CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2212 |
1.2255 |
0.0043 |
0.4% |
1.2166 |
| High |
1.2236 |
1.2325 |
0.0089 |
0.7% |
1.2236 |
| Low |
1.2157 |
1.2255 |
0.0098 |
0.8% |
1.2063 |
| Close |
1.2235 |
1.2321 |
0.0086 |
0.7% |
1.2235 |
| Range |
0.0079 |
0.0070 |
-0.0009 |
-11.4% |
0.0173 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
22 |
125 |
103 |
468.2% |
1,047 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2510 |
1.2486 |
1.2360 |
|
| R3 |
1.2440 |
1.2416 |
1.2340 |
|
| R2 |
1.2370 |
1.2370 |
1.2334 |
|
| R1 |
1.2346 |
1.2346 |
1.2327 |
1.2358 |
| PP |
1.2300 |
1.2300 |
1.2300 |
1.2307 |
| S1 |
1.2276 |
1.2276 |
1.2315 |
1.2288 |
| S2 |
1.2230 |
1.2230 |
1.2308 |
|
| S3 |
1.2160 |
1.2206 |
1.2302 |
|
| S4 |
1.2090 |
1.2136 |
1.2283 |
|
|
| 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 |
1.2325 |
1.2063 |
0.0262 |
2.1% |
0.0071 |
0.6% |
98% |
True |
False |
219 |
| 10 |
1.2325 |
1.1870 |
0.0455 |
3.7% |
0.0094 |
0.8% |
99% |
True |
False |
271 |
| 20 |
1.2325 |
1.1870 |
0.0455 |
3.7% |
0.0066 |
0.5% |
99% |
True |
False |
165 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0050 |
0.4% |
75% |
False |
False |
86 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0048 |
0.4% |
75% |
False |
False |
57 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0044 |
0.4% |
74% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2623 |
|
2.618 |
1.2508 |
|
1.618 |
1.2438 |
|
1.000 |
1.2395 |
|
0.618 |
1.2368 |
|
HIGH |
1.2325 |
|
0.618 |
1.2298 |
|
0.500 |
1.2290 |
|
0.382 |
1.2282 |
|
LOW |
1.2255 |
|
0.618 |
1.2212 |
|
1.000 |
1.2185 |
|
1.618 |
1.2142 |
|
2.618 |
1.2072 |
|
4.250 |
1.1958 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2311 |
1.2284 |
| PP |
1.2300 |
1.2246 |
| S1 |
1.2290 |
1.2209 |
|