.1530	1.1530	1.1499
S1	1.1335	1.1335	1.1430	1.1273
S2	1.1211	1.1211	1.1401
S3	1.0892	1.1016	1.1371
S4	1.0573	1.0697	1.1284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1725	1.1406	0.0319	2.8%	0.0047	0.4%	17%	False	True	100
10	1.1725	1.1406	0.0319	2.8%	0.0061	0.5%	17%	False	True	69
20	1.1930	1.1406	0.0524	4.6%	0.0053	0.5%	10%	False	True	36

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	0.0007
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1984
2.618	1.1804
1.618	1.1694
1.000	1.1626
0.618	1.1584
HIGH	1.1516
0.618	1.1474
0.500	1.1461
0.382	1.1448
LOW	1.1406
0.618	1.1338
1.000	1.1296
1.618	1.1228
2.618	1.1118
4.250	1.0939

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	1.1461	1.1512
PP	1.1460	1.1494
S1	1.1460	1.1477

Download as Excel Spreadsheet

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

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