CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 19-Oct-2022
Day Change Summary
Previous Current
18-Oct-2022 19-Oct-2022 Change Change % Previous Week
Open 1.1405 1.1331 -0.0074 -0.6% 1.1081
High 1.1408 1.1331 -0.0077 -0.7% 1.1401
Low 1.1300 1.1225 -0.0075 -0.7% 1.0943
Close 1.1350 1.1240 -0.0110 -1.0% 1.1200
Range 0.0108 0.0106 -0.0002 -1.9% 0.0458
ATR 0.0188 0.0184 -0.0005 -2.4% 0.0000
Volume 437 68 -369 -84.4% 1,470
Daily Pivots for day following 19-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.1583 1.1518 1.1298
R3 1.1477 1.1412 1.1269
R2 1.1371 1.1371 1.1259
R1 1.1306 1.1306 1.1250 1.1286
PP 1.1265 1.1265 1.1265 1.1255
S1 1.1200 1.1200 1.1230 1.1180
S2 1.1159 1.1159 1.1221
S3 1.1053 1.1094 1.1211
S4 1.0947 1.0988 1.1182
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.2555 1.2336 1.1452
R3 1.2097 1.1878 1.1326
R2 1.1639 1.1639 1.1284
R1 1.1420 1.1420 1.1242 1.1530
PP 1.1181 1.1181 1.1181 1.1236
S1 1.0962 1.0962 1.1158 1.1072
S2 1.0723 1.0723 1.1116
S3 1.0265 1.0504 1.1074
S4 0.9807 1.0046 1.0948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1450 1.1093 0.0357 3.2% 0.0174 1.5% 41% False False 313
10 1.1450 1.0943 0.0507 4.5% 0.0173 1.5% 59% False False 282
20 1.1500 1.0415 0.1085 9.7% 0.0225 2.0% 76% False False 474
40 1.1930 1.0415 0.1515 13.5% 0.0141 1.3% 54% False False 265
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1782
2.618 1.1609
1.618 1.1503
1.000 1.1437
0.618 1.1397
HIGH 1.1331
0.618 1.1291
0.500 1.1278
0.382 1.1265
LOW 1.1225
0.618 1.1159
1.000 1.1119
1.618 1.1053
2.618 1.0947
4.250 1.0775
Fisher Pivots for day following 19-Oct-2022
Pivot 1 day 3 day
R1 1.1278 1.1338
PP 1.1265 1.1305
S1 1.1253 1.1273

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

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