CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1380 |
0.0170 |
1.5% |
1.1637 |
| High |
1.1435 |
1.1586 |
0.0151 |
1.3% |
1.1653 |
| Low |
1.1190 |
1.1370 |
0.0180 |
1.6% |
1.1190 |
| Close |
1.1415 |
1.1581 |
0.0166 |
1.5% |
1.1415 |
| Range |
0.0245 |
0.0216 |
-0.0029 |
-11.8% |
0.0463 |
| ATR |
0.0176 |
0.0179 |
0.0003 |
1.6% |
0.0000 |
| Volume |
464 |
285 |
-179 |
-38.6% |
1,471 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2160 |
1.2087 |
1.1700 |
|
| R3 |
1.1944 |
1.1871 |
1.1640 |
|
| R2 |
1.1728 |
1.1728 |
1.1621 |
|
| R1 |
1.1655 |
1.1655 |
1.1601 |
1.1692 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1531 |
| S1 |
1.1439 |
1.1439 |
1.1561 |
1.1476 |
| S2 |
1.1296 |
1.1296 |
1.1541 |
|
| S3 |
1.1080 |
1.1223 |
1.1522 |
|
| S4 |
1.0864 |
1.1007 |
1.1462 |
|
|
| 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 |
1.1586 |
1.1190 |
0.0396 |
3.4% |
0.0187 |
1.6% |
99% |
True |
False |
336 |
| 10 |
1.1678 |
1.1190 |
0.0488 |
4.2% |
0.0165 |
1.4% |
80% |
False |
False |
270 |
| 20 |
1.1678 |
1.0943 |
0.0735 |
6.3% |
0.0169 |
1.5% |
87% |
False |
False |
288 |
| 40 |
1.1678 |
1.0415 |
0.1263 |
10.9% |
0.0177 |
1.5% |
92% |
False |
False |
346 |
| 60 |
1.2151 |
1.0415 |
0.1736 |
15.0% |
0.0133 |
1.1% |
67% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2504 |
|
2.618 |
1.2151 |
|
1.618 |
1.1935 |
|
1.000 |
1.1802 |
|
0.618 |
1.1719 |
|
HIGH |
1.1586 |
|
0.618 |
1.1503 |
|
0.500 |
1.1478 |
|
0.382 |
1.1453 |
|
LOW |
1.1370 |
|
0.618 |
1.1237 |
|
1.000 |
1.1154 |
|
1.618 |
1.1021 |
|
2.618 |
1.0805 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1547 |
1.1517 |
| PP |
1.1512 |
1.1452 |
| S1 |
1.1478 |
1.1388 |
|