CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2284 |
1.2352 |
0.0068 |
0.6% |
1.2166 |
| High |
1.2337 |
1.2355 |
0.0018 |
0.1% |
1.2236 |
| Low |
1.2276 |
1.2291 |
0.0015 |
0.1% |
1.2063 |
| Close |
1.2337 |
1.2305 |
-0.0032 |
-0.3% |
1.2235 |
| Range |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0173 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
187 |
63 |
-124 |
-66.3% |
1,047 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2471 |
1.2340 |
|
| R3 |
1.2445 |
1.2407 |
1.2323 |
|
| R2 |
1.2381 |
1.2381 |
1.2317 |
|
| R1 |
1.2343 |
1.2343 |
1.2311 |
1.2330 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2311 |
| S1 |
1.2279 |
1.2279 |
1.2299 |
1.2266 |
| S2 |
1.2253 |
1.2253 |
1.2293 |
|
| S3 |
1.2189 |
1.2215 |
1.2287 |
|
| S4 |
1.2125 |
1.2151 |
1.2270 |
|
|
| 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 |
1.2355 |
1.2157 |
0.0198 |
1.6% |
0.0064 |
0.5% |
75% |
True |
False |
80 |
| 10 |
1.2355 |
1.1966 |
0.0389 |
3.2% |
0.0084 |
0.7% |
87% |
True |
False |
199 |
| 20 |
1.2355 |
1.1870 |
0.0485 |
3.9% |
0.0069 |
0.6% |
90% |
True |
False |
177 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0054 |
0.4% |
73% |
False |
False |
92 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0050 |
0.4% |
73% |
False |
False |
61 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0045 |
0.4% |
71% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2627 |
|
2.618 |
1.2523 |
|
1.618 |
1.2459 |
|
1.000 |
1.2419 |
|
0.618 |
1.2395 |
|
HIGH |
1.2355 |
|
0.618 |
1.2331 |
|
0.500 |
1.2323 |
|
0.382 |
1.2315 |
|
LOW |
1.2291 |
|
0.618 |
1.2251 |
|
1.000 |
1.2227 |
|
1.618 |
1.2187 |
|
2.618 |
1.2123 |
|
4.250 |
1.2019 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2323 |
1.2301 |
| PP |
1.2317 |
1.2297 |
| S1 |
1.2311 |
1.2293 |
|