CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 1.1311 1.0883 -0.0428 -3.8% 1.1464
High 1.1320 1.0890 -0.0430 -3.8% 1.1500
Low 1.0862 1.0415 -0.0447 -4.1% 1.0862
Close 1.0868 1.0688 -0.0180 -1.7% 1.0868
Range 0.0458 0.0475 0.0017 3.7% 0.0638
ATR 0.0118 0.0144 0.0025 21.5% 0.0000
Volume 1,193 927 -266 -22.3% 1,906
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.2089 1.1864 1.0949
R3 1.1614 1.1389 1.0819
R2 1.1139 1.1139 1.0775
R1 1.0914 1.0914 1.0732 1.0789
PP 1.0664 1.0664 1.0664 1.0602
S1 1.0439 1.0439 1.0644 1.0314
S2 1.0189 1.0189 1.0601
S3 0.9714 0.9964 1.0557
S4 0.9239 0.9489 1.0427
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.2991 1.2567 1.1219
R3 1.2353 1.1929 1.1043
R2 1.1715 1.1715 1.0985
R1 1.1291 1.1291 1.0926 1.1184
PP 1.1077 1.1077 1.1077 1.1023
S1 1.0653 1.0653 1.0810 1.0546
S2 1.0439 1.0439 1.0751
S3 0.9801 1.0015 1.0693
S4 0.9163 0.9377 1.0517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1500 1.0415 0.1085 10.2% 0.0255 2.4% 25% False True 536
10 1.1617 1.0415 0.1202 11.2% 0.0155 1.5% 23% False True 330
20 1.1756 1.0415 0.1341 12.5% 0.0100 0.9% 20% False True 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.2909
2.618 1.2134
1.618 1.1659
1.000 1.1365
0.618 1.1184
HIGH 1.0890
0.618 1.0709
0.500 1.0653
0.382 1.0596
LOW 1.0415
0.618 1.0121
1.000 0.9940
1.618 0.9646
2.618 0.9171
4.250 0.8396
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 1.0676 1.0908
PP 1.0664 1.0834
S1 1.0653 1.0761

These figures are updated between 7pm and 10pm EST after a trading day.

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