CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2186 |
1.2175 |
-0.0011 |
-0.1% |
1.2293 |
| High |
1.2272 |
1.2252 |
-0.0020 |
-0.2% |
1.2479 |
| Low |
1.2148 |
1.2113 |
-0.0035 |
-0.3% |
1.2150 |
| Close |
1.2171 |
1.2197 |
0.0026 |
0.2% |
1.2197 |
| Range |
0.0124 |
0.0139 |
0.0015 |
12.1% |
0.0329 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
62,917 |
88,059 |
25,142 |
40.0% |
470,591 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2604 |
1.2540 |
1.2273 |
|
| R3 |
1.2465 |
1.2401 |
1.2235 |
|
| R2 |
1.2326 |
1.2326 |
1.2222 |
|
| R1 |
1.2262 |
1.2262 |
1.2210 |
1.2294 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2204 |
| S1 |
1.2123 |
1.2123 |
1.2184 |
1.2155 |
| S2 |
1.2048 |
1.2048 |
1.2172 |
|
| S3 |
1.1909 |
1.1984 |
1.2159 |
|
| S4 |
1.1770 |
1.1845 |
1.2121 |
|
|
| 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 |
1.2113 |
0.0366 |
3.0% |
0.0150 |
1.2% |
23% |
False |
True |
94,270 |
| 10 |
1.2479 |
1.2113 |
0.0366 |
3.0% |
0.0137 |
1.1% |
23% |
False |
True |
65,061 |
| 20 |
1.2479 |
1.1860 |
0.0619 |
5.1% |
0.0146 |
1.2% |
54% |
False |
False |
33,526 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.6% |
0.0158 |
1.3% |
78% |
False |
False |
16,927 |
| 60 |
1.2479 |
1.0555 |
0.1924 |
15.8% |
0.0170 |
1.4% |
85% |
False |
False |
11,416 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0153 |
1.3% |
86% |
False |
False |
8,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2843 |
|
2.618 |
1.2616 |
|
1.618 |
1.2477 |
|
1.000 |
1.2391 |
|
0.618 |
1.2338 |
|
HIGH |
1.2252 |
|
0.618 |
1.2199 |
|
0.500 |
1.2183 |
|
0.382 |
1.2166 |
|
LOW |
1.2113 |
|
0.618 |
1.2027 |
|
1.000 |
1.1974 |
|
1.618 |
1.1888 |
|
2.618 |
1.1749 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2196 |
| PP |
1.2187 |
1.2194 |
| S1 |
1.2183 |
1.2193 |
|