CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	1.2425	1.2398	-0.0027	-0.2%	1.2460
High	1.2425	1.2398	-0.0027	-0.2%	1.2465
Low	1.2381	1.2322	-0.0059	-0.5%	1.2305
Close	1.2381	1.2356	-0.0025	-0.2%	1.2428
Range	0.0044	0.0076	0.0032	72.7%	0.0160
ATR	0.0092	0.0090	-0.0001	-1.2%	0.0000
Volume	16	153	137	856.3%	348

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2587	1.2547	1.2398
R3	1.2511	1.2471	1.2377
R2	1.2435	1.2435	1.2370
R1	1.2395	1.2395	1.2363	1.2377
PP	1.2359	1.2359	1.2359	1.2350
S1	1.2319	1.2319	1.2349	1.2301
S2	1.2283	1.2283	1.2342
S3	1.2207	1.2243	1.2335
S4	1.2131	1.2167	1.2314

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	1.2322	0.0143	1.2%	0.0068	0.6%	24%	False	True	53
10	1.2465	1.2305	0.0160	1.3%	0.0078	0.6%	32%	False	False	61
20	1.2465	1.1887	0.0578	4.7%	0.0095	0.8%	81%	False	False	114
40	1.2488	1.1887	0.0601	4.9%	0.0083	0.7%	78%	False	False	127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2721
2.618	1.2597
1.618	1.2521
1.000	1.2474
0.618	1.2445
HIGH	1.2398
0.618	1.2369
0.500	1.2360
0.382	1.2351
LOW	1.2322
0.618	1.2275
1.000	1.2246
1.618	1.2199
2.618	1.2123
4.250	1.1999

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	1.2360	1.2388
PP	1.2359	1.2377
S1	1.2357	1.2367

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols