CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2351 |
1.2334 |
-0.0017 |
-0.1% |
1.2255 |
| High |
1.2381 |
1.2425 |
0.0044 |
0.4% |
1.2355 |
| Low |
1.2342 |
1.2334 |
-0.0008 |
-0.1% |
1.2218 |
| Close |
1.2346 |
1.2425 |
0.0079 |
0.6% |
1.2256 |
| Range |
0.0039 |
0.0091 |
0.0052 |
133.3% |
0.0137 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
89 |
63 |
-26 |
-29.2% |
519 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2668 |
1.2637 |
1.2475 |
|
| R3 |
1.2577 |
1.2546 |
1.2450 |
|
| R2 |
1.2486 |
1.2486 |
1.2442 |
|
| R1 |
1.2455 |
1.2455 |
1.2433 |
1.2471 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2402 |
| S1 |
1.2364 |
1.2364 |
1.2417 |
1.2380 |
| S2 |
1.2304 |
1.2304 |
1.2408 |
|
| S3 |
1.2213 |
1.2273 |
1.2400 |
|
| S4 |
1.2122 |
1.2182 |
1.2375 |
|
|
| 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 |
1.2425 |
1.2218 |
0.0207 |
1.7% |
0.0065 |
0.5% |
100% |
True |
False |
105 |
| 10 |
1.2425 |
1.2157 |
0.0268 |
2.2% |
0.0064 |
0.5% |
100% |
True |
False |
93 |
| 20 |
1.2425 |
1.1870 |
0.0555 |
4.5% |
0.0075 |
0.6% |
100% |
True |
False |
178 |
| 40 |
1.2425 |
1.1870 |
0.0555 |
4.5% |
0.0060 |
0.5% |
100% |
True |
False |
105 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.8% |
0.0049 |
0.4% |
93% |
False |
False |
70 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
4.9% |
0.0046 |
0.4% |
91% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2812 |
|
2.618 |
1.2663 |
|
1.618 |
1.2572 |
|
1.000 |
1.2516 |
|
0.618 |
1.2481 |
|
HIGH |
1.2425 |
|
0.618 |
1.2390 |
|
0.500 |
1.2380 |
|
0.382 |
1.2369 |
|
LOW |
1.2334 |
|
0.618 |
1.2278 |
|
1.000 |
1.2243 |
|
1.618 |
1.2187 |
|
2.618 |
1.2096 |
|
4.250 |
1.1947 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2410 |
1.2410 |
| PP |
1.2395 |
1.2395 |
| S1 |
1.2380 |
1.2380 |
|