CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1998 |
1.1997 |
-0.0001 |
0.0% |
1.1915 |
| High |
1.2100 |
1.2122 |
0.0022 |
0.2% |
1.2189 |
| Low |
1.1980 |
1.1937 |
-0.0043 |
-0.4% |
1.1821 |
| Close |
1.1987 |
1.2094 |
0.0107 |
0.9% |
1.2132 |
| Range |
0.0120 |
0.0185 |
0.0065 |
54.2% |
0.0368 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.0% |
0.0000 |
| Volume |
4,548 |
1,944 |
-2,604 |
-57.3% |
3,223 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2535 |
1.2196 |
|
| R3 |
1.2421 |
1.2350 |
1.2145 |
|
| R2 |
1.2236 |
1.2236 |
1.2128 |
|
| R1 |
1.2165 |
1.2165 |
1.2111 |
1.2201 |
| PP |
1.2051 |
1.2051 |
1.2051 |
1.2069 |
| S1 |
1.1980 |
1.1980 |
1.2077 |
1.2016 |
| S2 |
1.1866 |
1.1866 |
1.2060 |
|
| S3 |
1.1681 |
1.1795 |
1.2043 |
|
| S4 |
1.1496 |
1.1610 |
1.1992 |
|
|
| 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 |
1.1916 |
0.0273 |
2.3% |
0.0152 |
1.3% |
65% |
False |
False |
1,960 |
| 10 |
1.2189 |
1.1804 |
0.0385 |
3.2% |
0.0129 |
1.1% |
75% |
False |
False |
1,114 |
| 20 |
1.2189 |
1.1190 |
0.0999 |
8.3% |
0.0171 |
1.4% |
90% |
False |
False |
771 |
| 40 |
1.2189 |
1.0943 |
0.1246 |
10.3% |
0.0167 |
1.4% |
92% |
False |
False |
555 |
| 60 |
1.2189 |
1.0415 |
0.1774 |
14.7% |
0.0164 |
1.4% |
95% |
False |
False |
462 |
| 80 |
1.2299 |
1.0415 |
0.1884 |
15.6% |
0.0134 |
1.1% |
89% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2908 |
|
2.618 |
1.2606 |
|
1.618 |
1.2421 |
|
1.000 |
1.2307 |
|
0.618 |
1.2236 |
|
HIGH |
1.2122 |
|
0.618 |
1.2051 |
|
0.500 |
1.2030 |
|
0.382 |
1.2008 |
|
LOW |
1.1937 |
|
0.618 |
1.1823 |
|
1.000 |
1.1752 |
|
1.618 |
1.1638 |
|
2.618 |
1.1453 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2073 |
1.2077 |
| PP |
1.2051 |
1.2059 |
| S1 |
1.2030 |
1.2042 |
|