CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	1.1053	1.0970	-0.0083	-0.8%	1.1116
High	1.1175	1.1135	-0.0040	-0.4%	1.1500
Low	1.0980	1.0943	-0.0037	-0.3%	1.1076
Close	1.1041	1.1115	0.0074	0.7%	1.1094
Range	0.0195	0.0192	-0.0003	-1.5%	0.0424
ATR	0.0179	0.0180	0.0001	0.5%	0.0000
Volume	501	191	-310	-61.9%	3,305

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1640	1.1570	1.1221
R3	1.1448	1.1378	1.1168
R2	1.1256	1.1256	1.1150
R1	1.1186	1.1186	1.1133	1.1221
PP	1.1064	1.1064	1.1064	1.1082
S1	1.0994	1.0994	1.1097	1.1029
S2	1.0872	1.0872	1.1080
S3	1.0680	1.0802	1.1062
S4	1.0488	1.0610	1.1009

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	1.1400	1.0943	0.0457	4.1%	0.0171	1.5%	38%	False	True	250
10	1.1500	1.0775	0.0725	6.5%	0.0204	1.8%	47%	False	False	434
20	1.1560	1.0415	0.1145	10.3%	0.0202	1.8%	61%	False	False	435
40	1.2111	1.0415	0.1696	15.3%	0.0124	1.1%	41%	False	False	226

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	True
Bull Hook	False
Stretch	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1951
2.618	1.1638
1.618	1.1446
1.000	1.1327
0.618	1.1254
HIGH	1.1135
0.618	1.1062
0.500	1.1039
0.382	1.1016
LOW	1.0943
0.618	1.0824
1.000	1.0751
1.618	1.0632
2.618	1.0440
4.250	1.0127

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	1.1090	1.1096
PP	1.1064	1.1078
S1	1.1039	1.1059

Download as Excel Spreadsheet

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

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