CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 10-Jan-2023

Day Change Summary
	Previous	Current
	09-Jan-2023	10-Jan-2023	Change	Change %	Previous Week
Open	1.2143	1.2216	0.0073	0.6%	1.2022
High	1.2246	1.2216	-0.0030	-0.2%	1.2143
Low	1.2143	1.2180	0.0037	0.3%	1.1887
Close	1.2246	1.2206	-0.0040	-0.3%	1.2142
Range	0.0103	0.0036	-0.0067	-65.0%	0.0256
ATR	0.0112	0.0108	-0.0003	-2.9%	0.0000
Volume	43	32	-11	-25.6%	724

Daily Pivots for day following 10-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2309	1.2293	1.2226
R3	1.2273	1.2257	1.2216
R2	1.2237	1.2237	1.2213
R1	1.2221	1.2221	1.2209	1.2211
PP	1.2201	1.2201	1.2201	1.2196
S1	1.2185	1.2185	1.2203	1.2175
S2	1.2165	1.2165	1.2199
S3	1.2129	1.2149	1.2196
S4	1.2093	1.2113	1.2186

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2825	1.2740	1.2283
R3	1.2569	1.2484	1.2212
R2	1.2313	1.2313	1.2189
R1	1.2228	1.2228	1.2165	1.2271
PP	1.2057	1.2057	1.2057	1.2079
S1	1.1972	1.1972	1.2119	1.2015
S2	1.1801	1.1801	1.2095
S3	1.1545	1.1716	1.2072
S4	1.1289	1.1460	1.2001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2246	1.1887	0.0359	2.9%	0.0136	1.1%	89%	False	False	158
10	1.2246	1.1887	0.0359	2.9%	0.0102	0.8%	89%	False	False	82
20	1.2488	1.1887	0.0601	4.9%	0.0099	0.8%	53%	False	False	141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2369
2.618	1.2310
1.618	1.2274
1.000	1.2252
0.618	1.2238
HIGH	1.2216
0.618	1.2202
0.500	1.2198
0.382	1.2194
LOW	1.2180
0.618	1.2158
1.000	1.2144
1.618	1.2122
2.618	1.2086
4.250	1.2027

Fisher Pivots for day following 10-Jan-2023
Pivot	1 day	3 day
R1	1.2203	1.2160
PP	1.2201	1.2113
S1	1.2198	1.2067

Download as Excel Spreadsheet

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

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