CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 1.0673 1.0710 0.0037 0.3% 1.1464
High 1.0831 1.0906 0.0075 0.7% 1.1500
Low 1.0662 1.0555 -0.0107 -1.0% 1.0862
Close 1.0728 1.0898 0.0170 1.6% 1.0868
Range 0.0169 0.0351 0.0182 107.7% 0.0638
ATR 0.0146 0.0160 0.0015 10.1% 0.0000
Volume 249 901 652 261.8% 1,906
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1839 1.1720 1.1091
R3 1.1488 1.1369 1.0995
R2 1.1137 1.1137 1.0962
R1 1.1018 1.1018 1.0930 1.1078
PP 1.0786 1.0786 1.0786 1.0816
S1 1.0667 1.0667 1.0866 1.0727
S2 1.0435 1.0435 1.0834
S3 1.0084 1.0316 1.0801
S4 0.9733 0.9965 1.0705
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.2991 1.2567 1.1219
R3 1.2353 1.1929 1.1043
R2 1.1715 1.1715 1.0985
R1 1.1291 1.1291 1.0926 1.1184
PP 1.1077 1.1077 1.1077 1.1023
S1 1.0653 1.0653 1.0810 1.0546
S2 1.0439 1.0439 1.0751
S3 0.9801 1.0015 1.0693
S4 0.9163 0.9377 1.0517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1400 1.0415 0.0985 9.0% 0.0317 2.9% 49% False False 713
10 1.1560 1.0415 0.1145 10.5% 0.0200 1.8% 42% False False 436
20 1.1725 1.0415 0.1310 12.0% 0.0124 1.1% 37% False False 234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2398
2.618 1.1825
1.618 1.1474
1.000 1.1257
0.618 1.1123
HIGH 1.0906
0.618 1.0772
0.500 1.0731
0.382 1.0689
LOW 1.0555
0.618 1.0338
1.000 1.0204
1.618 0.9987
2.618 0.9636
4.250 0.9063
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 1.0842 1.0819
PP 1.0786 1.0740
S1 1.0731 1.0661

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

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