CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2076 |
1.2055 |
-0.0021 |
-0.2% |
1.2186 |
| High |
1.2137 |
1.2150 |
0.0013 |
0.1% |
1.2272 |
| Low |
1.2025 |
1.2026 |
0.0001 |
0.0% |
1.2017 |
| Close |
1.2054 |
1.2049 |
-0.0005 |
0.0% |
1.2064 |
| Range |
0.0112 |
0.0124 |
0.0012 |
10.7% |
0.0255 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
43,012 |
72,130 |
29,118 |
67.7% |
359,681 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2447 |
1.2372 |
1.2117 |
|
| R3 |
1.2323 |
1.2248 |
1.2083 |
|
| R2 |
1.2199 |
1.2199 |
1.2072 |
|
| R1 |
1.2124 |
1.2124 |
1.2060 |
1.2100 |
| PP |
1.2075 |
1.2075 |
1.2075 |
1.2063 |
| S1 |
1.2000 |
1.2000 |
1.2038 |
1.1976 |
| S2 |
1.1951 |
1.1951 |
1.2026 |
|
| S3 |
1.1827 |
1.1876 |
1.2015 |
|
| S4 |
1.1703 |
1.1752 |
1.1981 |
|
|
| 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 |
1.2219 |
1.2017 |
0.0202 |
1.7% |
0.0120 |
1.0% |
16% |
False |
False |
64,769 |
| 10 |
1.2479 |
1.2017 |
0.0462 |
3.8% |
0.0135 |
1.1% |
7% |
False |
False |
79,520 |
| 20 |
1.2479 |
1.1937 |
0.0542 |
4.5% |
0.0144 |
1.2% |
21% |
False |
False |
49,317 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0155 |
1.3% |
67% |
False |
False |
24,998 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0159 |
1.3% |
72% |
False |
False |
16,779 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0158 |
1.3% |
79% |
False |
False |
12,654 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0134 |
1.1% |
79% |
False |
False |
10,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2677 |
|
2.618 |
1.2475 |
|
1.618 |
1.2351 |
|
1.000 |
1.2274 |
|
0.618 |
1.2227 |
|
HIGH |
1.2150 |
|
0.618 |
1.2103 |
|
0.500 |
1.2088 |
|
0.382 |
1.2073 |
|
LOW |
1.2026 |
|
0.618 |
1.1949 |
|
1.000 |
1.1902 |
|
1.618 |
1.1825 |
|
2.618 |
1.1701 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2088 |
1.2088 |
| PP |
1.2075 |
1.2075 |
| S1 |
1.2062 |
1.2062 |
|