CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	1.2400	1.2375	-0.0025	-0.2%	1.2143
High	1.2460	1.2429	-0.0031	-0.2%	1.2289
Low	1.2378	1.2361	-0.0017	-0.1%	1.2143
Close	1.2378	1.2429	0.0051	0.4%	1.2269
Range	0.0082	0.0068	-0.0014	-17.1%	0.0146
ATR	0.0103	0.0101	-0.0003	-2.4%	0.0000
Volume	44	26	-18	-40.9%	868

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2610	1.2588	1.2466
R3	1.2542	1.2520	1.2448
R2	1.2474	1.2474	1.2441
R1	1.2452	1.2452	1.2435	1.2463
PP	1.2406	1.2406	1.2406	1.2412
S1	1.2384	1.2384	1.2423	1.2395
S2	1.2338	1.2338	1.2417
S3	1.2270	1.2316	1.2410
S4	1.2202	1.2248	1.2392

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	1.2460	1.2172	0.0288	2.3%	0.0074	0.6%	89%	False	False	173
10	1.2460	1.1887	0.0573	4.6%	0.0101	0.8%	95%	False	False	172
20	1.2460	1.1887	0.0573	4.6%	0.0089	0.7%	95%	False	False	99
40	1.2488	1.1859	0.0629	5.1%	0.0080	0.6%	91%	False	False	122

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	True
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2718
2.618	1.2607
1.618	1.2539
1.000	1.2497
0.618	1.2471
HIGH	1.2429
0.618	1.2403
0.500	1.2395
0.382	1.2387
LOW	1.2361
0.618	1.2319
1.000	1.2293
1.618	1.2251
2.618	1.2183
4.250	1.2072

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	1.2418	1.2413
PP	1.2406	1.2397
S1	1.2395	1.2381

Download as Excel Spreadsheet

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

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