CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2118 |
1.2110 |
-0.0008 |
-0.1% |
1.1915 |
| High |
1.2189 |
1.2146 |
-0.0043 |
-0.4% |
1.2189 |
| Low |
1.2096 |
1.1981 |
-0.0115 |
-1.0% |
1.1821 |
| Close |
1.2132 |
1.1990 |
-0.0142 |
-1.2% |
1.2132 |
| Range |
0.0093 |
0.0165 |
0.0072 |
77.4% |
0.0368 |
| ATR |
0.0166 |
0.0166 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,000 |
859 |
-141 |
-14.1% |
3,223 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2534 |
1.2427 |
1.2081 |
|
| R3 |
1.2369 |
1.2262 |
1.2035 |
|
| R2 |
1.2204 |
1.2204 |
1.2020 |
|
| R1 |
1.2097 |
1.2097 |
1.2005 |
1.2068 |
| PP |
1.2039 |
1.2039 |
1.2039 |
1.2025 |
| S1 |
1.1932 |
1.1932 |
1.1975 |
1.1903 |
| S2 |
1.1874 |
1.1874 |
1.1960 |
|
| S3 |
1.1709 |
1.1767 |
1.1945 |
|
| S4 |
1.1544 |
1.1602 |
1.1899 |
|
|
| 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 |
3.1% |
0.0126 |
1.1% |
46% |
False |
False |
816 |
| 10 |
1.2189 |
1.1756 |
0.0433 |
3.6% |
0.0137 |
1.1% |
54% |
False |
False |
539 |
| 20 |
1.2189 |
1.1190 |
0.0999 |
8.3% |
0.0167 |
1.4% |
80% |
False |
False |
454 |
| 40 |
1.2189 |
1.0943 |
0.1246 |
10.4% |
0.0169 |
1.4% |
84% |
False |
False |
411 |
| 60 |
1.2189 |
1.0415 |
0.1774 |
14.8% |
0.0163 |
1.4% |
89% |
False |
False |
357 |
| 80 |
1.2299 |
1.0415 |
0.1884 |
15.7% |
0.0131 |
1.1% |
84% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2847 |
|
2.618 |
1.2578 |
|
1.618 |
1.2413 |
|
1.000 |
1.2311 |
|
0.618 |
1.2248 |
|
HIGH |
1.2146 |
|
0.618 |
1.2083 |
|
0.500 |
1.2064 |
|
0.382 |
1.2044 |
|
LOW |
1.1981 |
|
0.618 |
1.1879 |
|
1.000 |
1.1816 |
|
1.618 |
1.1714 |
|
2.618 |
1.1549 |
|
4.250 |
1.1280 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2064 |
1.2053 |
| PP |
1.2039 |
1.2032 |
| S1 |
1.2015 |
1.2011 |
|