CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2323 |
0.0011 |
0.1% |
1.2110 |
| High |
1.2336 |
1.2378 |
0.0042 |
0.3% |
1.2339 |
| Low |
1.2171 |
1.2201 |
0.0030 |
0.2% |
1.1937 |
| Close |
1.2322 |
1.2209 |
-0.0113 |
-0.9% |
1.2322 |
| Range |
0.0165 |
0.0177 |
0.0012 |
7.3% |
0.0402 |
| ATR |
0.0170 |
0.0170 |
0.0001 |
0.3% |
0.0000 |
| Volume |
2,152 |
1,995 |
-157 |
-7.3% |
11,898 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2678 |
1.2306 |
|
| R3 |
1.2617 |
1.2501 |
1.2258 |
|
| R2 |
1.2440 |
1.2440 |
1.2241 |
|
| R1 |
1.2324 |
1.2324 |
1.2225 |
1.2294 |
| PP |
1.2263 |
1.2263 |
1.2263 |
1.2247 |
| S1 |
1.2147 |
1.2147 |
1.2193 |
1.2117 |
| S2 |
1.2086 |
1.2086 |
1.2177 |
|
| S3 |
1.1909 |
1.1970 |
1.2160 |
|
| S4 |
1.1732 |
1.1793 |
1.2112 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3266 |
1.2543 |
|
| R3 |
1.3003 |
1.2864 |
1.2433 |
|
| R2 |
1.2601 |
1.2601 |
1.2396 |
|
| R1 |
1.2462 |
1.2462 |
1.2359 |
1.2532 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2234 |
| S1 |
1.2060 |
1.2060 |
1.2285 |
1.2130 |
| S2 |
1.1797 |
1.1797 |
1.2248 |
|
| S3 |
1.1395 |
1.1658 |
1.2211 |
|
| S4 |
1.0993 |
1.1256 |
1.2101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2378 |
1.1937 |
0.0441 |
3.6% |
0.0175 |
1.4% |
62% |
True |
False |
2,606 |
| 10 |
1.2378 |
1.1821 |
0.0557 |
4.6% |
0.0151 |
1.2% |
70% |
True |
False |
1,711 |
| 20 |
1.2378 |
1.1370 |
0.1008 |
8.3% |
0.0168 |
1.4% |
83% |
True |
False |
1,033 |
| 40 |
1.2378 |
1.0943 |
0.1435 |
11.8% |
0.0165 |
1.3% |
88% |
True |
False |
654 |
| 60 |
1.2378 |
1.0415 |
0.1963 |
16.1% |
0.0171 |
1.4% |
91% |
True |
False |
571 |
| 80 |
1.2378 |
1.0415 |
0.1963 |
16.1% |
0.0140 |
1.1% |
91% |
True |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3130 |
|
2.618 |
1.2841 |
|
1.618 |
1.2664 |
|
1.000 |
1.2555 |
|
0.618 |
1.2487 |
|
HIGH |
1.2378 |
|
0.618 |
1.2310 |
|
0.500 |
1.2290 |
|
0.382 |
1.2269 |
|
LOW |
1.2201 |
|
0.618 |
1.2092 |
|
1.000 |
1.2024 |
|
1.618 |
1.1915 |
|
2.618 |
1.1738 |
|
4.250 |
1.1449 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2290 |
1.2244 |
| PP |
1.2263 |
1.2232 |
| S1 |
1.2236 |
1.2221 |
|