CME British Pound Future March 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 1.0883 1.0673 -0.0210 -1.9% 1.1464
High 1.0890 1.0831 -0.0059 -0.5% 1.1500
Low 1.0415 1.0662 0.0247 2.4% 1.0862
Close 1.0688 1.0728 0.0040 0.4% 1.0868
Range 0.0475 0.0169 -0.0306 -64.4% 0.0638
ATR 0.0144 0.0146 0.0002 1.2% 0.0000
Volume 927 249 -678 -73.1% 1,906
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1247 1.1157 1.0821
R3 1.1078 1.0988 1.0774
R2 1.0909 1.0909 1.0759
R1 1.0819 1.0819 1.0743 1.0864
PP 1.0740 1.0740 1.0740 1.0763
S1 1.0650 1.0650 1.0713 1.0695
S2 1.0571 1.0571 1.0697
S3 1.0402 1.0481 1.0682
S4 1.0233 1.0312 1.0635
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 1.1422 1.0415 0.1007 9.4% 0.0271 2.5% 31% False False 580
10 1.1617 1.0415 0.1202 11.2% 0.0168 1.6% 26% False False 347
20 1.1725 1.0415 0.1310 12.2% 0.0108 1.0% 24% False False 189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1549
2.618 1.1273
1.618 1.1104
1.000 1.1000
0.618 1.0935
HIGH 1.0831
0.618 1.0766
0.500 1.0747
0.382 1.0727
LOW 1.0662
0.618 1.0558
1.000 1.0493
1.618 1.0389
2.618 1.0220
4.250 0.9944
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 1.0747 1.0868
PP 1.0740 1.0821
S1 1.0734 1.0775

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

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