CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2348 |
1.2412 |
0.0064 |
0.5% |
1.2241 |
| High |
1.2417 |
1.2442 |
0.0025 |
0.2% |
1.2452 |
| Low |
1.2297 |
1.2356 |
0.0059 |
0.5% |
1.2185 |
| Close |
1.2412 |
1.2420 |
0.0008 |
0.1% |
1.2410 |
| Range |
0.0120 |
0.0086 |
-0.0034 |
-28.3% |
0.0267 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
70,624 |
67,627 |
-2,997 |
-4.2% |
400,473 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2628 |
1.2467 |
|
| R3 |
1.2578 |
1.2542 |
1.2444 |
|
| R2 |
1.2492 |
1.2492 |
1.2436 |
|
| R1 |
1.2456 |
1.2456 |
1.2428 |
1.2474 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2415 |
| S1 |
1.2370 |
1.2370 |
1.2412 |
1.2388 |
| S2 |
1.2320 |
1.2320 |
1.2404 |
|
| S3 |
1.2234 |
1.2284 |
1.2396 |
|
| S4 |
1.2148 |
1.2198 |
1.2373 |
|
|
| 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 |
1.2277 |
0.0185 |
1.5% |
0.0110 |
0.9% |
77% |
False |
False |
69,320 |
| 10 |
1.2462 |
1.2083 |
0.0379 |
3.1% |
0.0123 |
1.0% |
89% |
False |
False |
88,611 |
| 20 |
1.2462 |
1.1861 |
0.0601 |
4.8% |
0.0129 |
1.0% |
93% |
False |
False |
85,931 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.0% |
0.0136 |
1.1% |
90% |
False |
False |
65,935 |
| 60 |
1.2479 |
1.1190 |
0.1289 |
10.4% |
0.0147 |
1.2% |
95% |
False |
False |
44,108 |
| 80 |
1.2479 |
1.0943 |
0.1536 |
12.4% |
0.0153 |
1.2% |
96% |
False |
False |
33,173 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.6% |
0.0152 |
1.2% |
97% |
False |
False |
26,588 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
16.6% |
0.0133 |
1.1% |
97% |
False |
False |
22,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2808 |
|
2.618 |
1.2667 |
|
1.618 |
1.2581 |
|
1.000 |
1.2528 |
|
0.618 |
1.2495 |
|
HIGH |
1.2442 |
|
0.618 |
1.2409 |
|
0.500 |
1.2399 |
|
0.382 |
1.2389 |
|
LOW |
1.2356 |
|
0.618 |
1.2303 |
|
1.000 |
1.2270 |
|
1.618 |
1.2217 |
|
2.618 |
1.2131 |
|
4.250 |
1.1991 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2413 |
1.2400 |
| PP |
1.2406 |
1.2380 |
| S1 |
1.2399 |
1.2360 |
|