CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2214 |
1.2186 |
-0.0028 |
-0.2% |
1.2293 |
| High |
1.2252 |
1.2272 |
0.0020 |
0.2% |
1.2479 |
| Low |
1.2150 |
1.2148 |
-0.0002 |
0.0% |
1.2150 |
| Close |
1.2197 |
1.2171 |
-0.0026 |
-0.2% |
1.2197 |
| Range |
0.0102 |
0.0124 |
0.0022 |
21.6% |
0.0329 |
| ATR |
0.0157 |
0.0154 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
97,233 |
62,917 |
-34,316 |
-35.3% |
470,591 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2494 |
1.2239 |
|
| R3 |
1.2445 |
1.2370 |
1.2205 |
|
| R2 |
1.2321 |
1.2321 |
1.2194 |
|
| R1 |
1.2246 |
1.2246 |
1.2182 |
1.2222 |
| PP |
1.2197 |
1.2197 |
1.2197 |
1.2185 |
| S1 |
1.2122 |
1.2122 |
1.2160 |
1.2098 |
| S2 |
1.2073 |
1.2073 |
1.2148 |
|
| S3 |
1.1949 |
1.1998 |
1.2137 |
|
| S4 |
1.1825 |
1.1874 |
1.2103 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3059 |
1.2378 |
|
| R3 |
1.2933 |
1.2730 |
1.2287 |
|
| R2 |
1.2604 |
1.2604 |
1.2257 |
|
| R1 |
1.2401 |
1.2401 |
1.2227 |
1.2338 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2244 |
| S1 |
1.2072 |
1.2072 |
1.2167 |
1.2009 |
| S2 |
1.1946 |
1.1946 |
1.2137 |
|
| S3 |
1.1617 |
1.1743 |
1.2107 |
|
| S4 |
1.1288 |
1.1414 |
1.2016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2479 |
1.2148 |
0.0331 |
2.7% |
0.0161 |
1.3% |
7% |
False |
True |
94,338 |
| 10 |
1.2479 |
1.2144 |
0.0335 |
2.8% |
0.0137 |
1.1% |
8% |
False |
False |
56,596 |
| 20 |
1.2479 |
1.1821 |
0.0658 |
5.4% |
0.0144 |
1.2% |
53% |
False |
False |
29,153 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.6% |
0.0156 |
1.3% |
76% |
False |
False |
14,728 |
| 60 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0176 |
1.4% |
85% |
False |
False |
9,963 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0153 |
1.3% |
85% |
False |
False |
7,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2799 |
|
2.618 |
1.2597 |
|
1.618 |
1.2473 |
|
1.000 |
1.2396 |
|
0.618 |
1.2349 |
|
HIGH |
1.2272 |
|
0.618 |
1.2225 |
|
0.500 |
1.2210 |
|
0.382 |
1.2195 |
|
LOW |
1.2148 |
|
0.618 |
1.2071 |
|
1.000 |
1.2024 |
|
1.618 |
1.1947 |
|
2.618 |
1.1823 |
|
4.250 |
1.1621 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2210 |
1.2308 |
| PP |
1.2197 |
1.2262 |
| S1 |
1.2184 |
1.2217 |
|