CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	1.2460	1.2435	-0.0025	-0.2%	1.2318
High	1.2465	1.2438	-0.0027	-0.2%	1.2460
Low	1.2374	1.2305	-0.0069	-0.6%	1.2302
Close	1.2401	1.2373	-0.0028	-0.2%	1.2432
Range	0.0091	0.0133	0.0042	46.2%	0.0158
ATR	0.0098	0.0100	0.0003	2.6%	0.0000
Volume	141	107	-34	-24.1%	172

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2771	1.2705	1.2446
R3	1.2638	1.2572	1.2410
R2	1.2505	1.2505	1.2397
R1	1.2439	1.2439	1.2385	1.2406
PP	1.2372	1.2372	1.2372	1.2355
S1	1.2306	1.2306	1.2361	1.2273
S2	1.2239	1.2239	1.2349
S3	1.2106	1.2173	1.2336
S4	1.1973	1.2040	1.2300

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	1.2305	0.0160	1.3%	0.0088	0.7%	43%	False	True	68
10	1.2465	1.2161	0.0304	2.5%	0.0074	0.6%	70%	False	False	124
20	1.2465	1.1887	0.0578	4.7%	0.0090	0.7%	84%	False	False	102
40	1.2488	1.1887	0.0601	4.9%	0.0082	0.7%	81%	False	False	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3003
2.618	1.2786
1.618	1.2653
1.000	1.2571
0.618	1.2520
HIGH	1.2438
0.618	1.2387
0.500	1.2372
0.382	1.2356
LOW	1.2305
0.618	1.2223
1.000	1.2172
1.618	1.2090
2.618	1.1957
4.250	1.1740

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	1.2373	1.2385
PP	1.2372	1.2381
S1	1.2372	1.2377

Download as Excel Spreadsheet

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

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