CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2132 |
-0.0028 |
-0.2% |
1.2083 |
| High |
1.2160 |
1.2165 |
0.0005 |
0.0% |
1.2167 |
| Low |
1.2063 |
1.2092 |
0.0029 |
0.2% |
1.1870 |
| Close |
1.2109 |
1.2165 |
0.0056 |
0.5% |
1.2086 |
| Range |
0.0097 |
0.0073 |
-0.0024 |
-24.7% |
0.0297 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
354 |
525 |
171 |
48.3% |
1,608 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2335 |
1.2205 |
|
| R3 |
1.2287 |
1.2262 |
1.2185 |
|
| R2 |
1.2214 |
1.2214 |
1.2178 |
|
| R1 |
1.2189 |
1.2189 |
1.2172 |
1.2202 |
| PP |
1.2141 |
1.2141 |
1.2141 |
1.2147 |
| S1 |
1.2116 |
1.2116 |
1.2158 |
1.2129 |
| S2 |
1.2068 |
1.2068 |
1.2152 |
|
| S3 |
1.1995 |
1.2043 |
1.2145 |
|
| S4 |
1.1922 |
1.1970 |
1.2125 |
|
|
| 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 |
1.1966 |
0.0270 |
2.2% |
0.0104 |
0.9% |
74% |
False |
False |
317 |
| 10 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0086 |
0.7% |
81% |
False |
False |
263 |
| 20 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0069 |
0.6% |
81% |
False |
False |
164 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0048 |
0.4% |
49% |
False |
False |
82 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0046 |
0.4% |
49% |
False |
False |
55 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0043 |
0.4% |
48% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2475 |
|
2.618 |
1.2356 |
|
1.618 |
1.2283 |
|
1.000 |
1.2238 |
|
0.618 |
1.2210 |
|
HIGH |
1.2165 |
|
0.618 |
1.2137 |
|
0.500 |
1.2129 |
|
0.382 |
1.2120 |
|
LOW |
1.2092 |
|
0.618 |
1.2047 |
|
1.000 |
1.2019 |
|
1.618 |
1.1974 |
|
2.618 |
1.1901 |
|
4.250 |
1.1782 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2153 |
1.2157 |
| PP |
1.2141 |
1.2149 |
| S1 |
1.2129 |
1.2141 |
|