CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	1.0798	1.1165	0.0367	3.4%	1.0883
High	1.1100	1.1236	0.0136	1.2%	1.1236
Low	1.0775	1.1034	0.0259	2.4%	1.0415
Close	1.1058	1.1176	0.0118	1.1%	1.1176
Range	0.0325	0.0202	-0.0123	-37.8%	0.0821
ATR	0.0172	0.0174	0.0002	1.2%	0.0000
Volume	202	114	-88	-43.6%	2,393

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1755	1.1667	1.1287
R3	1.1553	1.1465	1.1232
R2	1.1351	1.1351	1.1213
R1	1.1263	1.1263	1.1195	1.1307
PP	1.1149	1.1149	1.1149	1.1171
S1	1.1061	1.1061	1.1157	1.1105
S2	1.0947	1.0947	1.1139
S3	1.0745	1.0859	1.1120
S4	1.0543	1.0657	1.1065

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3405	1.3112	1.1628
R3	1.2584	1.2291	1.1402
R2	1.1763	1.1763	1.1327
R1	1.1470	1.1470	1.1251	1.1617
PP	1.0942	1.0942	1.0942	1.1016
S1	1.0649	1.0649	1.1101	1.0796
S2	1.0121	1.0121	1.1025
S3	0.9300	0.9828	1.0950
S4	0.8479	0.9007	1.0724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1236	1.0415	0.0821	7.3%	0.0304	2.7%	93%	True	False	478
10	1.1500	1.0415	0.1085	9.7%	0.0237	2.1%	70%	False	False	429
20	1.1725	1.0415	0.1310	11.7%	0.0149	1.3%	58%	False	False	249
40	1.2299	1.0415	0.1884	16.9%	0.0093	0.8%	40%	False	False	126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2095
2.618	1.1765
1.618	1.1563
1.000	1.1438
0.618	1.1361
HIGH	1.1236
0.618	1.1159
0.500	1.1135
0.382	1.1111
LOW	1.1034
0.618	1.0909
1.000	1.0832
1.618	1.0707
2.618	1.0505
4.250	1.0176

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	1.1162	1.1083
PP	1.1149	1.0989
S1	1.1135	1.0896

Download as Excel Spreadsheet

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

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