CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2276 |
1.2284 |
0.0008 |
0.1% |
1.2166 |
| High |
1.2276 |
1.2337 |
0.0061 |
0.5% |
1.2236 |
| Low |
1.2231 |
1.2276 |
0.0045 |
0.4% |
1.2063 |
| Close |
1.2260 |
1.2337 |
0.0077 |
0.6% |
1.2235 |
| Range |
0.0045 |
0.0061 |
0.0016 |
35.6% |
0.0173 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
6 |
187 |
181 |
3,016.7% |
1,047 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2500 |
1.2479 |
1.2371 |
|
| R3 |
1.2439 |
1.2418 |
1.2354 |
|
| R2 |
1.2378 |
1.2378 |
1.2348 |
|
| R1 |
1.2357 |
1.2357 |
1.2343 |
1.2368 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2322 |
| S1 |
1.2296 |
1.2296 |
1.2331 |
1.2307 |
| S2 |
1.2256 |
1.2256 |
1.2326 |
|
| S3 |
1.2195 |
1.2235 |
1.2320 |
|
| S4 |
1.2134 |
1.2174 |
1.2303 |
|
|
| 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 |
1.2337 |
1.2092 |
0.0245 |
2.0% |
0.0066 |
0.5% |
100% |
True |
False |
173 |
| 10 |
1.2337 |
1.1905 |
0.0432 |
3.5% |
0.0085 |
0.7% |
100% |
True |
False |
216 |
| 20 |
1.2337 |
1.1870 |
0.0467 |
3.8% |
0.0066 |
0.5% |
100% |
True |
False |
174 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0053 |
0.4% |
78% |
False |
False |
91 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0049 |
0.4% |
78% |
False |
False |
60 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0046 |
0.4% |
76% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2596 |
|
2.618 |
1.2497 |
|
1.618 |
1.2436 |
|
1.000 |
1.2398 |
|
0.618 |
1.2375 |
|
HIGH |
1.2337 |
|
0.618 |
1.2314 |
|
0.500 |
1.2307 |
|
0.382 |
1.2299 |
|
LOW |
1.2276 |
|
0.618 |
1.2238 |
|
1.000 |
1.2215 |
|
1.618 |
1.2177 |
|
2.618 |
1.2116 |
|
4.250 |
1.2017 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2319 |
| PP |
1.2317 |
1.2302 |
| S1 |
1.2307 |
1.2284 |
|