CME British Pound Future September 2023

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	1.2483	1.2469	-0.0014	-0.1%	1.2248
High	1.2483	1.2469	-0.0014	-0.1%	1.2384
Low	1.2436	1.2467	0.0031	0.2%	1.2217
Close	1.2436	1.2467	0.0031	0.2%	1.2344
Range	0.0047	0.0002	-0.0045	-95.7%	0.0167
ATR	0.0104	0.0099	-0.0005	-4.9%	0.0000
Volume	1	10	9	900.0%	223

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2474	1.2472	1.2468
R3	1.2472	1.2470	1.2468
R2	1.2470	1.2470	1.2467
R1	1.2468	1.2468	1.2467	1.2468
PP	1.2468	1.2468	1.2468	1.2468
S1	1.2466	1.2466	1.2467	1.2466
S2	1.2466	1.2466	1.2467
S3	1.2464	1.2464	1.2466
S4	1.2462	1.2462	1.2466

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2816	1.2747	1.2436
R3	1.2649	1.2580	1.2390
R2	1.2482	1.2482	1.2375
R1	1.2413	1.2413	1.2359	1.2448
PP	1.2315	1.2315	1.2315	1.2332
S1	1.2246	1.2246	1.2329	1.2281
S2	1.2148	1.2148	1.2313
S3	1.1981	1.2079	1.2298
S4	1.1814	1.1912	1.2252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2483	1.2293	0.0190	1.5%	0.0028	0.2%	92%	False	False	5
10	1.2483	1.2217	0.0266	2.1%	0.0033	0.3%	94%	False	False	24
20	1.2483	1.1880	0.0603	4.8%	0.0032	0.3%	97%	False	False	13

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2478
2.618	1.2474
1.618	1.2472
1.000	1.2471
0.618	1.2470
HIGH	1.2469
0.618	1.2468
0.500	1.2468
0.382	1.2468
LOW	1.2467
0.618	1.2466
1.000	1.2465
1.618	1.2464
2.618	1.2462
4.250	1.2459

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	1.2468	1.2447
PP	1.2468	1.2427
S1	1.2467	1.2407

Download as Excel Spreadsheet

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

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