CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 21-Oct-2022

Day Change Summary
	Previous	Current
	20-Oct-2022	21-Oct-2022	Change	Change %	Previous Week
Open	1.1234	1.1246	0.0012	0.1%	1.1305
High	1.1363	1.1349	-0.0014	-0.1%	1.1450
Low	1.1218	1.1098	-0.0120	-1.1%	1.1098
Close	1.1256	1.1308	0.0052	0.5%	1.1308
Range	0.0145	0.0251	0.0106	73.1%	0.0352
ATR	0.0181	0.0186	0.0005	2.8%	0.0000
Volume	285	421	136	47.7%	1,528

Daily Pivots for day following 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2005	1.1907	1.1446
R3	1.1754	1.1656	1.1377
R2	1.1503	1.1503	1.1354
R1	1.1405	1.1405	1.1331	1.1454
PP	1.1252	1.1252	1.1252	1.1276
S1	1.1154	1.1154	1.1285	1.1203
S2	1.1001	1.1001	1.1262
S3	1.0750	1.0903	1.1239
S4	1.0499	1.0652	1.1170

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2341	1.2177	1.1502
R3	1.1989	1.1825	1.1405
R2	1.1637	1.1637	1.1373
R1	1.1473	1.1473	1.1340	1.1555
PP	1.1285	1.1285	1.1285	1.1327
S1	1.1121	1.1121	1.1276	1.1203
S2	1.0933	1.0933	1.1243
S3	1.0581	1.0769	1.1211
S4	1.0229	1.0417	1.1114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1450	1.1098	0.0352	3.1%	0.0151	1.3%	60%	False	True	305
10	1.1450	1.0943	0.0507	4.5%	0.0171	1.5%	72%	False	False	299
20	1.1500	1.0415	0.1085	9.6%	0.0215	1.9%	82%	False	False	434
40	1.1930	1.0415	0.1515	13.4%	0.0150	1.3%	59%	False	False	282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2416
2.618	1.2006
1.618	1.1755
1.000	1.1600
0.618	1.1504
HIGH	1.1349
0.618	1.1253
0.500	1.1224
0.382	1.1194
LOW	1.1098
0.618	1.0943
1.000	1.0847
1.618	1.0692
2.618	1.0441
4.250	1.0031

Fisher Pivots for day following 21-Oct-2022
Pivot	1 day	3 day
R1	1.1280	1.1282
PP	1.1252	1.1256
S1	1.1224	1.1231

Download as Excel Spreadsheet

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

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