CME British Pound Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	1.2702	1.2694	-0.0008	-0.1%	1.2720
High	1.2727	1.2742	0.0015	0.1%	1.2764
Low	1.2662	1.2686	0.0024	0.2%	1.2594
Close	1.2694	1.2698	0.0004	0.0%	1.2699
Range	0.0065	0.0056	-0.0009	-13.8%	0.0170
ATR	0.0095	0.0093	-0.0003	-3.0%	0.0000
Volume	81,205	114,010	32,805	40.4%	495,153

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2877	1.2843	1.2729
R3	1.2821	1.2787	1.2713
R2	1.2765	1.2765	1.2708
R1	1.2731	1.2731	1.2703	1.2748
PP	1.2709	1.2709	1.2709	1.2717
S1	1.2675	1.2675	1.2693	1.2692
S2	1.2653	1.2653	1.2688
S3	1.2597	1.2619	1.2683
S4	1.2541	1.2563	1.2667

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3196	1.3117	1.2793
R3	1.3026	1.2947	1.2746
R2	1.2856	1.2856	1.2730
R1	1.2777	1.2777	1.2715	1.2732
PP	1.2686	1.2686	1.2686	1.2663
S1	1.2607	1.2607	1.2683	1.2562
S2	1.2516	1.2516	1.2668
S3	1.2346	1.2437	1.2652
S4	1.2176	1.2267	1.2606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2757	1.2594	0.0163	1.3%	0.0095	0.7%	64%	False	False	107,244
10	1.2874	1.2594	0.0280	2.2%	0.0091	0.7%	37%	False	False	100,900
20	1.2874	1.2414	0.0460	3.6%	0.0097	0.8%	62%	False	False	87,264
40	1.2874	1.2333	0.0541	4.3%	0.0091	0.7%	67%	False	False	44,325
60	1.2874	1.2333	0.0541	4.3%	0.0083	0.7%	67%	False	False	29,655
80	1.2874	1.2063	0.0811	6.4%	0.0080	0.6%	78%	False	False	22,278
100	1.2874	1.1870	0.1004	7.9%	0.0076	0.6%	82%	False	False	17,845
120	1.2874	1.1870	0.1004	7.9%	0.0068	0.5%	82%	False	False	14,871

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2980
2.618	1.2889
1.618	1.2833
1.000	1.2798
0.618	1.2777
HIGH	1.2742
0.618	1.2721
0.500	1.2714
0.382	1.2707
LOW	1.2686
0.618	1.2651
1.000	1.2630
1.618	1.2595
2.618	1.2539
4.250	1.2448

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	1.2714	1.2690
PP	1.2709	1.2681
S1	1.2703	1.2673

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

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