CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	1.2435	1.2364	-0.0071	-0.6%	1.2318
High	1.2438	1.2435	-0.0003	0.0%	1.2460
Low	1.2305	1.2350	0.0045	0.4%	1.2302
Close	1.2373	1.2435	0.0062	0.5%	1.2432
Range	0.0133	0.0085	-0.0048	-36.1%	0.0158
ATR	0.0100	0.0099	-0.0001	-1.1%	0.0000
Volume	107	44	-63	-58.9%	172

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2662	1.2633	1.2482
R3	1.2577	1.2548	1.2458
R2	1.2492	1.2492	1.2451
R1	1.2463	1.2463	1.2443	1.2478
PP	1.2407	1.2407	1.2407	1.2414
S1	1.2378	1.2378	1.2427	1.2393
S2	1.2322	1.2322	1.2419
S3	1.2237	1.2293	1.2412
S4	1.2152	1.2208	1.2388

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%	0.0089	0.7%	81%	False	False	68
10	1.2465	1.2161	0.0304	2.4%	0.0079	0.6%	90%	False	False	125
20	1.2465	1.1887	0.0578	4.6%	0.0091	0.7%	95%	False	False	103
40	1.2488	1.1887	0.0601	4.8%	0.0082	0.7%	91%	False	False	126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2796
2.618	1.2658
1.618	1.2573
1.000	1.2520
0.618	1.2488
HIGH	1.2435
0.618	1.2403
0.500	1.2393
0.382	1.2382
LOW	1.2350
0.618	1.2297
1.000	1.2265
1.618	1.2212
2.618	1.2127
4.250	1.1989

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	1.2421	1.2418
PP	1.2407	1.2402
S1	1.2393	1.2385

Download as Excel Spreadsheet

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

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