CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	1.2193	1.2237	0.0044	0.4%	1.2143
High	1.2283	1.2289	0.0006	0.0%	1.2289
Low	1.2172	1.2196	0.0024	0.2%	1.2143
Close	1.2264	1.2269	0.0005	0.0%	1.2269
Range	0.0111	0.0093	-0.0018	-16.2%	0.0146
ATR	0.0105	0.0104	-0.0001	-0.8%	0.0000
Volume	263	460	197	74.9%	868

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2530	1.2493	1.2320
R3	1.2437	1.2400	1.2295
R2	1.2344	1.2344	1.2286
R1	1.2307	1.2307	1.2278	1.2326
PP	1.2251	1.2251	1.2251	1.2261
S1	1.2214	1.2214	1.2260	1.2233
S2	1.2158	1.2158	1.2252
S3	1.2065	1.2121	1.2243
S4	1.1972	1.2028	1.2218

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2672	1.2616	1.2349
R3	1.2526	1.2470	1.2309
R2	1.2380	1.2380	1.2296
R1	1.2324	1.2324	1.2282	1.2352
PP	1.2234	1.2234	1.2234	1.2248
S1	1.2178	1.2178	1.2256	1.2206
S2	1.2088	1.2088	1.2242
S3	1.1942	1.2032	1.2229
S4	1.1796	1.1886	1.2189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2289	1.2143	0.0146	1.2%	0.0078	0.6%	86%	True	False	173
10	1.2289	1.1887	0.0402	3.3%	0.0120	1.0%	95%	True	False	161
20	1.2460	1.1887	0.0573	4.7%	0.0103	0.8%	67%	False	False	143

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2684
2.618	1.2532
1.618	1.2439
1.000	1.2382
0.618	1.2346
HIGH	1.2289
0.618	1.2253
0.500	1.2243
0.382	1.2232
LOW	1.2196
0.618	1.2139
1.000	1.2103
1.618	1.2046
2.618	1.1953
4.250	1.1801

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	1.2260	1.2254
PP	1.2251	1.2240
S1	1.2243	1.2225

Download as Excel Spreadsheet

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

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