CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2301 |
0.0008 |
0.1% |
1.2323 |
| High |
1.2331 |
1.2477 |
0.0146 |
1.2% |
1.2378 |
| Low |
1.2237 |
1.2280 |
0.0043 |
0.4% |
1.2144 |
| Close |
1.2291 |
1.2407 |
0.0116 |
0.9% |
1.2303 |
| Range |
0.0094 |
0.0197 |
0.0103 |
109.6% |
0.0234 |
| ATR |
0.0152 |
0.0156 |
0.0003 |
2.1% |
0.0000 |
| Volume |
61,815 |
88,398 |
26,583 |
43.0% |
34,450 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2890 |
1.2515 |
|
| R3 |
1.2782 |
1.2693 |
1.2461 |
|
| R2 |
1.2585 |
1.2585 |
1.2443 |
|
| R1 |
1.2496 |
1.2496 |
1.2425 |
1.2541 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2410 |
| S1 |
1.2299 |
1.2299 |
1.2389 |
1.2344 |
| S2 |
1.2191 |
1.2191 |
1.2371 |
|
| S3 |
1.1994 |
1.2102 |
1.2353 |
|
| S4 |
1.1797 |
1.1905 |
1.2299 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2977 |
1.2874 |
1.2432 |
|
| R3 |
1.2743 |
1.2640 |
1.2367 |
|
| R2 |
1.2509 |
1.2509 |
1.2346 |
|
| R1 |
1.2406 |
1.2406 |
1.2324 |
1.2341 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2242 |
| S1 |
1.2172 |
1.2172 |
1.2282 |
1.2107 |
| S2 |
1.2041 |
1.2041 |
1.2260 |
|
| S3 |
1.1807 |
1.1938 |
1.2239 |
|
| S4 |
1.1573 |
1.1704 |
1.2174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2477 |
1.2144 |
0.0333 |
2.7% |
0.0125 |
1.0% |
79% |
True |
False |
35,852 |
| 10 |
1.2477 |
1.1937 |
0.0540 |
4.4% |
0.0152 |
1.2% |
87% |
True |
False |
19,115 |
| 20 |
1.2477 |
1.1786 |
0.0691 |
5.6% |
0.0145 |
1.2% |
90% |
True |
False |
10,049 |
| 40 |
1.2477 |
1.1098 |
0.1379 |
11.1% |
0.0156 |
1.3% |
95% |
True |
False |
5,176 |
| 60 |
1.2477 |
1.0415 |
0.2062 |
16.6% |
0.0179 |
1.4% |
97% |
True |
False |
3,604 |
| 80 |
1.2477 |
1.0415 |
0.2062 |
16.6% |
0.0148 |
1.2% |
97% |
True |
False |
2,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3314 |
|
2.618 |
1.2993 |
|
1.618 |
1.2796 |
|
1.000 |
1.2674 |
|
0.618 |
1.2599 |
|
HIGH |
1.2477 |
|
0.618 |
1.2402 |
|
0.500 |
1.2379 |
|
0.382 |
1.2355 |
|
LOW |
1.2280 |
|
0.618 |
1.2158 |
|
1.000 |
1.2083 |
|
1.618 |
1.1961 |
|
2.618 |
1.1764 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2398 |
1.2390 |
| PP |
1.2388 |
1.2373 |
| S1 |
1.2379 |
1.2357 |
|