CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2309 |
1.2360 |
0.0051 |
0.4% |
1.2226 |
| High |
1.2370 |
1.2382 |
0.0012 |
0.1% |
1.2366 |
| Low |
1.2302 |
1.2323 |
0.0021 |
0.2% |
1.2191 |
| Close |
1.2358 |
1.2335 |
-0.0023 |
-0.2% |
1.2248 |
| Range |
0.0068 |
0.0059 |
-0.0009 |
-13.2% |
0.0175 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
63,983 |
77,544 |
13,561 |
21.2% |
463,434 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2524 |
1.2488 |
1.2367 |
|
| R3 |
1.2465 |
1.2429 |
1.2351 |
|
| R2 |
1.2406 |
1.2406 |
1.2346 |
|
| R1 |
1.2370 |
1.2370 |
1.2340 |
1.2359 |
| PP |
1.2347 |
1.2347 |
1.2347 |
1.2341 |
| S1 |
1.2311 |
1.2311 |
1.2330 |
1.2300 |
| S2 |
1.2288 |
1.2288 |
1.2324 |
|
| S3 |
1.2229 |
1.2252 |
1.2319 |
|
| S4 |
1.2170 |
1.2193 |
1.2303 |
|
|
| 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 |
1.2382 |
1.2211 |
0.0171 |
1.4% |
0.0078 |
0.6% |
73% |
True |
False |
76,146 |
| 10 |
1.2382 |
1.2052 |
0.0330 |
2.7% |
0.0094 |
0.8% |
86% |
True |
False |
86,267 |
| 20 |
1.2382 |
1.1828 |
0.0554 |
4.5% |
0.0112 |
0.9% |
92% |
True |
False |
93,028 |
| 40 |
1.2436 |
1.1828 |
0.0608 |
4.9% |
0.0112 |
0.9% |
83% |
False |
False |
46,964 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0107 |
0.9% |
80% |
False |
False |
31,347 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0098 |
0.8% |
77% |
False |
False |
23,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2633 |
|
2.618 |
1.2536 |
|
1.618 |
1.2477 |
|
1.000 |
1.2441 |
|
0.618 |
1.2418 |
|
HIGH |
1.2382 |
|
0.618 |
1.2359 |
|
0.500 |
1.2353 |
|
0.382 |
1.2346 |
|
LOW |
1.2323 |
|
0.618 |
1.2287 |
|
1.000 |
1.2264 |
|
1.618 |
1.2228 |
|
2.618 |
1.2169 |
|
4.250 |
1.2072 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2327 |
| PP |
1.2347 |
1.2319 |
| S1 |
1.2341 |
1.2312 |
|