CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1674 |
1.1591 |
-0.0083 |
-0.7% |
1.1343 |
| High |
1.1678 |
1.1663 |
-0.0015 |
-0.1% |
1.1678 |
| Low |
1.1600 |
1.1550 |
-0.0050 |
-0.4% |
1.1305 |
| Close |
1.1604 |
1.1655 |
0.0051 |
0.4% |
1.1655 |
| Range |
0.0078 |
0.0113 |
0.0035 |
44.9% |
0.0373 |
| ATR |
0.0173 |
0.0169 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
143 |
122 |
-21 |
-14.7% |
1,038 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1921 |
1.1717 |
|
| R3 |
1.1849 |
1.1808 |
1.1686 |
|
| R2 |
1.1736 |
1.1736 |
1.1676 |
|
| R1 |
1.1695 |
1.1695 |
1.1665 |
1.1716 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1633 |
| S1 |
1.1582 |
1.1582 |
1.1645 |
1.1603 |
| S2 |
1.1510 |
1.1510 |
1.1634 |
|
| S3 |
1.1397 |
1.1469 |
1.1624 |
|
| S4 |
1.1284 |
1.1356 |
1.1593 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2665 |
1.2533 |
1.1860 |
|
| R3 |
1.2292 |
1.2160 |
1.1758 |
|
| R2 |
1.1919 |
1.1919 |
1.1723 |
|
| R1 |
1.1787 |
1.1787 |
1.1689 |
1.1853 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1579 |
| S1 |
1.1414 |
1.1414 |
1.1621 |
1.1480 |
| S2 |
1.1173 |
1.1173 |
1.1587 |
|
| S3 |
1.0800 |
1.1041 |
1.1552 |
|
| S4 |
1.0427 |
1.0668 |
1.1450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1678 |
1.1305 |
0.0373 |
3.2% |
0.0130 |
1.1% |
94% |
False |
False |
207 |
| 10 |
1.1678 |
1.1098 |
0.0580 |
5.0% |
0.0141 |
1.2% |
96% |
False |
False |
256 |
| 20 |
1.1678 |
1.0943 |
0.0735 |
6.3% |
0.0172 |
1.5% |
97% |
False |
False |
367 |
| 40 |
1.1725 |
1.0415 |
0.1310 |
11.2% |
0.0160 |
1.4% |
95% |
False |
False |
308 |
| 60 |
1.2299 |
1.0415 |
0.1884 |
16.2% |
0.0119 |
1.0% |
66% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.1959 |
|
1.618 |
1.1846 |
|
1.000 |
1.1776 |
|
0.618 |
1.1733 |
|
HIGH |
1.1663 |
|
0.618 |
1.1620 |
|
0.500 |
1.1607 |
|
0.382 |
1.1593 |
|
LOW |
1.1550 |
|
0.618 |
1.1480 |
|
1.000 |
1.1437 |
|
1.618 |
1.1367 |
|
2.618 |
1.1254 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1639 |
1.1631 |
| PP |
1.1623 |
1.1607 |
| S1 |
1.1607 |
1.1583 |
|