CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	1.1193	1.1081	-0.0112	-1.0%	1.1116
High	1.1240	1.1110	-0.0130	-1.2%	1.1500
Low	1.1076	1.1055	-0.0021	-0.2%	1.1076
Close	1.1094	1.1074	-0.0020	-0.2%	1.1094
Range	0.0164	0.0055	-0.0109	-66.5%	0.0424
ATR	0.0187	0.0177	-0.0009	-5.0%	0.0000
Volume	91	31	-60	-65.9%	3,305

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1245	1.1214	1.1104
R3	1.1190	1.1159	1.1089
R2	1.1135	1.1135	1.1084
R1	1.1104	1.1104	1.1079	1.1092
PP	1.1080	1.1080	1.1080	1.1074
S1	1.1049	1.1049	1.1069	1.1037
S2	1.1025	1.1025	1.1064
S3	1.0970	1.0994	1.1059
S4	1.0915	1.0939	1.1044

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2495	1.2219	1.1327
R3	1.2071	1.1795	1.1211
R2	1.1647	1.1647	1.1172
R1	1.1371	1.1371	1.1133	1.1297
PP	1.1223	1.1223	1.1223	1.1187
S1	1.0947	1.0947	1.1055	1.0873
S2	1.0799	1.0799	1.1016
S3	1.0375	1.0523	1.0977
S4	0.9951	1.0099	1.0861

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1500	1.1055	0.0445	4.0%	0.0176	1.6%	4%	False	True	556
10	1.1500	1.0555	0.0945	8.5%	0.0217	2.0%	55%	False	False	480
20	1.1617	1.0415	0.1202	10.9%	0.0186	1.7%	55%	False	False	405
40	1.2151	1.0415	0.1736	15.7%	0.0115	1.0%	38%	False	False	209

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0039
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.1344
2.618	1.1254
1.618	1.1199
1.000	1.1165
0.618	1.1144
HIGH	1.1110
0.618	1.1089
0.500	1.1083
0.382	1.1076
LOW	1.1055
0.618	1.1021
1.000	1.1000
1.618	1.0966
2.618	1.0911
4.250	1.0821

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	1.1083	1.1228
PP	1.1080	1.1176
S1	1.1077	1.1125

Download as Excel Spreadsheet

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

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