CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2203 |
1.2167 |
-0.0036 |
-0.3% |
1.2076 |
| High |
1.2216 |
1.2196 |
-0.0020 |
-0.2% |
1.2120 |
| Low |
1.2129 |
1.2119 |
-0.0010 |
-0.1% |
1.1861 |
| Close |
1.2182 |
1.2173 |
-0.0009 |
-0.1% |
1.2117 |
| Range |
0.0087 |
0.0077 |
-0.0010 |
-11.5% |
0.0259 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
72,674 |
54,851 |
-17,823 |
-24.5% |
413,632 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2394 |
1.2360 |
1.2215 |
|
| R3 |
1.2317 |
1.2283 |
1.2194 |
|
| R2 |
1.2240 |
1.2240 |
1.2187 |
|
| R1 |
1.2206 |
1.2206 |
1.2180 |
1.2223 |
| PP |
1.2163 |
1.2163 |
1.2163 |
1.2171 |
| S1 |
1.2129 |
1.2129 |
1.2166 |
1.2146 |
| S2 |
1.2086 |
1.2086 |
1.2159 |
|
| S3 |
1.2009 |
1.2052 |
1.2152 |
|
| S4 |
1.1932 |
1.1975 |
1.2131 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2722 |
1.2259 |
|
| R3 |
1.2551 |
1.2463 |
1.2188 |
|
| R2 |
1.2292 |
1.2292 |
1.2164 |
|
| R1 |
1.2204 |
1.2204 |
1.2141 |
1.2248 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2055 |
| S1 |
1.1945 |
1.1945 |
1.2093 |
1.1989 |
| S2 |
1.1774 |
1.1774 |
1.2070 |
|
| S3 |
1.1515 |
1.1686 |
1.2046 |
|
| S4 |
1.1256 |
1.1427 |
1.1975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2229 |
1.1861 |
0.0368 |
3.0% |
0.0150 |
1.2% |
85% |
False |
False |
83,258 |
| 10 |
1.2229 |
1.1861 |
0.0368 |
3.0% |
0.0135 |
1.1% |
85% |
False |
False |
83,251 |
| 20 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0139 |
1.1% |
50% |
False |
False |
82,199 |
| 40 |
1.2479 |
1.1756 |
0.0723 |
5.9% |
0.0140 |
1.1% |
58% |
False |
False |
43,917 |
| 60 |
1.2479 |
1.1098 |
0.1381 |
11.3% |
0.0150 |
1.2% |
78% |
False |
False |
29,382 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0167 |
1.4% |
85% |
False |
False |
22,150 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0144 |
1.2% |
85% |
False |
False |
17,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2523 |
|
2.618 |
1.2398 |
|
1.618 |
1.2321 |
|
1.000 |
1.2273 |
|
0.618 |
1.2244 |
|
HIGH |
1.2196 |
|
0.618 |
1.2167 |
|
0.500 |
1.2158 |
|
0.382 |
1.2148 |
|
LOW |
1.2119 |
|
0.618 |
1.2071 |
|
1.000 |
1.2042 |
|
1.618 |
1.1994 |
|
2.618 |
1.1917 |
|
4.250 |
1.1792 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2168 |
1.2172 |
| PP |
1.2163 |
1.2170 |
| S1 |
1.2158 |
1.2169 |
|