CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2212 |
0.0037 |
0.3% |
1.2293 |
| High |
1.2252 |
1.2219 |
-0.0033 |
-0.3% |
1.2479 |
| Low |
1.2113 |
1.2081 |
-0.0032 |
-0.3% |
1.2150 |
| Close |
1.2197 |
1.2108 |
-0.0089 |
-0.7% |
1.2197 |
| Range |
0.0139 |
0.0138 |
-0.0001 |
-0.7% |
0.0329 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
88,059 |
75,327 |
-12,732 |
-14.5% |
470,591 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2550 |
1.2467 |
1.2184 |
|
| R3 |
1.2412 |
1.2329 |
1.2146 |
|
| R2 |
1.2274 |
1.2274 |
1.2133 |
|
| R1 |
1.2191 |
1.2191 |
1.2121 |
1.2164 |
| PP |
1.2136 |
1.2136 |
1.2136 |
1.2122 |
| S1 |
1.2053 |
1.2053 |
1.2095 |
1.2026 |
| S2 |
1.1998 |
1.1998 |
1.2083 |
|
| S3 |
1.1860 |
1.1915 |
1.2070 |
|
| S4 |
1.1722 |
1.1777 |
1.2032 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3059 |
1.2378 |
|
| R3 |
1.2933 |
1.2730 |
1.2287 |
|
| R2 |
1.2604 |
1.2604 |
1.2257 |
|
| R1 |
1.2401 |
1.2401 |
1.2227 |
1.2338 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2244 |
| S1 |
1.2072 |
1.2072 |
1.2167 |
1.2009 |
| S2 |
1.1946 |
1.1946 |
1.2137 |
|
| S3 |
1.1617 |
1.1743 |
1.2107 |
|
| S4 |
1.1288 |
1.1414 |
1.2016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2467 |
1.2081 |
0.0386 |
3.2% |
0.0157 |
1.3% |
7% |
False |
True |
84,382 |
| 10 |
1.2479 |
1.2081 |
0.0398 |
3.3% |
0.0139 |
1.1% |
7% |
False |
True |
71,866 |
| 20 |
1.2479 |
1.1916 |
0.0563 |
4.6% |
0.0149 |
1.2% |
34% |
False |
False |
37,284 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.6% |
0.0156 |
1.3% |
71% |
False |
False |
18,802 |
| 60 |
1.2479 |
1.0555 |
0.1924 |
15.9% |
0.0170 |
1.4% |
81% |
False |
False |
12,667 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0154 |
1.3% |
82% |
False |
False |
9,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2806 |
|
2.618 |
1.2580 |
|
1.618 |
1.2442 |
|
1.000 |
1.2357 |
|
0.618 |
1.2304 |
|
HIGH |
1.2219 |
|
0.618 |
1.2166 |
|
0.500 |
1.2150 |
|
0.382 |
1.2134 |
|
LOW |
1.2081 |
|
0.618 |
1.1996 |
|
1.000 |
1.1943 |
|
1.618 |
1.1858 |
|
2.618 |
1.1720 |
|
4.250 |
1.1495 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2177 |
| PP |
1.2136 |
1.2154 |
| S1 |
1.2122 |
1.2131 |
|