CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1906 |
1.1955 |
0.0049 |
0.4% |
1.1380 |
| High |
1.1975 |
1.1990 |
0.0015 |
0.1% |
1.1898 |
| Low |
1.1880 |
1.1804 |
-0.0076 |
-0.6% |
1.1370 |
| Close |
1.1953 |
1.1891 |
-0.0062 |
-0.5% |
1.1897 |
| Range |
0.0095 |
0.0186 |
0.0091 |
95.8% |
0.0528 |
| ATR |
0.0188 |
0.0188 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
134 |
301 |
167 |
124.6% |
2,234 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2358 |
1.1993 |
|
| R3 |
1.2267 |
1.2172 |
1.1942 |
|
| R2 |
1.2081 |
1.2081 |
1.1925 |
|
| R1 |
1.1986 |
1.1986 |
1.1908 |
1.1941 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1872 |
| S1 |
1.1800 |
1.1800 |
1.1874 |
1.1755 |
| S2 |
1.1709 |
1.1709 |
1.1857 |
|
| S3 |
1.1523 |
1.1614 |
1.1840 |
|
| S4 |
1.1337 |
1.1428 |
1.1789 |
|
|
| 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 |
1.1693 |
0.0367 |
3.1% |
0.0174 |
1.5% |
54% |
False |
False |
307 |
| 10 |
1.2060 |
1.1190 |
0.0870 |
7.3% |
0.0203 |
1.7% |
81% |
False |
False |
387 |
| 20 |
1.2060 |
1.1098 |
0.0962 |
8.1% |
0.0177 |
1.5% |
82% |
False |
False |
316 |
| 40 |
1.2060 |
1.0415 |
0.1645 |
13.8% |
0.0201 |
1.7% |
90% |
False |
False |
395 |
| 60 |
1.2060 |
1.0415 |
0.1645 |
13.8% |
0.0155 |
1.3% |
90% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2781 |
|
2.618 |
1.2477 |
|
1.618 |
1.2291 |
|
1.000 |
1.2176 |
|
0.618 |
1.2105 |
|
HIGH |
1.1990 |
|
0.618 |
1.1919 |
|
0.500 |
1.1897 |
|
0.382 |
1.1875 |
|
LOW |
1.1804 |
|
0.618 |
1.1689 |
|
1.000 |
1.1618 |
|
1.618 |
1.1503 |
|
2.618 |
1.1317 |
|
4.250 |
1.1014 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1897 |
1.1923 |
| PP |
1.1895 |
1.1912 |
| S1 |
1.1893 |
1.1902 |
|