CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1860 |
1.1939 |
0.0079 |
0.7% |
1.1831 |
| High |
1.1941 |
1.2115 |
0.0174 |
1.5% |
1.2060 |
| Low |
1.1860 |
1.1916 |
0.0056 |
0.5% |
1.1756 |
| Close |
1.1924 |
1.2104 |
0.0180 |
1.5% |
1.1931 |
| Range |
0.0081 |
0.0199 |
0.0118 |
145.7% |
0.0304 |
| ATR |
0.0170 |
0.0172 |
0.0002 |
1.2% |
0.0000 |
| Volume |
166 |
1,452 |
1,286 |
774.7% |
1,312 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2572 |
1.2213 |
|
| R3 |
1.2443 |
1.2373 |
1.2159 |
|
| R2 |
1.2244 |
1.2244 |
1.2140 |
|
| R1 |
1.2174 |
1.2174 |
1.2122 |
1.2209 |
| PP |
1.2045 |
1.2045 |
1.2045 |
1.2063 |
| S1 |
1.1975 |
1.1975 |
1.2086 |
1.2010 |
| S2 |
1.1846 |
1.1846 |
1.2068 |
|
| S3 |
1.1647 |
1.1776 |
1.2049 |
|
| S4 |
1.1448 |
1.1577 |
1.1995 |
|
|
| 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 |
1.2115 |
1.1804 |
0.0311 |
2.6% |
0.0126 |
1.0% |
96% |
True |
False |
532 |
| 10 |
1.2115 |
1.1410 |
0.0705 |
5.8% |
0.0166 |
1.4% |
98% |
True |
False |
455 |
| 20 |
1.2115 |
1.1190 |
0.0925 |
7.6% |
0.0164 |
1.4% |
99% |
True |
False |
375 |
| 40 |
1.2115 |
1.0775 |
0.1340 |
11.1% |
0.0176 |
1.5% |
99% |
True |
False |
372 |
| 60 |
1.2115 |
1.0415 |
0.1700 |
14.0% |
0.0159 |
1.3% |
99% |
True |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2636 |
|
1.618 |
1.2437 |
|
1.000 |
1.2314 |
|
0.618 |
1.2238 |
|
HIGH |
1.2115 |
|
0.618 |
1.2039 |
|
0.500 |
1.2016 |
|
0.382 |
1.1992 |
|
LOW |
1.1916 |
|
0.618 |
1.1793 |
|
1.000 |
1.1717 |
|
1.618 |
1.1594 |
|
2.618 |
1.1395 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2075 |
1.2059 |
| PP |
1.2045 |
1.2013 |
| S1 |
1.2016 |
1.1968 |
|