CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1921 |
1.1915 |
-0.0006 |
-0.1% |
1.1831 |
| High |
1.1989 |
1.1915 |
-0.0074 |
-0.6% |
1.2060 |
| Low |
1.1918 |
1.1821 |
-0.0097 |
-0.8% |
1.1756 |
| Close |
1.1931 |
1.1855 |
-0.0076 |
-0.6% |
1.1931 |
| Range |
0.0071 |
0.0094 |
0.0023 |
32.4% |
0.0304 |
| ATR |
0.0182 |
0.0177 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
139 |
605 |
466 |
335.3% |
1,312 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2146 |
1.2094 |
1.1907 |
|
| R3 |
1.2052 |
1.2000 |
1.1881 |
|
| R2 |
1.1958 |
1.1958 |
1.1872 |
|
| R1 |
1.1906 |
1.1906 |
1.1864 |
1.1885 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1853 |
| S1 |
1.1812 |
1.1812 |
1.1846 |
1.1791 |
| S2 |
1.1770 |
1.1770 |
1.1838 |
|
| S3 |
1.1676 |
1.1718 |
1.1829 |
|
| S4 |
1.1582 |
1.1624 |
1.1803 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2828 |
1.2683 |
1.2098 |
|
| R3 |
1.2524 |
1.2379 |
1.2015 |
|
| R2 |
1.2220 |
1.2220 |
1.1987 |
|
| R1 |
1.2075 |
1.2075 |
1.1959 |
1.2148 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1952 |
| S1 |
1.1771 |
1.1771 |
1.1903 |
1.1844 |
| S2 |
1.1612 |
1.1612 |
1.1875 |
|
| S3 |
1.1308 |
1.1467 |
1.1847 |
|
| S4 |
1.1004 |
1.1163 |
1.1764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2060 |
1.1786 |
0.0274 |
2.3% |
0.0144 |
1.2% |
25% |
False |
False |
364 |
| 10 |
1.2060 |
1.1390 |
0.0670 |
5.7% |
0.0174 |
1.5% |
69% |
False |
False |
386 |
| 20 |
1.2060 |
1.1190 |
0.0870 |
7.3% |
0.0169 |
1.4% |
76% |
False |
False |
328 |
| 40 |
1.2060 |
1.0555 |
0.1505 |
12.7% |
0.0182 |
1.5% |
86% |
False |
False |
360 |
| 60 |
1.2060 |
1.0415 |
0.1645 |
13.9% |
0.0155 |
1.3% |
88% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2315 |
|
2.618 |
1.2161 |
|
1.618 |
1.2067 |
|
1.000 |
1.2009 |
|
0.618 |
1.1973 |
|
HIGH |
1.1915 |
|
0.618 |
1.1879 |
|
0.500 |
1.1868 |
|
0.382 |
1.1857 |
|
LOW |
1.1821 |
|
0.618 |
1.1763 |
|
1.000 |
1.1727 |
|
1.618 |
1.1669 |
|
2.618 |
1.1575 |
|
4.250 |
1.1422 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1868 |
1.1897 |
| PP |
1.1864 |
1.1883 |
| S1 |
1.1859 |
1.1869 |
|