CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	1.1325	1.1305	-0.0020	-0.2%	1.1081
High	1.1390	1.1450	0.0060	0.5%	1.1401
Low	1.1186	1.1305	0.0119	1.1%	1.0943
Close	1.1200	1.1398	0.0198	1.8%	1.1200
Range	0.0204	0.0145	-0.0059	-28.9%	0.0458
ATR	0.0190	0.0194	0.0004	2.3%	0.0000
Volume	396	317	-79	-19.9%	1,470

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1819	1.1754	1.1478
R3	1.1674	1.1609	1.1438
R2	1.1529	1.1529	1.1425
R1	1.1464	1.1464	1.1411	1.1497
PP	1.1384	1.1384	1.1384	1.1401
S1	1.1319	1.1319	1.1385	1.1352
S2	1.1239	1.1239	1.1371
S3	1.1094	1.1174	1.1358
S4	1.0949	1.1029	1.1318

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2555	1.2336	1.1452
R3	1.2097	1.1878	1.1326
R2	1.1639	1.1639	1.1284
R1	1.1420	1.1420	1.1242	1.1530
PP	1.1181	1.1181	1.1181	1.1236
S1	1.0962	1.0962	1.1158	1.1072
S2	1.0723	1.0723	1.1116
S3	1.0265	1.0504	1.1074
S4	0.9807	1.0046	1.0948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1450	1.0943	0.0507	4.4%	0.0209	1.8%	90%	True	False	351
10	1.1500	1.0943	0.0557	4.9%	0.0193	1.7%	82%	False	False	453
20	1.1500	1.0415	0.1085	9.5%	0.0224	2.0%	91%	False	False	462
40	1.1930	1.0415	0.1515	13.3%	0.0139	1.2%	65%	False	False	252

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2066
2.618	1.1830
1.618	1.1685
1.000	1.1595
0.618	1.1540
HIGH	1.1450
0.618	1.1395
0.500	1.1378
0.382	1.1360
LOW	1.1305
0.618	1.1215
1.000	1.1160
1.618	1.1070
2.618	1.0925
4.250	1.0689

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	1.1391	1.1356
PP	1.1384	1.1314
S1	1.1378	1.1272

Download as Excel Spreadsheet

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

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