CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2255 |
1.2276 |
0.0021 |
0.2% |
1.2166 |
| High |
1.2325 |
1.2276 |
-0.0049 |
-0.4% |
1.2236 |
| Low |
1.2255 |
1.2231 |
-0.0024 |
-0.2% |
1.2063 |
| Close |
1.2321 |
1.2260 |
-0.0061 |
-0.5% |
1.2235 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0173 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
125 |
6 |
-119 |
-95.2% |
1,047 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2370 |
1.2285 |
|
| R3 |
1.2346 |
1.2325 |
1.2272 |
|
| R2 |
1.2301 |
1.2301 |
1.2268 |
|
| R1 |
1.2280 |
1.2280 |
1.2264 |
1.2268 |
| PP |
1.2256 |
1.2256 |
1.2256 |
1.2250 |
| S1 |
1.2235 |
1.2235 |
1.2256 |
1.2223 |
| S2 |
1.2211 |
1.2211 |
1.2252 |
|
| S3 |
1.2166 |
1.2190 |
1.2248 |
|
| S4 |
1.2121 |
1.2145 |
1.2235 |
|
|
| 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% |
0.0073 |
0.6% |
75% |
False |
False |
206 |
| 10 |
1.2325 |
1.1870 |
0.0455 |
3.7% |
0.0082 |
0.7% |
86% |
False |
False |
244 |
| 20 |
1.2325 |
1.1870 |
0.0455 |
3.7% |
0.0063 |
0.5% |
86% |
False |
False |
165 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0051 |
0.4% |
65% |
False |
False |
86 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0048 |
0.4% |
65% |
False |
False |
57 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0045 |
0.4% |
64% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2467 |
|
2.618 |
1.2394 |
|
1.618 |
1.2349 |
|
1.000 |
1.2321 |
|
0.618 |
1.2304 |
|
HIGH |
1.2276 |
|
0.618 |
1.2259 |
|
0.500 |
1.2254 |
|
0.382 |
1.2248 |
|
LOW |
1.2231 |
|
0.618 |
1.2203 |
|
1.000 |
1.2186 |
|
1.618 |
1.2158 |
|
2.618 |
1.2113 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2258 |
1.2254 |
| PP |
1.2256 |
1.2247 |
| S1 |
1.2254 |
1.2241 |
|