CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 20-Jan-2023

Day Change Summary
	Previous	Current
	19-Jan-2023	20-Jan-2023	Change	Change %	Previous Week
Open	1.2375	1.2428	0.0053	0.4%	1.2318
High	1.2429	1.2440	0.0011	0.1%	1.2460
Low	1.2361	1.2373	0.0012	0.1%	1.2302
Close	1.2429	1.2432	0.0003	0.0%	1.2432
Range	0.0068	0.0067	-0.0001	-1.5%	0.0158
ATR	0.0101	0.0098	-0.0002	-2.4%	0.0000
Volume	26	26	0	0.0%	172

Daily Pivots for day following 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2616	1.2591	1.2469
R3	1.2549	1.2524	1.2450
R2	1.2482	1.2482	1.2444
R1	1.2457	1.2457	1.2438	1.2470
PP	1.2415	1.2415	1.2415	1.2421
S1	1.2390	1.2390	1.2426	1.2403
S2	1.2348	1.2348	1.2420
S3	1.2281	1.2323	1.2414
S4	1.2214	1.2256	1.2395

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2872	1.2810	1.2519
R3	1.2714	1.2652	1.2475
R2	1.2556	1.2556	1.2461
R1	1.2494	1.2494	1.2446	1.2525
PP	1.2398	1.2398	1.2398	1.2414
S1	1.2336	1.2336	1.2418	1.2367
S2	1.2240	1.2240	1.2403
S3	1.2082	1.2178	1.2389
S4	1.1924	1.2020	1.2345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2460	1.2196	0.0264	2.1%	0.0065	0.5%	89%	False	False	126
10	1.2460	1.1887	0.0573	4.6%	0.0088	0.7%	95%	False	False	130
20	1.2460	1.1887	0.0573	4.6%	0.0087	0.7%	95%	False	False	95
40	1.2488	1.1887	0.0601	4.8%	0.0082	0.7%	91%	False	False	123

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2725
2.618	1.2615
1.618	1.2548
1.000	1.2507
0.618	1.2481
HIGH	1.2440
0.618	1.2414
0.500	1.2407
0.382	1.2399
LOW	1.2373
0.618	1.2332
1.000	1.2306
1.618	1.2265
2.618	1.2198
4.250	1.2088

Fisher Pivots for day following 20-Jan-2023
Pivot	1 day	3 day
R1	1.2424	1.2425
PP	1.2415	1.2418
S1	1.2407	1.2411

Download as Excel Spreadsheet

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

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