CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 1.1500 1.1674 0.0174 1.5% 1.1305
High 1.1672 1.1678 0.0006 0.1% 1.1450
Low 1.1488 1.1600 0.0112 1.0% 1.1098
Close 1.1669 1.1604 -0.0065 -0.6% 1.1308
Range 0.0184 0.0078 -0.0106 -57.6% 0.0352
ATR 0.0180 0.0173 -0.0007 -4.1% 0.0000
Volume 340 143 -197 -57.9% 1,528
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.1861 1.1811 1.1647
R3 1.1783 1.1733 1.1625
R2 1.1705 1.1705 1.1618
R1 1.1655 1.1655 1.1611 1.1641
PP 1.1627 1.1627 1.1627 1.1621
S1 1.1577 1.1577 1.1597 1.1563
S2 1.1549 1.1549 1.1590
S3 1.1471 1.1499 1.1583
S4 1.1393 1.1421 1.1561
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 1.1678 1.1098 0.0580 5.0% 0.0158 1.4% 87% True False 267
10 1.1678 1.1098 0.0580 5.0% 0.0150 1.3% 87% True False 284
20 1.1678 1.0943 0.0735 6.3% 0.0176 1.5% 90% True False 366
40 1.1725 1.0415 0.1310 11.3% 0.0158 1.4% 91% False False 305
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 True
Stretch 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2010
2.618 1.1882
1.618 1.1804
1.000 1.1756
0.618 1.1726
HIGH 1.1678
0.618 1.1648
0.500 1.1639
0.382 1.1630
LOW 1.1600
0.618 1.1552
1.000 1.1522
1.618 1.1474
2.618 1.1396
4.250 1.1269
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 1.1639 1.1570
PP 1.1627 1.1537
S1 1.1616 1.1503

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

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