CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2083 |
1.2076 |
-0.0007 |
-0.1% |
1.2076 |
| High |
1.2128 |
1.2105 |
-0.0023 |
-0.2% |
1.2150 |
| Low |
1.2030 |
1.1919 |
-0.0111 |
-0.9% |
1.2025 |
| Close |
1.2084 |
1.2004 |
-0.0080 |
-0.7% |
1.2084 |
| Range |
0.0098 |
0.0186 |
0.0088 |
89.8% |
0.0125 |
| ATR |
0.0134 |
0.0138 |
0.0004 |
2.7% |
0.0000 |
| Volume |
78,903 |
118,341 |
39,438 |
50.0% |
246,914 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2567 |
1.2472 |
1.2106 |
|
| R3 |
1.2381 |
1.2286 |
1.2055 |
|
| R2 |
1.2195 |
1.2195 |
1.2038 |
|
| R1 |
1.2100 |
1.2100 |
1.2021 |
1.2055 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.1987 |
| S1 |
1.1914 |
1.1914 |
1.1987 |
1.1869 |
| S2 |
1.1823 |
1.1823 |
1.1970 |
|
| S3 |
1.1637 |
1.1728 |
1.1953 |
|
| S4 |
1.1451 |
1.1542 |
1.1902 |
|
|
| 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 |
1.1919 |
0.0231 |
1.9% |
0.0117 |
1.0% |
37% |
False |
True |
73,051 |
| 10 |
1.2272 |
1.1919 |
0.0353 |
2.9% |
0.0121 |
1.0% |
24% |
False |
True |
72,493 |
| 20 |
1.2479 |
1.1919 |
0.0560 |
4.7% |
0.0132 |
1.1% |
15% |
False |
True |
61,498 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0152 |
1.3% |
63% |
False |
False |
31,227 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.8% |
0.0153 |
1.3% |
69% |
False |
False |
20,904 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.2% |
0.0160 |
1.3% |
77% |
False |
False |
15,778 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.2% |
0.0137 |
1.1% |
77% |
False |
False |
12,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2896 |
|
2.618 |
1.2592 |
|
1.618 |
1.2406 |
|
1.000 |
1.2291 |
|
0.618 |
1.2220 |
|
HIGH |
1.2105 |
|
0.618 |
1.2034 |
|
0.500 |
1.2012 |
|
0.382 |
1.1990 |
|
LOW |
1.1919 |
|
0.618 |
1.1804 |
|
1.000 |
1.1733 |
|
1.618 |
1.1618 |
|
2.618 |
1.1432 |
|
4.250 |
1.1129 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2012 |
1.2024 |
| PP |
1.2009 |
1.2017 |
| S1 |
1.2007 |
1.2011 |
|