CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 19-Oct-2022

Day Change Summary
	Previous	Current
	18-Oct-2022	19-Oct-2022	Change	Change %	Previous Week
Open	1.1405	1.1331	-0.0074	-0.6%	1.1081
High	1.1408	1.1331	-0.0077	-0.7%	1.1401
Low	1.1300	1.1225	-0.0075	-0.7%	1.0943
Close	1.1350	1.1240	-0.0110	-1.0%	1.1200
Range	0.0108	0.0106	-0.0002	-1.9%	0.0458
ATR	0.0188	0.0184	-0.0005	-2.4%	0.0000
Volume	437	68	-369	-84.4%	1,470

Daily Pivots for day following 19-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1583	1.1518	1.1298
R3	1.1477	1.1412	1.1269
R2	1.1371	1.1371	1.1259
R1	1.1306	1.1306	1.1250	1.1286
PP	1.1265	1.1265	1.1265	1.1255
S1	1.1200	1.1200	1.1230	1.1180
S2	1.1159	1.1159	1.1221
S3	1.1053	1.1094	1.1211
S4	1.0947	1.0988	1.1182

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	1.1093	0.0357	3.2%	0.0174	1.5%	41%	False	False	313
10	1.1450	1.0943	0.0507	4.5%	0.0173	1.5%	59%	False	False	282
20	1.1500	1.0415	0.1085	9.7%	0.0225	2.0%	76%	False	False	474
40	1.1930	1.0415	0.1515	13.5%	0.0141	1.3%	54%	False	False	265

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1782
2.618	1.1609
1.618	1.1503
1.000	1.1437
0.618	1.1397
HIGH	1.1331
0.618	1.1291
0.500	1.1278
0.382	1.1265
LOW	1.1225
0.618	1.1159
1.000	1.1119
1.618	1.1053
2.618	1.0947
4.250	1.0775

Fisher Pivots for day following 19-Oct-2022
Pivot	1 day	3 day
R1	1.1278	1.1338
PP	1.1265	1.1305
S1	1.1253	1.1273

Download as Excel Spreadsheet

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

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