CME British Pound Future September 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	1.2464	1.2448	-0.0016	-0.1%	1.2420
High	1.2464	1.2469	0.0005	0.0%	1.2469
Low	1.2464	1.2405	-0.0059	-0.5%	1.2392
Close	1.2464	1.2448	-0.0016	-0.1%	1.2448
Range	0.0000	0.0064	0.0064		0.0077
ATR	0.0068	0.0068	0.0000	-0.4%	0.0000
Volume

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2633	1.2604	1.2483
R3	1.2569	1.2540	1.2466
R2	1.2505	1.2505	1.2460
R1	1.2476	1.2476	1.2454	1.2480
PP	1.2441	1.2441	1.2441	1.2443
S1	1.2412	1.2412	1.2442	1.2416
S2	1.2377	1.2377	1.2436
S3	1.2313	1.2348	1.2430
S4	1.2249	1.2284	1.2413

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2667	1.2635	1.2490
R3	1.2590	1.2558	1.2469
R2	1.2513	1.2513	1.2462
R1	1.2481	1.2481	1.2455	1.2497
PP	1.2436	1.2436	1.2436	1.2445
S1	1.2404	1.2404	1.2441	1.2420
S2	1.2359	1.2359	1.2434
S3	1.2282	1.2327	1.2427
S4	1.2205	1.2250	1.2406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2469	1.2392	0.0077	0.6%	0.0013	0.1%	73%	True	False
10	1.2469	1.2217	0.0252	2.0%	0.0023	0.2%	92%	True	False
20	1.2469	1.1910	0.0559	4.5%	0.0041	0.3%	96%	True	False
40	1.2483	1.1910	0.0573	4.6%	0.0035	0.3%	94%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2741
2.618	1.2637
1.618	1.2573
1.000	1.2533
0.618	1.2509
HIGH	1.2469
0.618	1.2445
0.500	1.2437
0.382	1.2429
LOW	1.2405
0.618	1.2365
1.000	1.2341
1.618	1.2301
2.618	1.2237
4.250	1.2133

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	1.2444	1.2444
PP	1.2441	1.2441
S1	1.2437	1.2437

Download as Excel Spreadsheet

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

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