CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2335 |
1.2412 |
0.0077 |
0.6% |
1.2260 |
| High |
1.2414 |
1.2442 |
0.0028 |
0.2% |
1.2442 |
| Low |
1.2314 |
1.2344 |
0.0030 |
0.2% |
1.2241 |
| Close |
1.2413 |
1.2355 |
-0.0058 |
-0.5% |
1.2355 |
| Range |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0201 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
76,958 |
96,172 |
19,214 |
25.0% |
376,108 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2674 |
1.2613 |
1.2409 |
|
| R3 |
1.2576 |
1.2515 |
1.2382 |
|
| R2 |
1.2478 |
1.2478 |
1.2373 |
|
| R1 |
1.2417 |
1.2417 |
1.2364 |
1.2399 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2371 |
| S1 |
1.2319 |
1.2319 |
1.2346 |
1.2301 |
| S2 |
1.2282 |
1.2282 |
1.2337 |
|
| S3 |
1.2184 |
1.2221 |
1.2328 |
|
| S4 |
1.2086 |
1.2123 |
1.2301 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2853 |
1.2466 |
|
| R3 |
1.2748 |
1.2652 |
1.2410 |
|
| R2 |
1.2547 |
1.2547 |
1.2392 |
|
| R1 |
1.2451 |
1.2451 |
1.2373 |
1.2499 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2370 |
| S1 |
1.2250 |
1.2250 |
1.2337 |
1.2298 |
| S2 |
1.2145 |
1.2145 |
1.2318 |
|
| S3 |
1.1944 |
1.2049 |
1.2300 |
|
| S4 |
1.1743 |
1.1848 |
1.2244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2442 |
1.2241 |
0.0201 |
1.6% |
0.0080 |
0.6% |
57% |
True |
False |
75,221 |
| 10 |
1.2442 |
1.2191 |
0.0251 |
2.0% |
0.0094 |
0.8% |
65% |
True |
False |
83,954 |
| 20 |
1.2442 |
1.1828 |
0.0614 |
5.0% |
0.0112 |
0.9% |
86% |
True |
False |
100,290 |
| 40 |
1.2442 |
1.1828 |
0.0614 |
5.0% |
0.0111 |
0.9% |
86% |
True |
False |
51,258 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0105 |
0.9% |
83% |
False |
False |
34,232 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.3% |
0.0098 |
0.8% |
80% |
False |
False |
25,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2859 |
|
2.618 |
1.2699 |
|
1.618 |
1.2601 |
|
1.000 |
1.2540 |
|
0.618 |
1.2503 |
|
HIGH |
1.2442 |
|
0.618 |
1.2405 |
|
0.500 |
1.2393 |
|
0.382 |
1.2381 |
|
LOW |
1.2344 |
|
0.618 |
1.2283 |
|
1.000 |
1.2246 |
|
1.618 |
1.2185 |
|
2.618 |
1.2087 |
|
4.250 |
1.1928 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2393 |
1.2378 |
| PP |
1.2380 |
1.2370 |
| S1 |
1.2368 |
1.2363 |
|