CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2353 |
-0.0094 |
-0.8% |
1.2256 |
| High |
1.2453 |
1.2457 |
0.0004 |
0.0% |
1.2453 |
| Low |
1.2358 |
1.2316 |
-0.0042 |
-0.3% |
1.2256 |
| Close |
1.2368 |
1.2444 |
0.0076 |
0.6% |
1.2368 |
| Range |
0.0095 |
0.0141 |
0.0046 |
48.4% |
0.0197 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.0% |
0.0000 |
| Volume |
46 |
281 |
235 |
510.9% |
435 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2777 |
1.2522 |
|
| R3 |
1.2688 |
1.2636 |
1.2483 |
|
| R2 |
1.2547 |
1.2547 |
1.2470 |
|
| R1 |
1.2495 |
1.2495 |
1.2457 |
1.2521 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2419 |
| S1 |
1.2354 |
1.2354 |
1.2431 |
1.2380 |
| S2 |
1.2265 |
1.2265 |
1.2418 |
|
| S3 |
1.2124 |
1.2213 |
1.2405 |
|
| S4 |
1.1983 |
1.2072 |
1.2366 |
|
|
| 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 |
1.2457 |
1.2316 |
0.0141 |
1.1% |
0.0079 |
0.6% |
91% |
True |
True |
100 |
| 10 |
1.2457 |
1.2218 |
0.0239 |
1.9% |
0.0073 |
0.6% |
95% |
True |
False |
111 |
| 20 |
1.2457 |
1.1870 |
0.0587 |
4.7% |
0.0083 |
0.7% |
98% |
True |
False |
191 |
| 40 |
1.2457 |
1.1870 |
0.0587 |
4.7% |
0.0061 |
0.5% |
98% |
True |
False |
113 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.8% |
0.0052 |
0.4% |
96% |
False |
False |
76 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
4.9% |
0.0049 |
0.4% |
94% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3056 |
|
2.618 |
1.2826 |
|
1.618 |
1.2685 |
|
1.000 |
1.2598 |
|
0.618 |
1.2544 |
|
HIGH |
1.2457 |
|
0.618 |
1.2403 |
|
0.500 |
1.2387 |
|
0.382 |
1.2370 |
|
LOW |
1.2316 |
|
0.618 |
1.2229 |
|
1.000 |
1.2175 |
|
1.618 |
1.2088 |
|
2.618 |
1.1947 |
|
4.250 |
1.1717 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2425 |
1.2425 |
| PP |
1.2406 |
1.2406 |
| S1 |
1.2387 |
1.2387 |
|