CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2226 |
1.2306 |
0.0080 |
0.7% |
1.2110 |
| High |
1.2313 |
1.2308 |
-0.0005 |
0.0% |
1.2250 |
| Low |
1.2191 |
1.2204 |
0.0013 |
0.1% |
1.2036 |
| Close |
1.2307 |
1.2241 |
-0.0066 |
-0.5% |
1.2223 |
| Range |
0.0122 |
0.0104 |
-0.0018 |
-14.8% |
0.0214 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
95,390 |
82,446 |
-12,944 |
-13.6% |
618,566 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2563 |
1.2506 |
1.2298 |
|
| R3 |
1.2459 |
1.2402 |
1.2270 |
|
| R2 |
1.2355 |
1.2355 |
1.2260 |
|
| R1 |
1.2298 |
1.2298 |
1.2251 |
1.2275 |
| PP |
1.2251 |
1.2251 |
1.2251 |
1.2239 |
| S1 |
1.2194 |
1.2194 |
1.2231 |
1.2171 |
| S2 |
1.2147 |
1.2147 |
1.2222 |
|
| S3 |
1.2043 |
1.2090 |
1.2212 |
|
| S4 |
1.1939 |
1.1986 |
1.2184 |
|
|
| 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 |
1.2313 |
1.2036 |
0.0277 |
2.3% |
0.0120 |
1.0% |
74% |
False |
False |
104,002 |
| 10 |
1.2313 |
1.1828 |
0.0485 |
4.0% |
0.0122 |
1.0% |
85% |
False |
False |
122,997 |
| 20 |
1.2313 |
1.1828 |
0.0485 |
4.0% |
0.0119 |
1.0% |
85% |
False |
False |
69,111 |
| 40 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0111 |
0.9% |
65% |
False |
False |
34,759 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0103 |
0.8% |
65% |
False |
False |
23,206 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0097 |
0.8% |
63% |
False |
False |
17,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2580 |
|
1.618 |
1.2476 |
|
1.000 |
1.2412 |
|
0.618 |
1.2372 |
|
HIGH |
1.2308 |
|
0.618 |
1.2268 |
|
0.500 |
1.2256 |
|
0.382 |
1.2244 |
|
LOW |
1.2204 |
|
0.618 |
1.2140 |
|
1.000 |
1.2100 |
|
1.618 |
1.2036 |
|
2.618 |
1.1932 |
|
4.250 |
1.1762 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2234 |
| PP |
1.2251 |
1.2227 |
| S1 |
1.2246 |
1.2221 |
|