CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 1.1394 1.1193 -0.0201 -1.8% 1.1116
High 1.1400 1.1240 -0.0160 -1.4% 1.1500
Low 1.1150 1.1076 -0.0074 -0.7% 1.1076
Close 1.1162 1.1094 -0.0068 -0.6% 1.1094
Range 0.0250 0.0164 -0.0086 -34.4% 0.0424
ATR 0.0189 0.0187 -0.0002 -0.9% 0.0000
Volume 439 91 -348 -79.3% 3,305
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.1629 1.1525 1.1184
R3 1.1465 1.1361 1.1139
R2 1.1301 1.1301 1.1124
R1 1.1197 1.1197 1.1109 1.1167
PP 1.1137 1.1137 1.1137 1.1122
S1 1.1033 1.1033 1.1079 1.1003
S2 1.0973 1.0973 1.1064
S3 1.0809 1.0869 1.1049
S4 1.0645 1.0705 1.1004
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.2495 1.2219 1.1327
R3 1.2071 1.1795 1.1211
R2 1.1647 1.1647 1.1172
R1 1.1371 1.1371 1.1133 1.1297
PP 1.1223 1.1223 1.1223 1.1187
S1 1.0947 1.0947 1.1055 1.0873
S2 1.0799 1.0799 1.1016
S3 1.0375 1.0523 1.0977
S4 0.9951 1.0099 1.0861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1500 1.1076 0.0424 3.8% 0.0214 1.9% 4% False True 661
10 1.1500 1.0415 0.1085 9.8% 0.0259 2.3% 63% False False 569
20 1.1725 1.0415 0.1310 11.8% 0.0184 1.7% 52% False False 405
40 1.2270 1.0415 0.1855 16.7% 0.0116 1.0% 37% False False 208
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 False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1937
2.618 1.1669
1.618 1.1505
1.000 1.1404
0.618 1.1341
HIGH 1.1240
0.618 1.1177
0.500 1.1158
0.382 1.1139
LOW 1.1076
0.618 1.0975
1.000 1.0912
1.618 1.0811
2.618 1.0647
4.250 1.0379
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 1.1158 1.1286
PP 1.1137 1.1222
S1 1.1115 1.1158

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

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