CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 1.1246 1.1343 0.0097 0.9% 1.1305
High 1.1349 1.1377 0.0028 0.2% 1.1450
Low 1.1098 1.1305 0.0207 1.9% 1.1098
Close 1.1308 1.1321 0.0013 0.1% 1.1308
Range 0.0251 0.0072 -0.0179 -71.3% 0.0352
ATR 0.0186 0.0178 -0.0008 -4.4% 0.0000
Volume 421 92 -329 -78.1% 1,528
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.1550 1.1508 1.1361
R3 1.1478 1.1436 1.1341
R2 1.1406 1.1406 1.1334
R1 1.1364 1.1364 1.1328 1.1349
PP 1.1334 1.1334 1.1334 1.1327
S1 1.1292 1.1292 1.1314 1.1277
S2 1.1262 1.1262 1.1308
S3 1.1190 1.1220 1.1301
S4 1.1118 1.1148 1.1281
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.2341 1.2177 1.1502
R3 1.1989 1.1825 1.1405
R2 1.1637 1.1637 1.1373
R1 1.1473 1.1473 1.1340 1.1555
PP 1.1285 1.1285 1.1285 1.1327
S1 1.1121 1.1121 1.1276 1.1203
S2 1.0933 1.0933 1.1243
S3 1.0581 1.0769 1.1211
S4 1.0229 1.0417 1.1114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1408 1.1098 0.0310 2.7% 0.0136 1.2% 72% False False 260
10 1.1450 1.0943 0.0507 4.5% 0.0173 1.5% 75% False False 305
20 1.1500 1.0555 0.0945 8.3% 0.0195 1.7% 81% False False 393
40 1.1756 1.0415 0.1341 11.8% 0.0148 1.3% 68% False False 285
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 0.0032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1683
2.618 1.1565
1.618 1.1493
1.000 1.1449
0.618 1.1421
HIGH 1.1377
0.618 1.1349
0.500 1.1341
0.382 1.1333
LOW 1.1305
0.618 1.1261
1.000 1.1233
1.618 1.1189
2.618 1.1117
4.250 1.0999
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 1.1341 1.1293
PP 1.1334 1.1265
S1 1.1328 1.1238

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

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