CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2160 |
-0.0039 |
-0.3% |
1.2083 |
| High |
1.2219 |
1.2160 |
-0.0059 |
-0.5% |
1.2167 |
| Low |
1.2182 |
1.2063 |
-0.0119 |
-1.0% |
1.1870 |
| Close |
1.2214 |
1.2109 |
-0.0105 |
-0.9% |
1.2086 |
| Range |
0.0037 |
0.0097 |
0.0060 |
162.2% |
0.0297 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
5.0% |
0.0000 |
| Volume |
72 |
354 |
282 |
391.7% |
1,608 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2352 |
1.2162 |
|
| R3 |
1.2305 |
1.2255 |
1.2136 |
|
| R2 |
1.2208 |
1.2208 |
1.2127 |
|
| R1 |
1.2158 |
1.2158 |
1.2118 |
1.2135 |
| PP |
1.2111 |
1.2111 |
1.2111 |
1.2099 |
| S1 |
1.2061 |
1.2061 |
1.2100 |
1.2038 |
| S2 |
1.2014 |
1.2014 |
1.2091 |
|
| S3 |
1.1917 |
1.1964 |
1.2082 |
|
| S4 |
1.1820 |
1.1867 |
1.2056 |
|
|
| 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 |
1.1905 |
0.0331 |
2.7% |
0.0105 |
0.9% |
62% |
False |
False |
259 |
| 10 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0079 |
0.6% |
65% |
False |
False |
215 |
| 20 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0065 |
0.5% |
65% |
False |
False |
137 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0046 |
0.4% |
40% |
False |
False |
69 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0046 |
0.4% |
40% |
False |
False |
46 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.1% |
0.0042 |
0.4% |
39% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2572 |
|
2.618 |
1.2414 |
|
1.618 |
1.2317 |
|
1.000 |
1.2257 |
|
0.618 |
1.2220 |
|
HIGH |
1.2160 |
|
0.618 |
1.2123 |
|
0.500 |
1.2112 |
|
0.382 |
1.2100 |
|
LOW |
1.2063 |
|
0.618 |
1.2003 |
|
1.000 |
1.1966 |
|
1.618 |
1.1906 |
|
2.618 |
1.1809 |
|
4.250 |
1.1651 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2112 |
1.2150 |
| PP |
1.2111 |
1.2136 |
| S1 |
1.2110 |
1.2123 |
|