CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2247 |
1.2256 |
0.0009 |
0.1% |
1.2255 |
| High |
1.2314 |
1.2322 |
0.0008 |
0.1% |
1.2355 |
| Low |
1.2218 |
1.2256 |
0.0038 |
0.3% |
1.2218 |
| Close |
1.2256 |
1.2322 |
0.0066 |
0.5% |
1.2256 |
| Range |
0.0096 |
0.0066 |
-0.0030 |
-31.3% |
0.0137 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
138 |
215 |
77 |
55.8% |
519 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2476 |
1.2358 |
|
| R3 |
1.2432 |
1.2410 |
1.2340 |
|
| R2 |
1.2366 |
1.2366 |
1.2334 |
|
| R1 |
1.2344 |
1.2344 |
1.2328 |
1.2355 |
| PP |
1.2300 |
1.2300 |
1.2300 |
1.2306 |
| S1 |
1.2278 |
1.2278 |
1.2316 |
1.2289 |
| S2 |
1.2234 |
1.2234 |
1.2310 |
|
| S3 |
1.2168 |
1.2212 |
1.2304 |
|
| S4 |
1.2102 |
1.2146 |
1.2286 |
|
|
| 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% |
0.0066 |
0.5% |
76% |
False |
False |
121 |
| 10 |
1.2355 |
1.2063 |
0.0292 |
2.4% |
0.0069 |
0.6% |
89% |
False |
False |
170 |
| 20 |
1.2355 |
1.1870 |
0.0485 |
3.9% |
0.0071 |
0.6% |
93% |
False |
False |
193 |
| 40 |
1.2428 |
1.1870 |
0.0558 |
4.5% |
0.0057 |
0.5% |
81% |
False |
False |
101 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.9% |
0.0052 |
0.4% |
75% |
False |
False |
67 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0046 |
0.4% |
74% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2603 |
|
2.618 |
1.2495 |
|
1.618 |
1.2429 |
|
1.000 |
1.2388 |
|
0.618 |
1.2363 |
|
HIGH |
1.2322 |
|
0.618 |
1.2297 |
|
0.500 |
1.2289 |
|
0.382 |
1.2281 |
|
LOW |
1.2256 |
|
0.618 |
1.2215 |
|
1.000 |
1.2190 |
|
1.618 |
1.2149 |
|
2.618 |
1.2083 |
|
4.250 |
1.1976 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2311 |
1.2310 |
| PP |
1.2300 |
1.2298 |
| S1 |
1.2289 |
1.2287 |
|