CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	1.2443	1.2425	-0.0018	-0.1%	1.2460
High	1.2453	1.2425	-0.0028	-0.2%	1.2465
Low	1.2381	1.2381	0.0000	0.0%	1.2305
Close	1.2428	1.2381	-0.0047	-0.4%	1.2428
Range	0.0072	0.0044	-0.0028	-38.9%	0.0160
ATR	0.0095	0.0092	-0.0003	-3.6%	0.0000
Volume	8	16	8	100.0%	348

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2528	1.2498	1.2405
R3	1.2484	1.2454	1.2393
R2	1.2440	1.2440	1.2389
R1	1.2410	1.2410	1.2385	1.2403
PP	1.2396	1.2396	1.2396	1.2392
S1	1.2366	1.2366	1.2377	1.2359
S2	1.2352	1.2352	1.2373
S3	1.2308	1.2322	1.2369
S4	1.2264	1.2278	1.2357

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2879	1.2814	1.2516
R3	1.2719	1.2654	1.2472
R2	1.2559	1.2559	1.2457
R1	1.2494	1.2494	1.2443	1.2447
PP	1.2399	1.2399	1.2399	1.2376
S1	1.2334	1.2334	1.2413	1.2287
S2	1.2239	1.2239	1.2399
S3	1.2079	1.2174	1.2384
S4	1.1919	1.2014	1.2340

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%	0.0080	0.6%	48%	False	False	44
10	1.2465	1.2302	0.0163	1.3%	0.0072	0.6%	48%	False	False	53
20	1.2465	1.1887	0.0578	4.7%	0.0096	0.8%	85%	False	False	107
40	1.2488	1.1887	0.0601	4.9%	0.0082	0.7%	82%	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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2612
2.618	1.2540
1.618	1.2496
1.000	1.2469
0.618	1.2452
HIGH	1.2425
0.618	1.2408
0.500	1.2403
0.382	1.2398
LOW	1.2381
0.618	1.2354
1.000	1.2337
1.618	1.2310
2.618	1.2266
4.250	1.2194

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	1.2403	1.2423
PP	1.2396	1.2409
S1	1.2388	1.2395

Download as Excel Spreadsheet

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

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