CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1980 |
1.2058 |
0.0078 |
0.7% |
1.1973 |
| High |
1.2076 |
1.2076 |
0.0000 |
0.0% |
1.2165 |
| Low |
1.1976 |
1.2021 |
0.0045 |
0.4% |
1.1948 |
| Close |
1.2073 |
1.2043 |
-0.0030 |
-0.2% |
1.2073 |
| Range |
0.0100 |
0.0055 |
-0.0045 |
-45.0% |
0.0217 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
18,482 |
42,655 |
24,173 |
130.8% |
37,464 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2212 |
1.2182 |
1.2073 |
|
| R3 |
1.2157 |
1.2127 |
1.2058 |
|
| R2 |
1.2102 |
1.2102 |
1.2053 |
|
| R1 |
1.2072 |
1.2072 |
1.2048 |
1.2060 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2040 |
| S1 |
1.2017 |
1.2017 |
1.2038 |
1.2005 |
| S2 |
1.1992 |
1.1992 |
1.2033 |
|
| S3 |
1.1937 |
1.1962 |
1.2028 |
|
| S4 |
1.1882 |
1.1907 |
1.2013 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2610 |
1.2192 |
|
| R3 |
1.2496 |
1.2393 |
1.2133 |
|
| R2 |
1.2279 |
1.2279 |
1.2113 |
|
| R1 |
1.2176 |
1.2176 |
1.2093 |
1.2228 |
| PP |
1.2062 |
1.2062 |
1.2062 |
1.2088 |
| S1 |
1.1959 |
1.1959 |
1.2053 |
1.2011 |
| S2 |
1.1845 |
1.1845 |
1.2033 |
|
| S3 |
1.1628 |
1.1742 |
1.2013 |
|
| S4 |
1.1411 |
1.1525 |
1.1954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2165 |
1.1948 |
0.0217 |
1.8% |
0.0100 |
0.8% |
44% |
False |
False |
15,750 |
| 10 |
1.2171 |
1.1948 |
0.0223 |
1.9% |
0.0106 |
0.9% |
43% |
False |
False |
8,118 |
| 20 |
1.2263 |
1.1948 |
0.0315 |
2.6% |
0.0102 |
0.8% |
30% |
False |
False |
4,349 |
| 40 |
1.2465 |
1.1887 |
0.0578 |
4.8% |
0.0099 |
0.8% |
27% |
False |
False |
2,259 |
| 60 |
1.2488 |
1.1887 |
0.0601 |
5.0% |
0.0094 |
0.8% |
26% |
False |
False |
1,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2310 |
|
2.618 |
1.2220 |
|
1.618 |
1.2165 |
|
1.000 |
1.2131 |
|
0.618 |
1.2110 |
|
HIGH |
1.2076 |
|
0.618 |
1.2055 |
|
0.500 |
1.2049 |
|
0.382 |
1.2042 |
|
LOW |
1.2021 |
|
0.618 |
1.1987 |
|
1.000 |
1.1966 |
|
1.618 |
1.1932 |
|
2.618 |
1.1877 |
|
4.250 |
1.1787 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2049 |
1.2033 |
| PP |
1.2047 |
1.2022 |
| S1 |
1.2045 |
1.2012 |
|