CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2091 |
1.2135 |
0.0044 |
0.4% |
1.2110 |
| High |
1.2154 |
1.2226 |
0.0072 |
0.6% |
1.2250 |
| Low |
1.2052 |
1.2128 |
0.0076 |
0.6% |
1.2036 |
| Close |
1.2148 |
1.2223 |
0.0075 |
0.6% |
1.2223 |
| Range |
0.0102 |
0.0098 |
-0.0004 |
-3.9% |
0.0214 |
| ATR |
0.0121 |
0.0120 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
110,008 |
86,252 |
-23,756 |
-21.6% |
618,566 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2453 |
1.2277 |
|
| R3 |
1.2388 |
1.2355 |
1.2250 |
|
| R2 |
1.2290 |
1.2290 |
1.2241 |
|
| R1 |
1.2257 |
1.2257 |
1.2232 |
1.2274 |
| PP |
1.2192 |
1.2192 |
1.2192 |
1.2201 |
| S1 |
1.2159 |
1.2159 |
1.2214 |
1.2176 |
| S2 |
1.2094 |
1.2094 |
1.2205 |
|
| S3 |
1.1996 |
1.2061 |
1.2196 |
|
| S4 |
1.1898 |
1.1963 |
1.2169 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2731 |
1.2341 |
|
| R3 |
1.2598 |
1.2517 |
1.2282 |
|
| R2 |
1.2384 |
1.2384 |
1.2262 |
|
| R1 |
1.2303 |
1.2303 |
1.2243 |
1.2344 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2190 |
| S1 |
1.2089 |
1.2089 |
1.2203 |
1.2130 |
| S2 |
1.1956 |
1.1956 |
1.2184 |
|
| S3 |
1.1742 |
1.1875 |
1.2164 |
|
| S4 |
1.1528 |
1.1661 |
1.2105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2250 |
1.2036 |
0.0214 |
1.8% |
0.0125 |
1.0% |
87% |
False |
False |
123,713 |
| 10 |
1.2250 |
1.1828 |
0.0422 |
3.5% |
0.0129 |
1.1% |
94% |
False |
False |
116,626 |
| 20 |
1.2250 |
1.1828 |
0.0422 |
3.5% |
0.0121 |
1.0% |
94% |
False |
False |
60,254 |
| 40 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0109 |
0.9% |
62% |
False |
False |
30,317 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0102 |
0.8% |
62% |
False |
False |
20,245 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0095 |
0.8% |
60% |
False |
False |
15,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2643 |
|
2.618 |
1.2483 |
|
1.618 |
1.2385 |
|
1.000 |
1.2324 |
|
0.618 |
1.2287 |
|
HIGH |
1.2226 |
|
0.618 |
1.2189 |
|
0.500 |
1.2177 |
|
0.382 |
1.2165 |
|
LOW |
1.2128 |
|
0.618 |
1.2067 |
|
1.000 |
1.2030 |
|
1.618 |
1.1969 |
|
2.618 |
1.1871 |
|
4.250 |
1.1712 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2208 |
1.2192 |
| PP |
1.2192 |
1.2162 |
| S1 |
1.2177 |
1.2131 |
|