CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2020 |
1.1950 |
-0.0070 |
-0.6% |
1.2044 |
| High |
1.2045 |
1.2069 |
0.0024 |
0.2% |
1.2152 |
| Low |
1.1927 |
1.1925 |
-0.0002 |
0.0% |
1.1927 |
| Close |
1.1947 |
1.2061 |
0.0114 |
1.0% |
1.1947 |
| Range |
0.0118 |
0.0144 |
0.0026 |
22.0% |
0.0225 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
1.1% |
0.0000 |
| Volume |
94,813 |
91,343 |
-3,470 |
-3.7% |
375,096 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2450 |
1.2400 |
1.2140 |
|
| R3 |
1.2306 |
1.2256 |
1.2101 |
|
| R2 |
1.2162 |
1.2162 |
1.2087 |
|
| R1 |
1.2112 |
1.2112 |
1.2074 |
1.2137 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2031 |
| S1 |
1.1968 |
1.1968 |
1.2048 |
1.1993 |
| S2 |
1.1874 |
1.1874 |
1.2035 |
|
| S3 |
1.1730 |
1.1824 |
1.2021 |
|
| S4 |
1.1586 |
1.1680 |
1.1982 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2684 |
1.2540 |
1.2071 |
|
| R3 |
1.2459 |
1.2315 |
1.2009 |
|
| R2 |
1.2234 |
1.2234 |
1.1988 |
|
| R1 |
1.2090 |
1.2090 |
1.1968 |
1.2050 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.1988 |
| S1 |
1.1865 |
1.1865 |
1.1926 |
1.1825 |
| S2 |
1.1784 |
1.1784 |
1.1906 |
|
| S3 |
1.1559 |
1.1640 |
1.1885 |
|
| S4 |
1.1334 |
1.1415 |
1.1823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2152 |
1.1925 |
0.0227 |
1.9% |
0.0122 |
1.0% |
60% |
False |
True |
93,287 |
| 10 |
1.2277 |
1.1920 |
0.0357 |
3.0% |
0.0132 |
1.1% |
39% |
False |
False |
91,675 |
| 20 |
1.2429 |
1.1920 |
0.0509 |
4.2% |
0.0126 |
1.0% |
28% |
False |
False |
91,668 |
| 40 |
1.2462 |
1.1861 |
0.0601 |
5.0% |
0.0127 |
1.0% |
33% |
False |
False |
88,383 |
| 60 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0132 |
1.1% |
32% |
False |
False |
75,361 |
| 80 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0141 |
1.2% |
68% |
False |
False |
56,691 |
| 100 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0146 |
1.2% |
73% |
False |
False |
45,421 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0148 |
1.2% |
80% |
False |
False |
37,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2681 |
|
2.618 |
1.2446 |
|
1.618 |
1.2302 |
|
1.000 |
1.2213 |
|
0.618 |
1.2158 |
|
HIGH |
1.2069 |
|
0.618 |
1.2014 |
|
0.500 |
1.1997 |
|
0.382 |
1.1980 |
|
LOW |
1.1925 |
|
0.618 |
1.1836 |
|
1.000 |
1.1781 |
|
1.618 |
1.1692 |
|
2.618 |
1.1548 |
|
4.250 |
1.1313 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2040 |
1.2041 |
| PP |
1.2018 |
1.2021 |
| S1 |
1.1997 |
1.2002 |
|