CME British Pound Future March 2023

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	1.1246	1.1343	0.0097	0.9%	1.1305
High	1.1349	1.1377	0.0028	0.2%	1.1450
Low	1.1098	1.1305	0.0207	1.9%	1.1098
Close	1.1308	1.1321	0.0013	0.1%	1.1308
Range	0.0251	0.0072	-0.0179	-71.3%	0.0352
ATR	0.0186	0.0178	-0.0008	-4.4%	0.0000
Volume	421	92	-329	-78.1%	1,528

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1550	1.1508	1.1361
R3	1.1478	1.1436	1.1341
R2	1.1406	1.1406	1.1334
R1	1.1364	1.1364	1.1328	1.1349
PP	1.1334	1.1334	1.1334	1.1327
S1	1.1292	1.1292	1.1314	1.1277
S2	1.1262	1.1262	1.1308
S3	1.1190	1.1220	1.1301
S4	1.1118	1.1148	1.1281

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	1.1408	1.1098	0.0310	2.7%	0.0136	1.2%	72%	False	False	260
10	1.1450	1.0943	0.0507	4.5%	0.0173	1.5%	75%	False	False	305
20	1.1500	1.0555	0.0945	8.3%	0.0195	1.7%	81%	False	False	393
40	1.1756	1.0415	0.1341	11.8%	0.0148	1.3%	68%	False	False	285

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1683
2.618	1.1565
1.618	1.1493
1.000	1.1449
0.618	1.1421
HIGH	1.1377
0.618	1.1349
0.500	1.1341
0.382	1.1333
LOW	1.1305
0.618	1.1261
1.000	1.1233
1.618	1.1189
2.618	1.1117
4.250	1.0999

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	1.1341	1.1293
PP	1.1334	1.1265
S1	1.1328	1.1238

Download as Excel Spreadsheet

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

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