CME British Pound Future June 2023

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

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	1.2222	1.2260	0.0038	0.3%	1.2320
High	1.2229	1.2260	0.0031	0.3%	1.2488
Low	1.2110	1.2164	0.0054	0.4%	1.2178
Close	1.2190	1.2218	0.0028	0.2%	1.2217
Range	0.0119	0.0096	-0.0023	-19.3%	0.0310
ATR	0.0109	0.0108	-0.0001	-0.8%	0.0000
Volume	881	98	-783	-88.9%	898

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2502	1.2456	1.2271
R3	1.2406	1.2360	1.2244
R2	1.2310	1.2310	1.2236
R1	1.2264	1.2264	1.2227	1.2239
PP	1.2214	1.2214	1.2214	1.2202
S1	1.2168	1.2168	1.2209	1.2143
S2	1.2118	1.2118	1.2200
S3	1.2022	1.2072	1.2192
S4	1.1926	1.1976	1.2165

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3224	1.3031	1.2388
R3	1.2914	1.2721	1.2302
R2	1.2604	1.2604	1.2274
R1	1.2411	1.2411	1.2245	1.2353
PP	1.2294	1.2294	1.2294	1.2265
S1	1.2101	1.2101	1.2189	1.2043
S2	1.1984	1.1984	1.2160
S3	1.1674	1.1791	1.2132
S4	1.1364	1.1481	1.2047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2488	1.2110	0.0378	3.1%	0.0125	1.0%	29%	False	False	332
10	1.2488	1.2110	0.0378	3.1%	0.0085	0.7%	29%	False	False	258
20	1.2488	1.1940	0.0548	4.5%	0.0076	0.6%	51%	False	False	150

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2668
2.618	1.2511
1.618	1.2415
1.000	1.2356
0.618	1.2319
HIGH	1.2260
0.618	1.2223
0.500	1.2212
0.382	1.2201
LOW	1.2164
0.618	1.2105
1.000	1.2068
1.618	1.2009
2.618	1.1913
4.250	1.1756

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	1.2216	1.2209
PP	1.2214	1.2200
S1	1.2212	1.2191

Download as Excel Spreadsheet

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

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