CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1974 |
1.2166 |
0.0192 |
1.6% |
1.2083 |
| High |
1.2167 |
1.2236 |
0.0069 |
0.6% |
1.2167 |
| Low |
1.1966 |
1.2124 |
0.0158 |
1.3% |
1.1870 |
| Close |
1.2086 |
1.2236 |
0.0150 |
1.2% |
1.2086 |
| Range |
0.0201 |
0.0112 |
-0.0089 |
-44.3% |
0.0297 |
| ATR |
0.0087 |
0.0091 |
0.0005 |
5.2% |
0.0000 |
| Volume |
563 |
74 |
-489 |
-86.9% |
1,608 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2535 |
1.2497 |
1.2298 |
|
| R3 |
1.2423 |
1.2385 |
1.2267 |
|
| R2 |
1.2311 |
1.2311 |
1.2257 |
|
| R1 |
1.2273 |
1.2273 |
1.2246 |
1.2292 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2208 |
| S1 |
1.2161 |
1.2161 |
1.2226 |
1.2180 |
| S2 |
1.2087 |
1.2087 |
1.2215 |
|
| S3 |
1.1975 |
1.2049 |
1.2205 |
|
| S4 |
1.1863 |
1.1937 |
1.2174 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2806 |
1.2249 |
|
| R3 |
1.2635 |
1.2509 |
1.2168 |
|
| R2 |
1.2338 |
1.2338 |
1.2140 |
|
| R1 |
1.2212 |
1.2212 |
1.2113 |
1.2275 |
| PP |
1.2041 |
1.2041 |
1.2041 |
1.2073 |
| S1 |
1.1915 |
1.1915 |
1.2059 |
1.1978 |
| S2 |
1.1744 |
1.1744 |
1.2032 |
|
| S3 |
1.1447 |
1.1618 |
1.2004 |
|
| S4 |
1.1150 |
1.1321 |
1.1923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0116 |
0.9% |
100% |
True |
False |
324 |
| 10 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0073 |
0.6% |
100% |
True |
False |
215 |
| 20 |
1.2238 |
1.1870 |
0.0368 |
3.0% |
0.0062 |
0.5% |
99% |
False |
False |
116 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0045 |
0.4% |
61% |
False |
False |
58 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0044 |
0.4% |
61% |
False |
False |
39 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0042 |
0.3% |
60% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2712 |
|
2.618 |
1.2529 |
|
1.618 |
1.2417 |
|
1.000 |
1.2348 |
|
0.618 |
1.2305 |
|
HIGH |
1.2236 |
|
0.618 |
1.2193 |
|
0.500 |
1.2180 |
|
0.382 |
1.2167 |
|
LOW |
1.2124 |
|
0.618 |
1.2055 |
|
1.000 |
1.2012 |
|
1.618 |
1.1943 |
|
2.618 |
1.1831 |
|
4.250 |
1.1648 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2217 |
1.2181 |
| PP |
1.2199 |
1.2126 |
| S1 |
1.2180 |
1.2071 |
|