CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 1.0798 1.1165 0.0367 3.4% 1.0883
High 1.1100 1.1236 0.0136 1.2% 1.1236
Low 1.0775 1.1034 0.0259 2.4% 1.0415
Close 1.1058 1.1176 0.0118 1.1% 1.1176
Range 0.0325 0.0202 -0.0123 -37.8% 0.0821
ATR 0.0172 0.0174 0.0002 1.2% 0.0000
Volume 202 114 -88 -43.6% 2,393
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1755 1.1667 1.1287
R3 1.1553 1.1465 1.1232
R2 1.1351 1.1351 1.1213
R1 1.1263 1.1263 1.1195 1.1307
PP 1.1149 1.1149 1.1149 1.1171
S1 1.1061 1.1061 1.1157 1.1105
S2 1.0947 1.0947 1.1139
S3 1.0745 1.0859 1.1120
S4 1.0543 1.0657 1.1065
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.3405 1.3112 1.1628
R3 1.2584 1.2291 1.1402
R2 1.1763 1.1763 1.1327
R1 1.1470 1.1470 1.1251 1.1617
PP 1.0942 1.0942 1.0942 1.1016
S1 1.0649 1.0649 1.1101 1.0796
S2 1.0121 1.0121 1.1025
S3 0.9300 0.9828 1.0950
S4 0.8479 0.9007 1.0724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1236 1.0415 0.0821 7.3% 0.0304 2.7% 93% True False 478
10 1.1500 1.0415 0.1085 9.7% 0.0237 2.1% 70% False False 429
20 1.1725 1.0415 0.1310 11.7% 0.0149 1.3% 58% False False 249
40 1.2299 1.0415 0.1884 16.9% 0.0093 0.8% 40% False False 126
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2095
2.618 1.1765
1.618 1.1563
1.000 1.1438
0.618 1.1361
HIGH 1.1236
0.618 1.1159
0.500 1.1135
0.382 1.1111
LOW 1.1034
0.618 1.0909
1.000 1.0832
1.618 1.0707
2.618 1.0505
4.250 1.0176
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 1.1162 1.1083
PP 1.1149 1.0989
S1 1.1135 1.0896

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

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