CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	1.2428	1.2460	0.0032	0.3%	1.2318
High	1.2440	1.2465	0.0025	0.2%	1.2460
Low	1.2373	1.2374	0.0001	0.0%	1.2302
Close	1.2432	1.2401	-0.0031	-0.2%	1.2432
Range	0.0067	0.0091	0.0024	35.8%	0.0158
ATR	0.0098	0.0098	-0.0001	-0.5%	0.0000
Volume	26	141	115	442.3%	172

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2686	1.2635	1.2451
R3	1.2595	1.2544	1.2426
R2	1.2504	1.2504	1.2418
R1	1.2453	1.2453	1.2409	1.2433
PP	1.2413	1.2413	1.2413	1.2404
S1	1.2362	1.2362	1.2393	1.2342
S2	1.2322	1.2322	1.2384
S3	1.2231	1.2271	1.2376
S4	1.2140	1.2180	1.2351

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	1.2465	1.2302	0.0163	1.3%	0.0065	0.5%	61%	True	False	62
10	1.2465	1.2143	0.0322	2.6%	0.0071	0.6%	80%	True	False	118
20	1.2465	1.1887	0.0578	4.7%	0.0088	0.7%	89%	True	False	99
40	1.2488	1.1887	0.0601	4.8%	0.0084	0.7%	86%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2852
2.618	1.2703
1.618	1.2612
1.000	1.2556
0.618	1.2521
HIGH	1.2465
0.618	1.2430
0.500	1.2420
0.382	1.2409
LOW	1.2374
0.618	1.2318
1.000	1.2283
1.618	1.2227
2.618	1.2136
4.250	1.1987

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	1.2420	1.2413
PP	1.2413	1.2409
S1	1.2407	1.2405

Download as Excel Spreadsheet

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

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