CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2040 |
1.2083 |
0.0043 |
0.4% |
1.2076 |
| High |
1.2100 |
1.2128 |
0.0028 |
0.2% |
1.2150 |
| Low |
1.2035 |
1.2030 |
-0.0005 |
0.0% |
1.2025 |
| Close |
1.2095 |
1.2084 |
-0.0011 |
-0.1% |
1.2084 |
| Range |
0.0065 |
0.0098 |
0.0033 |
50.8% |
0.0125 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
52,869 |
78,903 |
26,034 |
49.2% |
246,914 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2375 |
1.2327 |
1.2138 |
|
| R3 |
1.2277 |
1.2229 |
1.2111 |
|
| R2 |
1.2179 |
1.2179 |
1.2102 |
|
| R1 |
1.2131 |
1.2131 |
1.2093 |
1.2155 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2093 |
| S1 |
1.2033 |
1.2033 |
1.2075 |
1.2057 |
| S2 |
1.1983 |
1.1983 |
1.2066 |
|
| S3 |
1.1885 |
1.1935 |
1.2057 |
|
| S4 |
1.1787 |
1.1837 |
1.2030 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2461 |
1.2398 |
1.2153 |
|
| R3 |
1.2336 |
1.2273 |
1.2118 |
|
| R2 |
1.2211 |
1.2211 |
1.2107 |
|
| R1 |
1.2148 |
1.2148 |
1.2095 |
1.2180 |
| PP |
1.2086 |
1.2086 |
1.2086 |
1.2102 |
| S1 |
1.2023 |
1.2023 |
1.2073 |
1.2055 |
| S2 |
1.1961 |
1.1961 |
1.2061 |
|
| S3 |
1.1836 |
1.1898 |
1.2050 |
|
| S4 |
1.1711 |
1.1773 |
1.2015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2150 |
1.2025 |
0.0125 |
1.0% |
0.0094 |
0.8% |
47% |
False |
False |
61,502 |
| 10 |
1.2272 |
1.2017 |
0.0255 |
2.1% |
0.0113 |
0.9% |
26% |
False |
False |
70,382 |
| 20 |
1.2479 |
1.2017 |
0.0462 |
3.8% |
0.0131 |
1.1% |
15% |
False |
False |
55,689 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0153 |
1.3% |
69% |
False |
False |
28,286 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0155 |
1.3% |
74% |
False |
False |
18,939 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0158 |
1.3% |
81% |
False |
False |
14,298 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0135 |
1.1% |
81% |
False |
False |
11,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2545 |
|
2.618 |
1.2385 |
|
1.618 |
1.2287 |
|
1.000 |
1.2226 |
|
0.618 |
1.2189 |
|
HIGH |
1.2128 |
|
0.618 |
1.2091 |
|
0.500 |
1.2079 |
|
0.382 |
1.2067 |
|
LOW |
1.2030 |
|
0.618 |
1.1969 |
|
1.000 |
1.1932 |
|
1.618 |
1.1871 |
|
2.618 |
1.1773 |
|
4.250 |
1.1614 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2082 |
1.2088 |
| PP |
1.2081 |
1.2087 |
| S1 |
1.2079 |
1.2085 |
|