CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2416 |
1.2392 |
-0.0024 |
-0.2% |
1.2241 |
| High |
1.2462 |
1.2427 |
-0.0035 |
-0.3% |
1.2452 |
| Low |
1.2337 |
1.2277 |
-0.0060 |
-0.5% |
1.2185 |
| Close |
1.2378 |
1.2350 |
-0.0028 |
-0.2% |
1.2410 |
| Range |
0.0125 |
0.0150 |
0.0025 |
20.0% |
0.0267 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.9% |
0.0000 |
| Volume |
67,030 |
80,833 |
13,803 |
20.6% |
400,473 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2801 |
1.2726 |
1.2433 |
|
| R3 |
1.2651 |
1.2576 |
1.2391 |
|
| R2 |
1.2501 |
1.2501 |
1.2378 |
|
| R1 |
1.2426 |
1.2426 |
1.2364 |
1.2389 |
| PP |
1.2351 |
1.2351 |
1.2351 |
1.2333 |
| S1 |
1.2276 |
1.2276 |
1.2336 |
1.2239 |
| S2 |
1.2201 |
1.2201 |
1.2323 |
|
| S3 |
1.2051 |
1.2126 |
1.2309 |
|
| S4 |
1.1901 |
1.1976 |
1.2268 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3047 |
1.2557 |
|
| R3 |
1.2883 |
1.2780 |
1.2483 |
|
| R2 |
1.2616 |
1.2616 |
1.2459 |
|
| R1 |
1.2513 |
1.2513 |
1.2434 |
1.2565 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2375 |
| S1 |
1.2246 |
1.2246 |
1.2386 |
1.2298 |
| S2 |
1.2082 |
1.2082 |
1.2361 |
|
| S3 |
1.1815 |
1.1979 |
1.2337 |
|
| S4 |
1.1548 |
1.1712 |
1.2263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2462 |
1.2270 |
0.0192 |
1.6% |
0.0123 |
1.0% |
42% |
False |
False |
79,517 |
| 10 |
1.2462 |
1.2083 |
0.0379 |
3.1% |
0.0119 |
1.0% |
70% |
False |
False |
87,538 |
| 20 |
1.2462 |
1.1861 |
0.0601 |
4.9% |
0.0128 |
1.0% |
81% |
False |
False |
84,199 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.0% |
0.0138 |
1.1% |
79% |
False |
False |
62,525 |
| 60 |
1.2479 |
1.1190 |
0.1289 |
10.4% |
0.0146 |
1.2% |
90% |
False |
False |
41,808 |
| 80 |
1.2479 |
1.0775 |
0.1704 |
13.8% |
0.0157 |
1.3% |
92% |
False |
False |
31,448 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.7% |
0.0150 |
1.2% |
94% |
False |
False |
25,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3065 |
|
2.618 |
1.2820 |
|
1.618 |
1.2670 |
|
1.000 |
1.2577 |
|
0.618 |
1.2520 |
|
HIGH |
1.2427 |
|
0.618 |
1.2370 |
|
0.500 |
1.2352 |
|
0.382 |
1.2334 |
|
LOW |
1.2277 |
|
0.618 |
1.2184 |
|
1.000 |
1.2127 |
|
1.618 |
1.2034 |
|
2.618 |
1.1884 |
|
4.250 |
1.1640 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2352 |
1.2370 |
| PP |
1.2351 |
1.2363 |
| S1 |
1.2351 |
1.2357 |
|