CME British Pound Future June 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	1.2398	1.2357	-0.0041	-0.3%	1.2460
High	1.2398	1.2433	0.0035	0.3%	1.2465
Low	1.2322	1.2346	0.0024	0.2%	1.2305
Close	1.2356	1.2404	0.0048	0.4%	1.2428
Range	0.0076	0.0087	0.0011	14.5%	0.0160
ATR	0.0090	0.0090	0.0000	-0.3%	0.0000
Volume	153	244	91	59.5%	348

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2655	1.2617	1.2452
R3	1.2568	1.2530	1.2428
R2	1.2481	1.2481	1.2420
R1	1.2443	1.2443	1.2412	1.2462
PP	1.2394	1.2394	1.2394	1.2404
S1	1.2356	1.2356	1.2396	1.2375
S2	1.2307	1.2307	1.2388
S3	1.2220	1.2269	1.2380
S4	1.2133	1.2182	1.2356

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%	0.0069	0.6%	57%	False	False	93
10	1.2465	1.2305	0.0160	1.3%	0.0079	0.6%	62%	False	False	81
20	1.2465	1.1887	0.0578	4.7%	0.0091	0.7%	89%	False	False	125
40	1.2488	1.1887	0.0601	4.8%	0.0081	0.7%	86%	False	False	132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2803
2.618	1.2661
1.618	1.2574
1.000	1.2520
0.618	1.2487
HIGH	1.2433
0.618	1.2400
0.500	1.2390
0.382	1.2379
LOW	1.2346
0.618	1.2292
1.000	1.2259
1.618	1.2205
2.618	1.2118
4.250	1.1976

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	1.2399	1.2395
PP	1.2394	1.2386
S1	1.2390	1.2378

Download as Excel Spreadsheet

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

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