CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1844 |
1.1928 |
0.0084 |
0.7% |
1.2043 |
| High |
1.1939 |
1.2114 |
0.0175 |
1.5% |
1.2114 |
| Low |
1.1833 |
1.1909 |
0.0076 |
0.6% |
1.1803 |
| Close |
1.1911 |
1.2033 |
0.0122 |
1.0% |
1.2033 |
| Range |
0.0106 |
0.0205 |
0.0099 |
93.4% |
0.0311 |
| ATR |
0.0122 |
0.0128 |
0.0006 |
4.8% |
0.0000 |
| Volume |
173,015 |
45,262 |
-127,753 |
-73.8% |
742,880 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2538 |
1.2146 |
|
| R3 |
1.2429 |
1.2333 |
1.2089 |
|
| R2 |
1.2224 |
1.2224 |
1.2071 |
|
| R1 |
1.2128 |
1.2128 |
1.2052 |
1.2176 |
| PP |
1.2019 |
1.2019 |
1.2019 |
1.2043 |
| S1 |
1.1923 |
1.1923 |
1.2014 |
1.1971 |
| S2 |
1.1814 |
1.1814 |
1.1995 |
|
| S3 |
1.1609 |
1.1718 |
1.1977 |
|
| S4 |
1.1404 |
1.1513 |
1.1920 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2786 |
1.2204 |
|
| R3 |
1.2605 |
1.2475 |
1.2119 |
|
| R2 |
1.2294 |
1.2294 |
1.2090 |
|
| R1 |
1.2164 |
1.2164 |
1.2062 |
1.2074 |
| PP |
1.1983 |
1.1983 |
1.1983 |
1.1938 |
| S1 |
1.1853 |
1.1853 |
1.2004 |
1.1763 |
| S2 |
1.1672 |
1.1672 |
1.1976 |
|
| S3 |
1.1361 |
1.1542 |
1.1947 |
|
| S4 |
1.1050 |
1.1231 |
1.1862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2114 |
1.1803 |
0.0311 |
2.6% |
0.0134 |
1.1% |
74% |
True |
False |
148,576 |
| 10 |
1.2148 |
1.1803 |
0.0345 |
2.9% |
0.0128 |
1.1% |
67% |
False |
False |
126,568 |
| 20 |
1.2277 |
1.1803 |
0.0474 |
3.9% |
0.0128 |
1.1% |
49% |
False |
False |
108,135 |
| 40 |
1.2462 |
1.1803 |
0.0659 |
5.5% |
0.0124 |
1.0% |
35% |
False |
False |
98,732 |
| 60 |
1.2479 |
1.1803 |
0.0676 |
5.6% |
0.0129 |
1.1% |
34% |
False |
False |
93,221 |
| 80 |
1.2479 |
1.1756 |
0.0723 |
6.0% |
0.0132 |
1.1% |
38% |
False |
False |
71,324 |
| 100 |
1.2479 |
1.1098 |
0.1381 |
11.5% |
0.0139 |
1.2% |
68% |
False |
False |
57,122 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.2% |
0.0153 |
1.3% |
78% |
False |
False |
47,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2985 |
|
2.618 |
1.2651 |
|
1.618 |
1.2446 |
|
1.000 |
1.2319 |
|
0.618 |
1.2241 |
|
HIGH |
1.2114 |
|
0.618 |
1.2036 |
|
0.500 |
1.2012 |
|
0.382 |
1.1987 |
|
LOW |
1.1909 |
|
0.618 |
1.1782 |
|
1.000 |
1.1704 |
|
1.618 |
1.1577 |
|
2.618 |
1.1372 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2026 |
1.2008 |
| PP |
1.2019 |
1.1983 |
| S1 |
1.2012 |
1.1959 |
|