CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	1.1340	1.1466	0.0126	1.1%	1.0883
High	1.1500	1.1495	-0.0005	0.0%	1.1236
Low	1.1333	1.1250	-0.0083	-0.7%	1.0415
Close	1.1500	1.1364	-0.0136	-1.2%	1.1176
Range	0.0167	0.0245	0.0078	46.7%	0.0821
ATR	0.0179	0.0184	0.0005	2.8%	0.0000
Volume	149	2,071	1,922	1,289.9%	2,393

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2105	1.1979	1.1499
R3	1.1860	1.1734	1.1431
R2	1.1615	1.1615	1.1409
R1	1.1489	1.1489	1.1386	1.1430
PP	1.1370	1.1370	1.1370	1.1340
S1	1.1244	1.1244	1.1342	1.1185
S2	1.1125	1.1125	1.1319
S3	1.0880	1.0999	1.1297
S4	1.0635	1.0754	1.1229

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	1.1500	1.0775	0.0725	6.4%	0.0236	2.1%	81%	False	False	618
10	1.1500	1.0415	0.1085	9.5%	0.0277	2.4%	87%	False	False	665
20	1.1725	1.0415	0.1310	11.5%	0.0167	1.5%	72%	False	False	378
40	1.2299	1.0415	0.1884	16.6%	0.0107	0.9%	50%	False	False	195

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	0.0038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2536
2.618	1.2136
1.618	1.1891
1.000	1.1740
0.618	1.1646
HIGH	1.1495
0.618	1.1401
0.500	1.1373
0.382	1.1344
LOW	1.1250
0.618	1.1099
1.000	1.1005
1.618	1.0854
2.618	1.0609
4.250	1.0209

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	1.1373	1.1342
PP	1.1370	1.1320
S1	1.1367	1.1299

Download as Excel Spreadsheet

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

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