CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1741 |
0.0331 |
2.9% |
1.1380 |
| High |
1.1752 |
1.1898 |
0.0146 |
1.2% |
1.1898 |
| Low |
1.1410 |
1.1693 |
0.0283 |
2.5% |
1.1370 |
| Close |
1.1741 |
1.1897 |
0.0156 |
1.3% |
1.1897 |
| Range |
0.0342 |
0.0205 |
-0.0137 |
-40.1% |
0.0528 |
| ATR |
0.0192 |
0.0193 |
0.0001 |
0.5% |
0.0000 |
| Volume |
658 |
365 |
-293 |
-44.5% |
2,234 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2444 |
1.2376 |
1.2010 |
|
| R3 |
1.2239 |
1.2171 |
1.1953 |
|
| R2 |
1.2034 |
1.2034 |
1.1935 |
|
| R1 |
1.1966 |
1.1966 |
1.1916 |
1.2000 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1847 |
| S1 |
1.1761 |
1.1761 |
1.1878 |
1.1795 |
| S2 |
1.1624 |
1.1624 |
1.1859 |
|
| S3 |
1.1419 |
1.1556 |
1.1841 |
|
| S4 |
1.1214 |
1.1351 |
1.1784 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3306 |
1.3129 |
1.2187 |
|
| R3 |
1.2778 |
1.2601 |
1.2042 |
|
| R2 |
1.2250 |
1.2250 |
1.1994 |
|
| R1 |
1.2073 |
1.2073 |
1.1945 |
1.2162 |
| PP |
1.1722 |
1.1722 |
1.1722 |
1.1766 |
| S1 |
1.1545 |
1.1545 |
1.1849 |
1.1634 |
| S2 |
1.1194 |
1.1194 |
1.1800 |
|
| S3 |
1.0666 |
1.1017 |
1.1752 |
|
| S4 |
1.0138 |
1.0489 |
1.1607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1898 |
1.1370 |
0.0528 |
4.4% |
0.0224 |
1.9% |
100% |
True |
False |
446 |
| 10 |
1.1898 |
1.1190 |
0.0708 |
6.0% |
0.0198 |
1.7% |
100% |
True |
False |
370 |
| 20 |
1.1898 |
1.1098 |
0.0800 |
6.7% |
0.0169 |
1.4% |
100% |
True |
False |
313 |
| 40 |
1.1898 |
1.0415 |
0.1483 |
12.5% |
0.0194 |
1.6% |
100% |
True |
False |
383 |
| 60 |
1.1930 |
1.0415 |
0.1515 |
12.7% |
0.0147 |
1.2% |
98% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2769 |
|
2.618 |
1.2435 |
|
1.618 |
1.2230 |
|
1.000 |
1.2103 |
|
0.618 |
1.2025 |
|
HIGH |
1.1898 |
|
0.618 |
1.1820 |
|
0.500 |
1.1796 |
|
0.382 |
1.1771 |
|
LOW |
1.1693 |
|
0.618 |
1.1566 |
|
1.000 |
1.1488 |
|
1.618 |
1.1361 |
|
2.618 |
1.1156 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1863 |
1.1813 |
| PP |
1.1829 |
1.1728 |
| S1 |
1.1796 |
1.1644 |
|