CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1210 |
-0.0234 |
-2.0% |
1.1637 |
| High |
1.1448 |
1.1435 |
-0.0013 |
-0.1% |
1.1653 |
| Low |
1.1200 |
1.1190 |
-0.0010 |
-0.1% |
1.1190 |
| Close |
1.1212 |
1.1415 |
0.0203 |
1.8% |
1.1415 |
| Range |
0.0248 |
0.0245 |
-0.0003 |
-1.2% |
0.0463 |
| ATR |
0.0171 |
0.0176 |
0.0005 |
3.1% |
0.0000 |
| Volume |
700 |
464 |
-236 |
-33.7% |
1,471 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.1993 |
1.1550 |
|
| R3 |
1.1837 |
1.1748 |
1.1482 |
|
| R2 |
1.1592 |
1.1592 |
1.1460 |
|
| R1 |
1.1503 |
1.1503 |
1.1437 |
1.1548 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1369 |
| S1 |
1.1258 |
1.1258 |
1.1393 |
1.1303 |
| S2 |
1.1102 |
1.1102 |
1.1370 |
|
| S3 |
1.0857 |
1.1013 |
1.1348 |
|
| S4 |
1.0612 |
1.0768 |
1.1280 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2808 |
1.2575 |
1.1670 |
|
| R3 |
1.2345 |
1.2112 |
1.1542 |
|
| R2 |
1.1882 |
1.1882 |
1.1500 |
|
| R1 |
1.1649 |
1.1649 |
1.1457 |
1.1534 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1362 |
| S1 |
1.1186 |
1.1186 |
1.1373 |
1.1071 |
| S2 |
1.0956 |
1.0956 |
1.1330 |
|
| S3 |
1.0493 |
1.0723 |
1.1288 |
|
| S4 |
1.0030 |
1.0260 |
1.1160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1653 |
1.1190 |
0.0463 |
4.1% |
0.0171 |
1.5% |
49% |
False |
True |
294 |
| 10 |
1.1678 |
1.1190 |
0.0488 |
4.3% |
0.0151 |
1.3% |
46% |
False |
True |
250 |
| 20 |
1.1678 |
1.0943 |
0.0735 |
6.4% |
0.0161 |
1.4% |
64% |
False |
False |
275 |
| 40 |
1.1725 |
1.0415 |
0.1310 |
11.5% |
0.0172 |
1.5% |
76% |
False |
False |
340 |
| 60 |
1.2270 |
1.0415 |
0.1855 |
16.3% |
0.0131 |
1.1% |
54% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2476 |
|
2.618 |
1.2076 |
|
1.618 |
1.1831 |
|
1.000 |
1.1680 |
|
0.618 |
1.1586 |
|
HIGH |
1.1435 |
|
0.618 |
1.1341 |
|
0.500 |
1.1313 |
|
0.382 |
1.1284 |
|
LOW |
1.1190 |
|
0.618 |
1.1039 |
|
1.000 |
1.0945 |
|
1.618 |
1.0794 |
|
2.618 |
1.0549 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1403 |
| PP |
1.1347 |
1.1392 |
| S1 |
1.1313 |
1.1380 |
|