CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1950 |
1.2063 |
0.0113 |
0.9% |
1.2044 |
| High |
1.2069 |
1.2148 |
0.0079 |
0.7% |
1.2152 |
| Low |
1.1925 |
1.2020 |
0.0095 |
0.8% |
1.1927 |
| Close |
1.2061 |
1.2057 |
-0.0004 |
0.0% |
1.1947 |
| Range |
0.0144 |
0.0128 |
-0.0016 |
-11.1% |
0.0225 |
| ATR |
0.0126 |
0.0127 |
0.0000 |
0.1% |
0.0000 |
| Volume |
91,343 |
114,064 |
22,721 |
24.9% |
375,096 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2386 |
1.2127 |
|
| R3 |
1.2331 |
1.2258 |
1.2092 |
|
| R2 |
1.2203 |
1.2203 |
1.2080 |
|
| R1 |
1.2130 |
1.2130 |
1.2069 |
1.2103 |
| PP |
1.2075 |
1.2075 |
1.2075 |
1.2061 |
| S1 |
1.2002 |
1.2002 |
1.2045 |
1.1975 |
| S2 |
1.1947 |
1.1947 |
1.2034 |
|
| S3 |
1.1819 |
1.1874 |
1.2022 |
|
| S4 |
1.1691 |
1.1746 |
1.1987 |
|
|
| 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 |
1.2148 |
1.1925 |
0.0223 |
1.8% |
0.0115 |
1.0% |
59% |
True |
False |
88,304 |
| 10 |
1.2277 |
1.1920 |
0.0357 |
3.0% |
0.0132 |
1.1% |
38% |
False |
False |
97,353 |
| 20 |
1.2414 |
1.1920 |
0.0494 |
4.1% |
0.0129 |
1.1% |
28% |
False |
False |
94,315 |
| 40 |
1.2462 |
1.1861 |
0.0601 |
5.0% |
0.0128 |
1.1% |
33% |
False |
False |
89,913 |
| 60 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0131 |
1.1% |
32% |
False |
False |
77,230 |
| 80 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0141 |
1.2% |
67% |
False |
False |
58,115 |
| 100 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0145 |
1.2% |
73% |
False |
False |
46,560 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0148 |
1.2% |
80% |
False |
False |
38,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2692 |
|
2.618 |
1.2483 |
|
1.618 |
1.2355 |
|
1.000 |
1.2276 |
|
0.618 |
1.2227 |
|
HIGH |
1.2148 |
|
0.618 |
1.2099 |
|
0.500 |
1.2084 |
|
0.382 |
1.2069 |
|
LOW |
1.2020 |
|
0.618 |
1.1941 |
|
1.000 |
1.1892 |
|
1.618 |
1.1813 |
|
2.618 |
1.1685 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2084 |
1.2050 |
| PP |
1.2075 |
1.2043 |
| S1 |
1.2066 |
1.2037 |
|