CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2306 |
1.2246 |
-0.0060 |
-0.5% |
1.2110 |
| High |
1.2308 |
1.2358 |
0.0050 |
0.4% |
1.2250 |
| Low |
1.2204 |
1.2233 |
0.0029 |
0.2% |
1.2036 |
| Close |
1.2241 |
1.2325 |
0.0084 |
0.7% |
1.2223 |
| Range |
0.0104 |
0.0125 |
0.0021 |
20.2% |
0.0214 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.4% |
0.0000 |
| Volume |
82,446 |
107,842 |
25,396 |
30.8% |
618,566 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2680 |
1.2628 |
1.2394 |
|
| R3 |
1.2555 |
1.2503 |
1.2359 |
|
| R2 |
1.2430 |
1.2430 |
1.2348 |
|
| R1 |
1.2378 |
1.2378 |
1.2336 |
1.2404 |
| PP |
1.2305 |
1.2305 |
1.2305 |
1.2319 |
| S1 |
1.2253 |
1.2253 |
1.2314 |
1.2279 |
| S2 |
1.2180 |
1.2180 |
1.2302 |
|
| S3 |
1.2055 |
1.2128 |
1.2291 |
|
| S4 |
1.1930 |
1.2003 |
1.2256 |
|
|
| 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 |
1.2358 |
1.2052 |
0.0306 |
2.5% |
0.0110 |
0.9% |
89% |
True |
False |
96,387 |
| 10 |
1.2358 |
1.1861 |
0.0497 |
4.0% |
0.0129 |
1.0% |
93% |
True |
False |
121,592 |
| 20 |
1.2358 |
1.1828 |
0.0530 |
4.3% |
0.0120 |
1.0% |
94% |
True |
False |
74,494 |
| 40 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0111 |
0.9% |
78% |
False |
False |
37,453 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0104 |
0.8% |
78% |
False |
False |
25,002 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0097 |
0.8% |
75% |
False |
False |
18,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2889 |
|
2.618 |
1.2685 |
|
1.618 |
1.2560 |
|
1.000 |
1.2483 |
|
0.618 |
1.2435 |
|
HIGH |
1.2358 |
|
0.618 |
1.2310 |
|
0.500 |
1.2296 |
|
0.382 |
1.2281 |
|
LOW |
1.2233 |
|
0.618 |
1.2156 |
|
1.000 |
1.2108 |
|
1.618 |
1.2031 |
|
2.618 |
1.1906 |
|
4.250 |
1.1702 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2315 |
1.2308 |
| PP |
1.2305 |
1.2291 |
| S1 |
1.2296 |
1.2275 |
|