CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1532 |
1.1552 |
0.0020 |
0.2% |
1.1343 |
| High |
1.1578 |
1.1570 |
-0.0008 |
-0.1% |
1.1678 |
| Low |
1.1488 |
1.1436 |
-0.0052 |
-0.5% |
1.1305 |
| Close |
1.1531 |
1.1520 |
-0.0011 |
-0.1% |
1.1655 |
| Range |
0.0090 |
0.0134 |
0.0044 |
48.9% |
0.0373 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
93 |
138 |
45 |
48.4% |
1,038 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1849 |
1.1594 |
|
| R3 |
1.1777 |
1.1715 |
1.1557 |
|
| R2 |
1.1643 |
1.1643 |
1.1545 |
|
| R1 |
1.1581 |
1.1581 |
1.1532 |
1.1545 |
| PP |
1.1509 |
1.1509 |
1.1509 |
1.1491 |
| S1 |
1.1447 |
1.1447 |
1.1508 |
1.1411 |
| S2 |
1.1375 |
1.1375 |
1.1495 |
|
| S3 |
1.1241 |
1.1313 |
1.1483 |
|
| S4 |
1.1107 |
1.1179 |
1.1446 |
|
|
| 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 |
1.1436 |
0.0242 |
2.1% |
0.0110 |
1.0% |
35% |
False |
True |
114 |
| 10 |
1.1678 |
1.1098 |
0.0580 |
5.0% |
0.0141 |
1.2% |
73% |
False |
False |
205 |
| 20 |
1.1678 |
1.0943 |
0.0735 |
6.4% |
0.0157 |
1.4% |
79% |
False |
False |
243 |
| 40 |
1.1725 |
1.0415 |
0.1310 |
11.4% |
0.0162 |
1.4% |
84% |
False |
False |
311 |
| 60 |
1.2299 |
1.0415 |
0.1884 |
16.4% |
0.0123 |
1.1% |
59% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2140 |
|
2.618 |
1.1921 |
|
1.618 |
1.1787 |
|
1.000 |
1.1704 |
|
0.618 |
1.1653 |
|
HIGH |
1.1570 |
|
0.618 |
1.1519 |
|
0.500 |
1.1503 |
|
0.382 |
1.1487 |
|
LOW |
1.1436 |
|
0.618 |
1.1353 |
|
1.000 |
1.1302 |
|
1.618 |
1.1219 |
|
2.618 |
1.1085 |
|
4.250 |
1.0867 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1514 |
1.1545 |
| PP |
1.1509 |
1.1536 |
| S1 |
1.1503 |
1.1528 |
|