CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2352 |
1.2247 |
-0.0105 |
-0.9% |
1.2255 |
| High |
1.2355 |
1.2314 |
-0.0041 |
-0.3% |
1.2355 |
| Low |
1.2291 |
1.2218 |
-0.0073 |
-0.6% |
1.2218 |
| Close |
1.2305 |
1.2256 |
-0.0049 |
-0.4% |
1.2256 |
| Range |
0.0064 |
0.0096 |
0.0032 |
50.0% |
0.0137 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.7% |
0.0000 |
| Volume |
63 |
138 |
75 |
119.0% |
519 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2551 |
1.2499 |
1.2309 |
|
| R3 |
1.2455 |
1.2403 |
1.2282 |
|
| R2 |
1.2359 |
1.2359 |
1.2274 |
|
| R1 |
1.2307 |
1.2307 |
1.2265 |
1.2333 |
| PP |
1.2263 |
1.2263 |
1.2263 |
1.2276 |
| S1 |
1.2211 |
1.2211 |
1.2247 |
1.2237 |
| S2 |
1.2167 |
1.2167 |
1.2238 |
|
| S3 |
1.2071 |
1.2115 |
1.2230 |
|
| S4 |
1.1975 |
1.2019 |
1.2203 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2609 |
1.2331 |
|
| R3 |
1.2550 |
1.2472 |
1.2294 |
|
| R2 |
1.2413 |
1.2413 |
1.2281 |
|
| R1 |
1.2335 |
1.2335 |
1.2269 |
1.2374 |
| PP |
1.2276 |
1.2276 |
1.2276 |
1.2296 |
| S1 |
1.2198 |
1.2198 |
1.2243 |
1.2237 |
| S2 |
1.2139 |
1.2139 |
1.2231 |
|
| S3 |
1.2002 |
1.2061 |
1.2218 |
|
| S4 |
1.1865 |
1.1924 |
1.2181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2355 |
1.2218 |
0.0137 |
1.1% |
0.0067 |
0.5% |
28% |
False |
True |
103 |
| 10 |
1.2355 |
1.2063 |
0.0292 |
2.4% |
0.0073 |
0.6% |
66% |
False |
False |
156 |
| 20 |
1.2355 |
1.1870 |
0.0485 |
4.0% |
0.0068 |
0.6% |
80% |
False |
False |
184 |
| 40 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0057 |
0.5% |
64% |
False |
False |
96 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0051 |
0.4% |
64% |
False |
False |
64 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0045 |
0.4% |
63% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2722 |
|
2.618 |
1.2565 |
|
1.618 |
1.2469 |
|
1.000 |
1.2410 |
|
0.618 |
1.2373 |
|
HIGH |
1.2314 |
|
0.618 |
1.2277 |
|
0.500 |
1.2266 |
|
0.382 |
1.2255 |
|
LOW |
1.2218 |
|
0.618 |
1.2159 |
|
1.000 |
1.2122 |
|
1.618 |
1.2063 |
|
2.618 |
1.1967 |
|
4.250 |
1.1810 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2266 |
1.2287 |
| PP |
1.2263 |
1.2276 |
| S1 |
1.2259 |
1.2266 |
|