CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1939 |
1.2118 |
0.0179 |
1.5% |
1.1915 |
| High |
1.2115 |
1.2189 |
0.0074 |
0.6% |
1.2189 |
| Low |
1.1916 |
1.2096 |
0.0180 |
1.5% |
1.1821 |
| Close |
1.2104 |
1.2132 |
0.0028 |
0.2% |
1.2132 |
| Range |
0.0199 |
0.0093 |
-0.0106 |
-53.3% |
0.0368 |
| ATR |
0.0172 |
0.0166 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
1,452 |
1,000 |
-452 |
-31.1% |
3,223 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2368 |
1.2183 |
|
| R3 |
1.2325 |
1.2275 |
1.2158 |
|
| R2 |
1.2232 |
1.2232 |
1.2149 |
|
| R1 |
1.2182 |
1.2182 |
1.2141 |
1.2207 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2152 |
| S1 |
1.2089 |
1.2089 |
1.2123 |
1.2114 |
| S2 |
1.2046 |
1.2046 |
1.2115 |
|
| S3 |
1.1953 |
1.1996 |
1.2106 |
|
| S4 |
1.1860 |
1.1903 |
1.2081 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3010 |
1.2334 |
|
| R3 |
1.2783 |
1.2642 |
1.2233 |
|
| R2 |
1.2415 |
1.2415 |
1.2199 |
|
| R1 |
1.2274 |
1.2274 |
1.2166 |
1.2345 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2083 |
| S1 |
1.1906 |
1.1906 |
1.2098 |
1.1977 |
| S2 |
1.1679 |
1.1679 |
1.2065 |
|
| S3 |
1.1311 |
1.1538 |
1.2031 |
|
| S4 |
1.0943 |
1.1170 |
1.1930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2189 |
1.1821 |
0.0368 |
3.0% |
0.0108 |
0.9% |
85% |
True |
False |
672 |
| 10 |
1.2189 |
1.1693 |
0.0496 |
4.1% |
0.0141 |
1.2% |
89% |
True |
False |
490 |
| 20 |
1.2189 |
1.1190 |
0.0999 |
8.2% |
0.0165 |
1.4% |
94% |
True |
False |
418 |
| 40 |
1.2189 |
1.0943 |
0.1246 |
10.3% |
0.0170 |
1.4% |
95% |
True |
False |
392 |
| 60 |
1.2189 |
1.0415 |
0.1774 |
14.6% |
0.0160 |
1.3% |
97% |
True |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2584 |
|
2.618 |
1.2432 |
|
1.618 |
1.2339 |
|
1.000 |
1.2282 |
|
0.618 |
1.2246 |
|
HIGH |
1.2189 |
|
0.618 |
1.2153 |
|
0.500 |
1.2143 |
|
0.382 |
1.2132 |
|
LOW |
1.2096 |
|
0.618 |
1.2039 |
|
1.000 |
1.2003 |
|
1.618 |
1.1946 |
|
2.618 |
1.1853 |
|
4.250 |
1.1701 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2096 |
| PP |
1.2139 |
1.2060 |
| S1 |
1.2136 |
1.2025 |
|