CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2246 |
1.2295 |
0.0049 |
0.4% |
1.2110 |
| High |
1.2358 |
1.2366 |
0.0008 |
0.1% |
1.2250 |
| Low |
1.2233 |
1.2282 |
0.0049 |
0.4% |
1.2036 |
| Close |
1.2325 |
1.2298 |
-0.0027 |
-0.2% |
1.2223 |
| Range |
0.0125 |
0.0084 |
-0.0041 |
-32.8% |
0.0214 |
| ATR |
0.0119 |
0.0117 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
107,842 |
96,196 |
-11,646 |
-10.8% |
618,566 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2567 |
1.2517 |
1.2344 |
|
| R3 |
1.2483 |
1.2433 |
1.2321 |
|
| R2 |
1.2399 |
1.2399 |
1.2313 |
|
| R1 |
1.2349 |
1.2349 |
1.2306 |
1.2374 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2328 |
| S1 |
1.2265 |
1.2265 |
1.2290 |
1.2290 |
| S2 |
1.2231 |
1.2231 |
1.2283 |
|
| S3 |
1.2147 |
1.2181 |
1.2275 |
|
| S4 |
1.2063 |
1.2097 |
1.2252 |
|
|
| 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 |
1.2366 |
1.2128 |
0.0238 |
1.9% |
0.0107 |
0.9% |
71% |
True |
False |
93,625 |
| 10 |
1.2366 |
1.1937 |
0.0429 |
3.5% |
0.0127 |
1.0% |
84% |
True |
False |
117,800 |
| 20 |
1.2366 |
1.1828 |
0.0538 |
4.4% |
0.0121 |
1.0% |
87% |
True |
False |
79,296 |
| 40 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0111 |
0.9% |
74% |
False |
False |
39,856 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0104 |
0.8% |
74% |
False |
False |
26,605 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0097 |
0.8% |
71% |
False |
False |
19,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2723 |
|
2.618 |
1.2586 |
|
1.618 |
1.2502 |
|
1.000 |
1.2450 |
|
0.618 |
1.2418 |
|
HIGH |
1.2366 |
|
0.618 |
1.2334 |
|
0.500 |
1.2324 |
|
0.382 |
1.2314 |
|
LOW |
1.2282 |
|
0.618 |
1.2230 |
|
1.000 |
1.2198 |
|
1.618 |
1.2146 |
|
2.618 |
1.2062 |
|
4.250 |
1.1925 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2324 |
1.2294 |
| PP |
1.2315 |
1.2289 |
| S1 |
1.2307 |
1.2285 |
|