CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.2111 |
0.0114 |
1.0% |
1.1915 |
| High |
1.2122 |
1.2339 |
0.0217 |
1.8% |
1.2189 |
| Low |
1.1937 |
1.2110 |
0.0173 |
1.4% |
1.1821 |
| Close |
1.2094 |
1.2295 |
0.0201 |
1.7% |
1.2132 |
| Range |
0.0185 |
0.0229 |
0.0044 |
23.8% |
0.0368 |
| ATR |
0.0165 |
0.0170 |
0.0006 |
3.5% |
0.0000 |
| Volume |
1,944 |
2,395 |
451 |
23.2% |
3,223 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2935 |
1.2844 |
1.2421 |
|
| R3 |
1.2706 |
1.2615 |
1.2358 |
|
| R2 |
1.2477 |
1.2477 |
1.2337 |
|
| R1 |
1.2386 |
1.2386 |
1.2316 |
1.2432 |
| PP |
1.2248 |
1.2248 |
1.2248 |
1.2271 |
| S1 |
1.2157 |
1.2157 |
1.2274 |
1.2203 |
| S2 |
1.2019 |
1.2019 |
1.2253 |
|
| S3 |
1.1790 |
1.1928 |
1.2232 |
|
| S4 |
1.1561 |
1.1699 |
1.2169 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3010 |
1.2334 |
|
| R3 |
1.2783 |
1.2642 |
1.2233 |
|
| R2 |
1.2415 |
1.2415 |
1.2199 |
|
| R1 |
1.2274 |
1.2274 |
1.2166 |
1.2345 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2083 |
| S1 |
1.1906 |
1.1906 |
1.2098 |
1.1977 |
| S2 |
1.1679 |
1.1679 |
1.2065 |
|
| S3 |
1.1311 |
1.1538 |
1.2031 |
|
| S4 |
1.0943 |
1.1170 |
1.1930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2339 |
1.1937 |
0.0402 |
3.3% |
0.0158 |
1.3% |
89% |
True |
False |
2,149 |
| 10 |
1.2339 |
1.1804 |
0.0535 |
4.4% |
0.0142 |
1.2% |
92% |
True |
False |
1,340 |
| 20 |
1.2339 |
1.1190 |
0.1149 |
9.3% |
0.0176 |
1.4% |
96% |
True |
False |
883 |
| 40 |
1.2339 |
1.0943 |
0.1396 |
11.4% |
0.0166 |
1.4% |
97% |
True |
False |
563 |
| 60 |
1.2339 |
1.0415 |
0.1924 |
15.6% |
0.0166 |
1.4% |
98% |
True |
False |
502 |
| 80 |
1.2339 |
1.0415 |
0.1924 |
15.6% |
0.0136 |
1.1% |
98% |
True |
False |
379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3312 |
|
2.618 |
1.2939 |
|
1.618 |
1.2710 |
|
1.000 |
1.2568 |
|
0.618 |
1.2481 |
|
HIGH |
1.2339 |
|
0.618 |
1.2252 |
|
0.500 |
1.2225 |
|
0.382 |
1.2197 |
|
LOW |
1.2110 |
|
0.618 |
1.1968 |
|
1.000 |
1.1881 |
|
1.618 |
1.1739 |
|
2.618 |
1.1510 |
|
4.250 |
1.1137 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2272 |
1.2243 |
| PP |
1.2248 |
1.2190 |
| S1 |
1.2225 |
1.2138 |
|