CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	1.1081	1.1053	-0.0028	-0.3%	1.1116
High	1.1110	1.1175	0.0065	0.6%	1.1500
Low	1.1055	1.0980	-0.0075	-0.7%	1.1076
Close	1.1074	1.1041	-0.0033	-0.3%	1.1094
Range	0.0055	0.0195	0.0140	254.5%	0.0424
ATR	0.0177	0.0179	0.0001	0.7%	0.0000
Volume	31	501	470	1,516.1%	3,305

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1650	1.1541	1.1148
R3	1.1455	1.1346	1.1095
R2	1.1260	1.1260	1.1077
R1	1.1151	1.1151	1.1059	1.1108
PP	1.1065	1.1065	1.1065	1.1044
S1	1.0956	1.0956	1.1023	1.0913
S2	1.0870	1.0870	1.1005
S3	1.0675	1.0761	1.0987
S4	1.0480	1.0566	1.0934

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	1.1495	1.0980	0.0515	4.7%	0.0182	1.6%	12%	False	True	626
10	1.1500	1.0555	0.0945	8.6%	0.0220	2.0%	51%	False	False	505
20	1.1617	1.0415	0.1202	10.9%	0.0194	1.8%	52%	False	False	426
40	1.2151	1.0415	0.1736	15.7%	0.0119	1.1%	36%	False	False	221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0046
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2004
2.618	1.1686
1.618	1.1491
1.000	1.1370
0.618	1.1296
HIGH	1.1175
0.618	1.1101
0.500	1.1078
0.382	1.1054
LOW	1.0980
0.618	1.0859
1.000	1.0785
1.618	1.0664
2.618	1.0469
4.250	1.0151

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	1.1078	1.1110
PP	1.1065	1.1087
S1	1.1053	1.1064

Download as Excel Spreadsheet

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

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