CME British Pound Future September 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	1.2411	1.2383	-0.0028	-0.2%	1.2470
High	1.2445	1.2410	-0.0035	-0.3%	1.2548
Low	1.2379	1.2370	-0.0009	-0.1%	1.2379
Close	1.2382	1.2377	-0.0005	0.0%	1.2382
Range	0.0066	0.0040	-0.0026	-39.4%	0.0169
ATR	0.0093	0.0089	-0.0004	-4.1%	0.0000
Volume	22,272	981	-21,291	-95.6%	621,871

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2506	1.2481	1.2399
R3	1.2466	1.2441	1.2388
R2	1.2426	1.2426	1.2384
R1	1.2401	1.2401	1.2381	1.2394
PP	1.2386	1.2386	1.2386	1.2382
S1	1.2361	1.2361	1.2373	1.2354
S2	1.2346	1.2346	1.2370
S3	1.2306	1.2321	1.2366
S4	1.2266	1.2281	1.2355

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2943	1.2832	1.2475
R3	1.2774	1.2663	1.2428
R2	1.2605	1.2605	1.2413
R1	1.2494	1.2494	1.2397	1.2465
PP	1.2436	1.2436	1.2436	1.2422
S1	1.2325	1.2325	1.2367	1.2296
S2	1.2267	1.2267	1.2351
S3	1.2098	1.2156	1.2336
S4	1.1929	1.1987	1.2289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2531	1.2370	0.0161	1.3%	0.0073	0.6%	4%	False	True	100,678
10	1.2643	1.2370	0.0273	2.2%	0.0079	0.6%	3%	False	True	101,900
20	1.2804	1.2370	0.0434	3.5%	0.0091	0.7%	2%	False	True	98,893
40	1.2999	1.2370	0.0629	5.1%	0.0096	0.8%	1%	False	True	92,852
60	1.3146	1.2370	0.0776	6.3%	0.0096	0.8%	1%	False	True	96,346
80	1.3146	1.2333	0.0813	6.6%	0.0098	0.8%	5%	False	False	84,668
100	1.3146	1.2333	0.0813	6.6%	0.0094	0.8%	5%	False	False	67,786
120	1.3146	1.2316	0.0830	6.7%	0.0089	0.7%	7%	False	False	56,538

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 90 trading days

Fibonacci Retracements and Extensions
4.250	1.2580
2.618	1.2515
1.618	1.2475
1.000	1.2450
0.618	1.2435
HIGH	1.2410
0.618	1.2395
0.500	1.2390
0.382	1.2385
LOW	1.2370
0.618	1.2345
1.000	1.2330
1.618	1.2305
2.618	1.2265
4.250	1.2200

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	1.2390	1.2438
PP	1.2386	1.2418
S1	1.2381	1.2397

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

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