CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	1.1505	1.1464	-0.0041	-0.4%	1.1725
High	1.1516	1.1468	-0.0048	-0.4%	1.1725
Low	1.1406	1.1421	0.0015	0.1%	1.1406
Close	1.1459	1.1466	0.0007	0.1%	1.1459
Range	0.0110	0.0047	-0.0063	-57.3%	0.0319
ATR	0.0090	0.0087	-0.0003	-3.4%	0.0000
Volume	299	149	-150	-50.2%	501

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1593	1.1576	1.1492
R3	1.1546	1.1529	1.1479
R2	1.1499	1.1499	1.1475
R1	1.1482	1.1482	1.1470	1.1491
PP	1.1452	1.1452	1.1452	1.1456
S1	1.1435	1.1435	1.1462	1.1444
S2	1.1405	1.1405	1.1457
S3	1.1358	1.1388	1.1453
S4	1.1311	1.1341	1.1440

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	1.1617	1.1406	0.0211	1.8%	0.0055	0.5%	28%	False	False	123
10	1.1725	1.1406	0.0319	2.8%	0.0057	0.5%	19%	False	False	84
20	1.1930	1.1406	0.0524	4.6%	0.0054	0.5%	11%	False	False	43

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1668
2.618	1.1591
1.618	1.1544
1.000	1.1515
0.618	1.1497
HIGH	1.1468
0.618	1.1450
0.500	1.1445
0.382	1.1439
LOW	1.1421
0.618	1.1392
1.000	1.1374
1.618	1.1345
2.618	1.1298
4.250	1.1221

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	1.1459	1.1483
PP	1.1452	1.1477
S1	1.1445	1.1472

Download as Excel Spreadsheet

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

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