CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.2110 |
0.0155 |
1.3% |
1.2058 |
| High |
1.2145 |
1.2227 |
0.0082 |
0.7% |
1.2145 |
| Low |
1.1937 |
1.2068 |
0.0131 |
1.1% |
1.1828 |
| Close |
1.2061 |
1.2224 |
0.0163 |
1.4% |
1.2061 |
| Range |
0.0208 |
0.0159 |
-0.0049 |
-23.6% |
0.0317 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.9% |
0.0000 |
| Volume |
177,562 |
150,309 |
-27,253 |
-15.3% |
547,696 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2650 |
1.2596 |
1.2311 |
|
| R3 |
1.2491 |
1.2437 |
1.2268 |
|
| R2 |
1.2332 |
1.2332 |
1.2253 |
|
| R1 |
1.2278 |
1.2278 |
1.2239 |
1.2305 |
| PP |
1.2173 |
1.2173 |
1.2173 |
1.2187 |
| S1 |
1.2119 |
1.2119 |
1.2209 |
1.2146 |
| S2 |
1.2014 |
1.2014 |
1.2195 |
|
| S3 |
1.1855 |
1.1960 |
1.2180 |
|
| S4 |
1.1696 |
1.1801 |
1.2137 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2829 |
1.2235 |
|
| R3 |
1.2645 |
1.2512 |
1.2148 |
|
| R2 |
1.2328 |
1.2328 |
1.2119 |
|
| R1 |
1.2195 |
1.2195 |
1.2090 |
1.2262 |
| PP |
1.2011 |
1.2011 |
1.2011 |
1.2045 |
| S1 |
1.1878 |
1.1878 |
1.2032 |
1.1945 |
| S2 |
1.1694 |
1.1694 |
1.2003 |
|
| S3 |
1.1377 |
1.1561 |
1.1974 |
|
| S4 |
1.1060 |
1.1244 |
1.1887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2227 |
1.1828 |
0.0399 |
3.3% |
0.0155 |
1.3% |
99% |
True |
False |
131,070 |
| 10 |
1.2227 |
1.1828 |
0.0399 |
3.3% |
0.0128 |
1.0% |
99% |
True |
False |
73,410 |
| 20 |
1.2263 |
1.1828 |
0.0435 |
3.6% |
0.0121 |
1.0% |
91% |
False |
False |
36,930 |
| 40 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0104 |
0.9% |
62% |
False |
False |
18,626 |
| 60 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0104 |
0.8% |
60% |
False |
False |
12,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2903 |
|
2.618 |
1.2643 |
|
1.618 |
1.2484 |
|
1.000 |
1.2386 |
|
0.618 |
1.2325 |
|
HIGH |
1.2227 |
|
0.618 |
1.2166 |
|
0.500 |
1.2148 |
|
0.382 |
1.2129 |
|
LOW |
1.2068 |
|
0.618 |
1.1970 |
|
1.000 |
1.1909 |
|
1.618 |
1.1811 |
|
2.618 |
1.1652 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2199 |
1.2164 |
| PP |
1.2173 |
1.2104 |
| S1 |
1.2148 |
1.2044 |
|