CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2403 |
1.2467 |
0.0064 |
0.5% |
1.2323 |
| High |
1.2479 |
1.2467 |
-0.0012 |
-0.1% |
1.2378 |
| Low |
1.2376 |
1.2186 |
-0.0190 |
-1.5% |
1.2144 |
| Close |
1.2435 |
1.2220 |
-0.0215 |
-1.7% |
1.2303 |
| Range |
0.0103 |
0.0281 |
0.0178 |
172.8% |
0.0234 |
| ATR |
0.0152 |
0.0161 |
0.0009 |
6.1% |
0.0000 |
| Volume |
124,768 |
98,377 |
-26,391 |
-21.2% |
34,450 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.2958 |
1.2375 |
|
| R3 |
1.2853 |
1.2677 |
1.2297 |
|
| R2 |
1.2572 |
1.2572 |
1.2272 |
|
| R1 |
1.2396 |
1.2396 |
1.2246 |
1.2344 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2265 |
| S1 |
1.2115 |
1.2115 |
1.2194 |
1.2063 |
| S2 |
1.2010 |
1.2010 |
1.2168 |
|
| S3 |
1.1729 |
1.1834 |
1.2143 |
|
| S4 |
1.1448 |
1.1553 |
1.2065 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2977 |
1.2874 |
1.2432 |
|
| R3 |
1.2743 |
1.2640 |
1.2367 |
|
| R2 |
1.2509 |
1.2509 |
1.2346 |
|
| R1 |
1.2406 |
1.2406 |
1.2324 |
1.2341 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2242 |
| S1 |
1.2172 |
1.2172 |
1.2282 |
1.2107 |
| S2 |
1.2041 |
1.2041 |
1.2260 |
|
| S3 |
1.1807 |
1.1938 |
1.2239 |
|
| S4 |
1.1573 |
1.1704 |
1.2174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2479 |
1.2186 |
0.0293 |
2.4% |
0.0159 |
1.3% |
12% |
False |
True |
77,294 |
| 10 |
1.2479 |
1.2144 |
0.0335 |
2.7% |
0.0149 |
1.2% |
23% |
False |
False |
40,996 |
| 20 |
1.2479 |
1.1804 |
0.0675 |
5.5% |
0.0146 |
1.2% |
62% |
False |
False |
21,168 |
| 40 |
1.2479 |
1.1098 |
0.1381 |
11.3% |
0.0160 |
1.3% |
81% |
False |
False |
10,742 |
| 60 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0182 |
1.5% |
87% |
False |
False |
7,319 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0151 |
1.2% |
87% |
False |
False |
5,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3203 |
|
1.618 |
1.2922 |
|
1.000 |
1.2748 |
|
0.618 |
1.2641 |
|
HIGH |
1.2467 |
|
0.618 |
1.2360 |
|
0.500 |
1.2327 |
|
0.382 |
1.2293 |
|
LOW |
1.2186 |
|
0.618 |
1.2012 |
|
1.000 |
1.1905 |
|
1.618 |
1.1731 |
|
2.618 |
1.1450 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2333 |
| PP |
1.2291 |
1.2295 |
| S1 |
1.2256 |
1.2258 |
|