CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2295 |
1.2307 |
0.0012 |
0.1% |
1.2226 |
| High |
1.2366 |
1.2312 |
-0.0054 |
-0.4% |
1.2366 |
| Low |
1.2282 |
1.2211 |
-0.0071 |
-0.6% |
1.2191 |
| Close |
1.2298 |
1.2248 |
-0.0050 |
-0.4% |
1.2248 |
| Range |
0.0084 |
0.0101 |
0.0017 |
20.2% |
0.0175 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
96,196 |
81,560 |
-14,636 |
-15.2% |
463,434 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2505 |
1.2304 |
|
| R3 |
1.2459 |
1.2404 |
1.2276 |
|
| R2 |
1.2358 |
1.2358 |
1.2267 |
|
| R1 |
1.2303 |
1.2303 |
1.2257 |
1.2280 |
| PP |
1.2257 |
1.2257 |
1.2257 |
1.2246 |
| S1 |
1.2202 |
1.2202 |
1.2239 |
1.2179 |
| S2 |
1.2156 |
1.2156 |
1.2229 |
|
| S3 |
1.2055 |
1.2101 |
1.2220 |
|
| S4 |
1.1954 |
1.2000 |
1.2192 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2696 |
1.2344 |
|
| R3 |
1.2618 |
1.2521 |
1.2296 |
|
| R2 |
1.2443 |
1.2443 |
1.2280 |
|
| R1 |
1.2346 |
1.2346 |
1.2264 |
1.2395 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2293 |
| S1 |
1.2171 |
1.2171 |
1.2232 |
1.2220 |
| S2 |
1.2093 |
1.2093 |
1.2216 |
|
| S3 |
1.1918 |
1.1996 |
1.2200 |
|
| S4 |
1.1743 |
1.1821 |
1.2152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2366 |
1.2191 |
0.0175 |
1.4% |
0.0107 |
0.9% |
33% |
False |
False |
92,686 |
| 10 |
1.2366 |
1.2036 |
0.0330 |
2.7% |
0.0116 |
0.9% |
64% |
False |
False |
108,200 |
| 20 |
1.2366 |
1.1828 |
0.0538 |
4.4% |
0.0121 |
1.0% |
78% |
False |
False |
83,358 |
| 40 |
1.2453 |
1.1828 |
0.0625 |
5.1% |
0.0112 |
0.9% |
67% |
False |
False |
41,894 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0106 |
0.9% |
66% |
False |
False |
27,965 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0097 |
0.8% |
64% |
False |
False |
21,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2741 |
|
2.618 |
1.2576 |
|
1.618 |
1.2475 |
|
1.000 |
1.2413 |
|
0.618 |
1.2374 |
|
HIGH |
1.2312 |
|
0.618 |
1.2273 |
|
0.500 |
1.2262 |
|
0.382 |
1.2250 |
|
LOW |
1.2211 |
|
0.618 |
1.2149 |
|
1.000 |
1.2110 |
|
1.618 |
1.2048 |
|
2.618 |
1.1947 |
|
4.250 |
1.1782 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2262 |
1.2289 |
| PP |
1.2257 |
1.2275 |
| S1 |
1.2253 |
1.2262 |
|