CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1800 |
-0.0031 |
-0.3% |
1.1380 |
| High |
1.1867 |
1.2060 |
0.0193 |
1.6% |
1.1898 |
| Low |
1.1756 |
1.1786 |
0.0030 |
0.3% |
1.1370 |
| Close |
1.1823 |
1.1916 |
0.0093 |
0.8% |
1.1897 |
| Range |
0.0111 |
0.0274 |
0.0163 |
146.8% |
0.0528 |
| ATR |
0.0189 |
0.0195 |
0.0006 |
3.2% |
0.0000 |
| Volume |
97 |
641 |
544 |
560.8% |
2,234 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2603 |
1.2067 |
|
| R3 |
1.2469 |
1.2329 |
1.1991 |
|
| R2 |
1.2195 |
1.2195 |
1.1966 |
|
| R1 |
1.2055 |
1.2055 |
1.1941 |
1.2125 |
| PP |
1.1921 |
1.1921 |
1.1921 |
1.1956 |
| S1 |
1.1781 |
1.1781 |
1.1891 |
1.1851 |
| S2 |
1.1647 |
1.1647 |
1.1866 |
|
| S3 |
1.1373 |
1.1507 |
1.1841 |
|
| S4 |
1.1099 |
1.1233 |
1.1765 |
|
|
| 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 |
1.2060 |
1.1390 |
0.0670 |
5.6% |
0.0228 |
1.9% |
79% |
True |
False |
479 |
| 10 |
1.2060 |
1.1190 |
0.0870 |
7.3% |
0.0213 |
1.8% |
83% |
True |
False |
427 |
| 20 |
1.2060 |
1.1098 |
0.0962 |
8.1% |
0.0176 |
1.5% |
85% |
True |
False |
312 |
| 40 |
1.2060 |
1.0415 |
0.1645 |
13.8% |
0.0201 |
1.7% |
91% |
True |
False |
397 |
| 60 |
1.2060 |
1.0415 |
0.1645 |
13.8% |
0.0152 |
1.3% |
91% |
True |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3225 |
|
2.618 |
1.2777 |
|
1.618 |
1.2503 |
|
1.000 |
1.2334 |
|
0.618 |
1.2229 |
|
HIGH |
1.2060 |
|
0.618 |
1.1955 |
|
0.500 |
1.1923 |
|
0.382 |
1.1891 |
|
LOW |
1.1786 |
|
0.618 |
1.1617 |
|
1.000 |
1.1512 |
|
1.618 |
1.1343 |
|
2.618 |
1.1069 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1923 |
1.1903 |
| PP |
1.1921 |
1.1890 |
| S1 |
1.1918 |
1.1877 |
|