CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2132 |
1.2212 |
0.0080 |
0.7% |
1.2166 |
| High |
1.2165 |
1.2236 |
0.0071 |
0.6% |
1.2236 |
| Low |
1.2092 |
1.2157 |
0.0065 |
0.5% |
1.2063 |
| Close |
1.2165 |
1.2235 |
0.0070 |
0.6% |
1.2235 |
| Range |
0.0073 |
0.0079 |
0.0006 |
8.2% |
0.0173 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
525 |
22 |
-503 |
-95.8% |
1,047 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2446 |
1.2420 |
1.2278 |
|
| R3 |
1.2367 |
1.2341 |
1.2257 |
|
| R2 |
1.2288 |
1.2288 |
1.2249 |
|
| R1 |
1.2262 |
1.2262 |
1.2242 |
1.2275 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2216 |
| S1 |
1.2183 |
1.2183 |
1.2228 |
1.2196 |
| S2 |
1.2130 |
1.2130 |
1.2221 |
|
| S3 |
1.2051 |
1.2104 |
1.2213 |
|
| S4 |
1.1972 |
1.2025 |
1.2192 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2697 |
1.2639 |
1.2330 |
|
| R3 |
1.2524 |
1.2466 |
1.2283 |
|
| R2 |
1.2351 |
1.2351 |
1.2267 |
|
| R1 |
1.2293 |
1.2293 |
1.2251 |
1.2322 |
| PP |
1.2178 |
1.2178 |
1.2178 |
1.2193 |
| S1 |
1.2120 |
1.2120 |
1.2219 |
1.2149 |
| S2 |
1.2005 |
1.2005 |
1.2203 |
|
| S3 |
1.1832 |
1.1947 |
1.2187 |
|
| S4 |
1.1659 |
1.1774 |
1.2140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2236 |
1.2063 |
0.0173 |
1.4% |
0.0080 |
0.7% |
99% |
True |
False |
209 |
| 10 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0089 |
0.7% |
100% |
True |
False |
265 |
| 20 |
1.2236 |
1.1870 |
0.0366 |
3.0% |
0.0069 |
0.6% |
100% |
True |
False |
159 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0050 |
0.4% |
61% |
False |
False |
83 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0047 |
0.4% |
61% |
False |
False |
55 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0043 |
0.4% |
60% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2572 |
|
2.618 |
1.2443 |
|
1.618 |
1.2364 |
|
1.000 |
1.2315 |
|
0.618 |
1.2285 |
|
HIGH |
1.2236 |
|
0.618 |
1.2206 |
|
0.500 |
1.2197 |
|
0.382 |
1.2187 |
|
LOW |
1.2157 |
|
0.618 |
1.2108 |
|
1.000 |
1.2078 |
|
1.618 |
1.2029 |
|
2.618 |
1.1950 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2222 |
1.2207 |
| PP |
1.2209 |
1.2178 |
| S1 |
1.2197 |
1.2150 |
|