CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1591 |
1.1637 |
0.0046 |
0.4% |
1.1343 |
| High |
1.1663 |
1.1653 |
-0.0010 |
-0.1% |
1.1678 |
| Low |
1.1550 |
1.1517 |
-0.0033 |
-0.3% |
1.1305 |
| Close |
1.1655 |
1.1517 |
-0.0138 |
-1.2% |
1.1655 |
| Range |
0.0113 |
0.0136 |
0.0023 |
20.4% |
0.0373 |
| ATR |
0.0169 |
0.0167 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
122 |
76 |
-46 |
-37.7% |
1,038 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1970 |
1.1880 |
1.1592 |
|
| R3 |
1.1834 |
1.1744 |
1.1554 |
|
| R2 |
1.1698 |
1.1698 |
1.1542 |
|
| R1 |
1.1608 |
1.1608 |
1.1529 |
1.1585 |
| PP |
1.1562 |
1.1562 |
1.1562 |
1.1551 |
| S1 |
1.1472 |
1.1472 |
1.1505 |
1.1449 |
| S2 |
1.1426 |
1.1426 |
1.1492 |
|
| S3 |
1.1290 |
1.1336 |
1.1480 |
|
| S4 |
1.1154 |
1.1200 |
1.1442 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2665 |
1.2533 |
1.1860 |
|
| R3 |
1.2292 |
1.2160 |
1.1758 |
|
| R2 |
1.1919 |
1.1919 |
1.1723 |
|
| R1 |
1.1787 |
1.1787 |
1.1689 |
1.1853 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1579 |
| S1 |
1.1414 |
1.1414 |
1.1621 |
1.1480 |
| S2 |
1.1173 |
1.1173 |
1.1587 |
|
| S3 |
1.0800 |
1.1041 |
1.1552 |
|
| S4 |
1.0427 |
1.0668 |
1.1450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1678 |
1.1328 |
0.0350 |
3.0% |
0.0143 |
1.2% |
54% |
False |
False |
204 |
| 10 |
1.1678 |
1.1098 |
0.0580 |
5.0% |
0.0140 |
1.2% |
72% |
False |
False |
232 |
| 20 |
1.1678 |
1.0943 |
0.0735 |
6.4% |
0.0166 |
1.4% |
78% |
False |
False |
343 |
| 40 |
1.1725 |
1.0415 |
0.1310 |
11.4% |
0.0161 |
1.4% |
84% |
False |
False |
310 |
| 60 |
1.2299 |
1.0415 |
0.1884 |
16.4% |
0.0121 |
1.0% |
58% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2009 |
|
1.618 |
1.1873 |
|
1.000 |
1.1789 |
|
0.618 |
1.1737 |
|
HIGH |
1.1653 |
|
0.618 |
1.1601 |
|
0.500 |
1.1585 |
|
0.382 |
1.1569 |
|
LOW |
1.1517 |
|
0.618 |
1.1433 |
|
1.000 |
1.1381 |
|
1.618 |
1.1297 |
|
2.618 |
1.1161 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1585 |
1.1598 |
| PP |
1.1562 |
1.1571 |
| S1 |
1.1540 |
1.1544 |
|