CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2334 |
1.2447 |
0.0113 |
0.9% |
1.2256 |
| High |
1.2425 |
1.2453 |
0.0028 |
0.2% |
1.2453 |
| Low |
1.2334 |
1.2358 |
0.0024 |
0.2% |
1.2256 |
| Close |
1.2425 |
1.2368 |
-0.0057 |
-0.5% |
1.2368 |
| Range |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0197 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63 |
46 |
-17 |
-27.0% |
435 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2678 |
1.2618 |
1.2420 |
|
| R3 |
1.2583 |
1.2523 |
1.2394 |
|
| R2 |
1.2488 |
1.2488 |
1.2385 |
|
| R1 |
1.2428 |
1.2428 |
1.2377 |
1.2411 |
| PP |
1.2393 |
1.2393 |
1.2393 |
1.2384 |
| S1 |
1.2333 |
1.2333 |
1.2359 |
1.2316 |
| S2 |
1.2298 |
1.2298 |
1.2351 |
|
| S3 |
1.2203 |
1.2238 |
1.2342 |
|
| S4 |
1.2108 |
1.2143 |
1.2316 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2856 |
1.2476 |
|
| R3 |
1.2753 |
1.2659 |
1.2422 |
|
| R2 |
1.2556 |
1.2556 |
1.2404 |
|
| R1 |
1.2462 |
1.2462 |
1.2386 |
1.2509 |
| PP |
1.2359 |
1.2359 |
1.2359 |
1.2383 |
| S1 |
1.2265 |
1.2265 |
1.2350 |
1.2312 |
| S2 |
1.2162 |
1.2162 |
1.2332 |
|
| S3 |
1.1965 |
1.2068 |
1.2314 |
|
| S4 |
1.1768 |
1.1871 |
1.2260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2453 |
1.2256 |
0.0197 |
1.6% |
0.0064 |
0.5% |
57% |
True |
False |
87 |
| 10 |
1.2453 |
1.2218 |
0.0235 |
1.9% |
0.0066 |
0.5% |
64% |
True |
False |
95 |
| 20 |
1.2453 |
1.1870 |
0.0583 |
4.7% |
0.0077 |
0.6% |
85% |
True |
False |
180 |
| 40 |
1.2453 |
1.1870 |
0.0583 |
4.7% |
0.0063 |
0.5% |
85% |
True |
False |
106 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.8% |
0.0050 |
0.4% |
83% |
False |
False |
71 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0047 |
0.4% |
81% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2857 |
|
2.618 |
1.2702 |
|
1.618 |
1.2607 |
|
1.000 |
1.2548 |
|
0.618 |
1.2512 |
|
HIGH |
1.2453 |
|
0.618 |
1.2417 |
|
0.500 |
1.2406 |
|
0.382 |
1.2394 |
|
LOW |
1.2358 |
|
0.618 |
1.2299 |
|
1.000 |
1.2263 |
|
1.618 |
1.2204 |
|
2.618 |
1.2109 |
|
4.250 |
1.1954 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2406 |
1.2394 |
| PP |
1.2393 |
1.2385 |
| S1 |
1.2381 |
1.2377 |
|