CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1991 |
1.2044 |
0.0053 |
0.4% |
1.2059 |
| High |
1.2054 |
1.2152 |
0.0098 |
0.8% |
1.2277 |
| Low |
1.1920 |
1.1990 |
0.0070 |
0.6% |
1.1920 |
| Close |
1.2051 |
1.2112 |
0.0061 |
0.5% |
1.2051 |
| Range |
0.0134 |
0.0162 |
0.0028 |
20.9% |
0.0357 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.8% |
0.0000 |
| Volume |
87,857 |
138,982 |
51,125 |
58.2% |
450,312 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2503 |
1.2201 |
|
| R3 |
1.2409 |
1.2341 |
1.2157 |
|
| R2 |
1.2247 |
1.2247 |
1.2142 |
|
| R1 |
1.2179 |
1.2179 |
1.2127 |
1.2213 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2102 |
| S1 |
1.2017 |
1.2017 |
1.2097 |
1.2051 |
| S2 |
1.1923 |
1.1923 |
1.2082 |
|
| S3 |
1.1761 |
1.1855 |
1.2067 |
|
| S4 |
1.1599 |
1.1693 |
1.2023 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3154 |
1.2959 |
1.2247 |
|
| R3 |
1.2797 |
1.2602 |
1.2149 |
|
| R2 |
1.2440 |
1.2440 |
1.2116 |
|
| R1 |
1.2245 |
1.2245 |
1.2084 |
1.2164 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2042 |
| S1 |
1.1888 |
1.1888 |
1.2018 |
1.1807 |
| S2 |
1.1726 |
1.1726 |
1.1986 |
|
| S3 |
1.1369 |
1.1531 |
1.1953 |
|
| S4 |
1.1012 |
1.1174 |
1.1855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2277 |
1.1920 |
0.0357 |
2.9% |
0.0150 |
1.2% |
54% |
False |
False |
106,403 |
| 10 |
1.2277 |
1.1920 |
0.0357 |
2.9% |
0.0131 |
1.1% |
54% |
False |
False |
90,998 |
| 20 |
1.2442 |
1.1920 |
0.0522 |
4.3% |
0.0126 |
1.0% |
37% |
False |
False |
89,024 |
| 40 |
1.2462 |
1.1861 |
0.0601 |
5.0% |
0.0127 |
1.0% |
42% |
False |
False |
86,410 |
| 60 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0134 |
1.1% |
41% |
False |
False |
70,035 |
| 80 |
1.2479 |
1.1190 |
0.1289 |
10.6% |
0.0142 |
1.2% |
72% |
False |
False |
52,606 |
| 100 |
1.2479 |
1.0555 |
0.1924 |
15.9% |
0.0153 |
1.3% |
81% |
False |
False |
42,164 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0145 |
1.2% |
82% |
False |
False |
35,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2841 |
|
2.618 |
1.2576 |
|
1.618 |
1.2414 |
|
1.000 |
1.2314 |
|
0.618 |
1.2252 |
|
HIGH |
1.2152 |
|
0.618 |
1.2090 |
|
0.500 |
1.2071 |
|
0.382 |
1.2052 |
|
LOW |
1.1990 |
|
0.618 |
1.1890 |
|
1.000 |
1.1828 |
|
1.618 |
1.1728 |
|
2.618 |
1.1566 |
|
4.250 |
1.1302 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2098 |
1.2087 |
| PP |
1.2085 |
1.2061 |
| S1 |
1.2071 |
1.2036 |
|