CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1741 |
1.1831 |
0.0090 |
0.8% |
1.1380 |
| High |
1.1898 |
1.1867 |
-0.0031 |
-0.3% |
1.1898 |
| Low |
1.1693 |
1.1756 |
0.0063 |
0.5% |
1.1370 |
| Close |
1.1897 |
1.1823 |
-0.0074 |
-0.6% |
1.1897 |
| Range |
0.0205 |
0.0111 |
-0.0094 |
-45.9% |
0.0528 |
| ATR |
0.0193 |
0.0189 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
365 |
97 |
-268 |
-73.4% |
2,234 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2097 |
1.1884 |
|
| R3 |
1.2037 |
1.1986 |
1.1854 |
|
| R2 |
1.1926 |
1.1926 |
1.1843 |
|
| R1 |
1.1875 |
1.1875 |
1.1833 |
1.1845 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1801 |
| S1 |
1.1764 |
1.1764 |
1.1813 |
1.1734 |
| S2 |
1.1704 |
1.1704 |
1.1803 |
|
| S3 |
1.1593 |
1.1653 |
1.1792 |
|
| S4 |
1.1482 |
1.1542 |
1.1762 |
|
|
| 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 |
1.1390 |
0.0508 |
4.3% |
0.0203 |
1.7% |
85% |
False |
False |
409 |
| 10 |
1.1898 |
1.1190 |
0.0708 |
6.0% |
0.0195 |
1.6% |
89% |
False |
False |
372 |
| 20 |
1.1898 |
1.1098 |
0.0800 |
6.8% |
0.0167 |
1.4% |
91% |
False |
False |
302 |
| 40 |
1.1898 |
1.0415 |
0.1483 |
12.5% |
0.0196 |
1.7% |
95% |
False |
False |
382 |
| 60 |
1.1930 |
1.0415 |
0.1515 |
12.8% |
0.0149 |
1.3% |
93% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2339 |
|
2.618 |
1.2158 |
|
1.618 |
1.2047 |
|
1.000 |
1.1978 |
|
0.618 |
1.1936 |
|
HIGH |
1.1867 |
|
0.618 |
1.1825 |
|
0.500 |
1.1812 |
|
0.382 |
1.1798 |
|
LOW |
1.1756 |
|
0.618 |
1.1687 |
|
1.000 |
1.1645 |
|
1.618 |
1.1576 |
|
2.618 |
1.1465 |
|
4.250 |
1.1284 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1819 |
1.1767 |
| PP |
1.1815 |
1.1710 |
| S1 |
1.1812 |
1.1654 |
|