CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2412 |
1.2422 |
0.0010 |
0.1% |
1.2416 |
| High |
1.2442 |
1.2432 |
-0.0010 |
-0.1% |
1.2462 |
| Low |
1.2356 |
1.2356 |
0.0000 |
0.0% |
1.2277 |
| Close |
1.2420 |
1.2405 |
-0.0015 |
-0.1% |
1.2405 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0185 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
67,627 |
55,486 |
-12,141 |
-18.0% |
341,600 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2626 |
1.2591 |
1.2447 |
|
| R3 |
1.2550 |
1.2515 |
1.2426 |
|
| R2 |
1.2474 |
1.2474 |
1.2419 |
|
| R1 |
1.2439 |
1.2439 |
1.2412 |
1.2419 |
| PP |
1.2398 |
1.2398 |
1.2398 |
1.2387 |
| S1 |
1.2363 |
1.2363 |
1.2398 |
1.2343 |
| S2 |
1.2322 |
1.2322 |
1.2391 |
|
| S3 |
1.2246 |
1.2287 |
1.2384 |
|
| S4 |
1.2170 |
1.2211 |
1.2363 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2856 |
1.2507 |
|
| R3 |
1.2751 |
1.2671 |
1.2456 |
|
| R2 |
1.2566 |
1.2566 |
1.2439 |
|
| R1 |
1.2486 |
1.2486 |
1.2422 |
1.2434 |
| PP |
1.2381 |
1.2381 |
1.2381 |
1.2355 |
| S1 |
1.2301 |
1.2301 |
1.2388 |
1.2249 |
| S2 |
1.2196 |
1.2196 |
1.2371 |
|
| S3 |
1.2011 |
1.2116 |
1.2354 |
|
| S4 |
1.1826 |
1.1931 |
1.2303 |
|
|
| 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% |
0.0111 |
0.9% |
69% |
False |
False |
68,320 |
| 10 |
1.2462 |
1.2167 |
0.0295 |
2.4% |
0.0113 |
0.9% |
81% |
False |
False |
80,553 |
| 20 |
1.2462 |
1.1861 |
0.0601 |
4.8% |
0.0127 |
1.0% |
91% |
False |
False |
85,099 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.0% |
0.0135 |
1.1% |
88% |
False |
False |
67,208 |
| 60 |
1.2479 |
1.1190 |
0.1289 |
10.4% |
0.0146 |
1.2% |
94% |
False |
False |
45,031 |
| 80 |
1.2479 |
1.0943 |
0.1536 |
12.4% |
0.0151 |
1.2% |
95% |
False |
False |
33,859 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.6% |
0.0152 |
1.2% |
96% |
False |
False |
27,143 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
16.6% |
0.0133 |
1.1% |
96% |
False |
False |
22,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2755 |
|
2.618 |
1.2631 |
|
1.618 |
1.2555 |
|
1.000 |
1.2508 |
|
0.618 |
1.2479 |
|
HIGH |
1.2432 |
|
0.618 |
1.2403 |
|
0.500 |
1.2394 |
|
0.382 |
1.2385 |
|
LOW |
1.2356 |
|
0.618 |
1.2309 |
|
1.000 |
1.2280 |
|
1.618 |
1.2233 |
|
2.618 |
1.2157 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2401 |
1.2393 |
| PP |
1.2398 |
1.2381 |
| S1 |
1.2394 |
1.2370 |
|