CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2063 |
1.2076 |
0.0013 |
0.1% |
1.2186 |
| High |
1.2115 |
1.2137 |
0.0022 |
0.2% |
1.2272 |
| Low |
1.2042 |
1.2025 |
-0.0017 |
-0.1% |
1.2017 |
| Close |
1.2064 |
1.2054 |
-0.0010 |
-0.1% |
1.2064 |
| Range |
0.0073 |
0.0112 |
0.0039 |
53.4% |
0.0255 |
| ATR |
0.0147 |
0.0144 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
60,598 |
43,012 |
-17,586 |
-29.0% |
359,681 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2408 |
1.2343 |
1.2116 |
|
| R3 |
1.2296 |
1.2231 |
1.2085 |
|
| R2 |
1.2184 |
1.2184 |
1.2075 |
|
| R1 |
1.2119 |
1.2119 |
1.2064 |
1.2096 |
| PP |
1.2072 |
1.2072 |
1.2072 |
1.2060 |
| S1 |
1.2007 |
1.2007 |
1.2044 |
1.1984 |
| S2 |
1.1960 |
1.1960 |
1.2033 |
|
| S3 |
1.1848 |
1.1895 |
1.2023 |
|
| S4 |
1.1736 |
1.1783 |
1.1992 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2883 |
1.2728 |
1.2204 |
|
| R3 |
1.2628 |
1.2473 |
1.2134 |
|
| R2 |
1.2373 |
1.2373 |
1.2111 |
|
| R1 |
1.2218 |
1.2218 |
1.2087 |
1.2168 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2093 |
| S1 |
1.1963 |
1.1963 |
1.2041 |
1.1913 |
| S2 |
1.1863 |
1.1863 |
1.2017 |
|
| S3 |
1.1608 |
1.1708 |
1.1994 |
|
| S4 |
1.1353 |
1.1453 |
1.1924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2252 |
1.2017 |
0.0235 |
1.9% |
0.0123 |
1.0% |
16% |
False |
False |
67,955 |
| 10 |
1.2479 |
1.2017 |
0.0462 |
3.8% |
0.0142 |
1.2% |
8% |
False |
False |
81,146 |
| 20 |
1.2479 |
1.1937 |
0.0542 |
4.5% |
0.0143 |
1.2% |
22% |
False |
False |
45,938 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0155 |
1.3% |
67% |
False |
False |
23,196 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0161 |
1.3% |
72% |
False |
False |
15,586 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0158 |
1.3% |
79% |
False |
False |
11,752 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0134 |
1.1% |
79% |
False |
False |
9,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2613 |
|
2.618 |
1.2430 |
|
1.618 |
1.2318 |
|
1.000 |
1.2249 |
|
0.618 |
1.2206 |
|
HIGH |
1.2137 |
|
0.618 |
1.2094 |
|
0.500 |
1.2081 |
|
0.382 |
1.2068 |
|
LOW |
1.2025 |
|
0.618 |
1.1956 |
|
1.000 |
1.1913 |
|
1.618 |
1.1844 |
|
2.618 |
1.1732 |
|
4.250 |
1.1549 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2081 |
1.2094 |
| PP |
1.2072 |
1.2081 |
| S1 |
1.2063 |
1.2067 |
|