CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	1.2364	1.2428	0.0064	0.5%	1.2318
High	1.2435	1.2465	0.0030	0.2%	1.2460
Low	1.2350	1.2400	0.0050	0.4%	1.2302
Close	1.2435	1.2444	0.0009	0.1%	1.2432
Range	0.0085	0.0065	-0.0020	-23.5%	0.0158
ATR	0.0099	0.0097	-0.0002	-2.5%	0.0000
Volume	44	48	4	9.1%	172

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2631	1.2603	1.2480
R3	1.2566	1.2538	1.2462
R2	1.2501	1.2501	1.2456
R1	1.2473	1.2473	1.2450	1.2487
PP	1.2436	1.2436	1.2436	1.2444
S1	1.2408	1.2408	1.2438	1.2422
S2	1.2371	1.2371	1.2432
S3	1.2306	1.2343	1.2426
S4	1.2241	1.2278	1.2408

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%	87%	True	False	73
10	1.2465	1.2172	0.0293	2.4%	0.0081	0.7%	93%	True	False	123
20	1.2465	1.1887	0.0578	4.6%	0.0094	0.8%	96%	True	False	106
40	1.2488	1.1887	0.0601	4.8%	0.0083	0.7%	93%	False	False	127

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2741
2.618	1.2635
1.618	1.2570
1.000	1.2530
0.618	1.2505
HIGH	1.2465
0.618	1.2440
0.500	1.2433
0.382	1.2425
LOW	1.2400
0.618	1.2360
1.000	1.2335
1.618	1.2295
2.618	1.2230
4.250	1.2124

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	1.2440	1.2424
PP	1.2436	1.2405
S1	1.2433	1.2385

Download as Excel Spreadsheet

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

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