CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	1.1331	1.1234	-0.0097	-0.9%	1.1081
High	1.1331	1.1363	0.0032	0.3%	1.1401
Low	1.1225	1.1218	-0.0007	-0.1%	1.0943
Close	1.1240	1.1256	0.0016	0.1%	1.1200
Range	0.0106	0.0145	0.0039	36.8%	0.0458
ATR	0.0184	0.0181	-0.0003	-1.5%	0.0000
Volume	68	285	217	319.1%	1,470

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1714	1.1630	1.1336
R3	1.1569	1.1485	1.1296
R2	1.1424	1.1424	1.1283
R1	1.1340	1.1340	1.1269	1.1382
PP	1.1279	1.1279	1.1279	1.1300
S1	1.1195	1.1195	1.1243	1.1237
S2	1.1134	1.1134	1.1229
S3	1.0989	1.1050	1.1216
S4	1.0844	1.0905	1.1176

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	1.1186	0.0264	2.3%	0.0142	1.3%	27%	False	False	300
10	1.1450	1.0943	0.0507	4.5%	0.0162	1.4%	62%	False	False	266
20	1.1500	1.0415	0.1085	9.6%	0.0225	2.0%	78%	False	False	473
40	1.1930	1.0415	0.1515	13.5%	0.0144	1.3%	56%	False	False	272

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1979
2.618	1.1743
1.618	1.1598
1.000	1.1508
0.618	1.1453
HIGH	1.1363
0.618	1.1308
0.500	1.1291
0.382	1.1273
LOW	1.1218
0.618	1.1128
1.000	1.1073
1.618	1.0983
2.618	1.0838
4.250	1.0602

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	1.1291	1.1313
PP	1.1279	1.1294
S1	1.1268	1.1275

Download as Excel Spreadsheet

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

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