CME British Pound Future September 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	1.2477	1.2427	-0.0050	-0.4%	1.2456
High	1.2485	1.2476	-0.0009	-0.1%	1.2485
Low	1.2468	1.2397	-0.0071	-0.6%	1.2395
Close	1.2468	1.2460	-0.0008	-0.1%	1.2460
Range	0.0017	0.0079	0.0062	364.7%	0.0090
ATR	0.0071	0.0071	0.0001	0.9%	0.0000
Volume	26	155	129	496.2%	949

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2681	1.2650	1.2503
R3	1.2602	1.2571	1.2482
R2	1.2523	1.2523	1.2474
R1	1.2492	1.2492	1.2467	1.2508
PP	1.2444	1.2444	1.2444	1.2452
S1	1.2413	1.2413	1.2453	1.2429
S2	1.2365	1.2365	1.2446
S3	1.2286	1.2334	1.2438
S4	1.2207	1.2255	1.2417

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2717	1.2678	1.2510
R3	1.2627	1.2588	1.2485
R2	1.2537	1.2537	1.2477
R1	1.2498	1.2498	1.2468	1.2518
PP	1.2447	1.2447	1.2447	1.2456
S1	1.2408	1.2408	1.2452	1.2428
S2	1.2357	1.2357	1.2444
S3	1.2267	1.2318	1.2435
S4	1.2177	1.2228	1.2411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2485	1.2395	0.0090	0.7%	0.0048	0.4%	72%	False	False	189
10	1.2576	1.2393	0.0183	1.5%	0.0057	0.5%	37%	False	False	474
20	1.2576	1.2256	0.0320	2.6%	0.0062	0.5%	64%	False	False	306
40	1.2576	1.1870	0.0706	5.7%	0.0065	0.5%	84%	False	False	245
60	1.2576	1.1870	0.0706	5.7%	0.0059	0.5%	84%	False	False	166
80	1.2576	1.1870	0.0706	5.7%	0.0054	0.4%	84%	False	False	124
100	1.2576	1.1870	0.0706	5.7%	0.0048	0.4%	84%	False	False	102

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2812
2.618	1.2683
1.618	1.2604
1.000	1.2555
0.618	1.2525
HIGH	1.2476
0.618	1.2446
0.500	1.2437
0.382	1.2427
LOW	1.2397
0.618	1.2348
1.000	1.2318
1.618	1.2269
2.618	1.2190
4.250	1.2061

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	1.2452	1.2454
PP	1.2444	1.2447
S1	1.2437	1.2441

Download as Excel Spreadsheet

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

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