CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2107 |
1.2063 |
-0.0044 |
-0.4% |
1.2186 |
| High |
1.2171 |
1.2115 |
-0.0056 |
-0.5% |
1.2272 |
| Low |
1.2017 |
1.2042 |
0.0025 |
0.2% |
1.2017 |
| Close |
1.2054 |
1.2064 |
0.0010 |
0.1% |
1.2064 |
| Range |
0.0154 |
0.0073 |
-0.0081 |
-52.6% |
0.0255 |
| ATR |
0.0152 |
0.0147 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
72,780 |
60,598 |
-12,182 |
-16.7% |
359,681 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2293 |
1.2251 |
1.2104 |
|
| R3 |
1.2220 |
1.2178 |
1.2084 |
|
| R2 |
1.2147 |
1.2147 |
1.2077 |
|
| R1 |
1.2105 |
1.2105 |
1.2071 |
1.2126 |
| PP |
1.2074 |
1.2074 |
1.2074 |
1.2084 |
| S1 |
1.2032 |
1.2032 |
1.2057 |
1.2053 |
| S2 |
1.2001 |
1.2001 |
1.2051 |
|
| S3 |
1.1928 |
1.1959 |
1.2044 |
|
| S4 |
1.1855 |
1.1886 |
1.2024 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2883 |
1.2728 |
1.2204 |
|
| R3 |
1.2628 |
1.2473 |
1.2134 |
|
| R2 |
1.2373 |
1.2373 |
1.2111 |
|
| R1 |
1.2218 |
1.2218 |
1.2087 |
1.2168 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2093 |
| S1 |
1.1963 |
1.1963 |
1.2041 |
1.1913 |
| S2 |
1.1863 |
1.1863 |
1.2017 |
|
| S3 |
1.1608 |
1.1708 |
1.1994 |
|
| S4 |
1.1353 |
1.1453 |
1.1924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2272 |
1.2017 |
0.0255 |
2.1% |
0.0126 |
1.0% |
18% |
False |
False |
71,936 |
| 10 |
1.2479 |
1.2017 |
0.0462 |
3.8% |
0.0141 |
1.2% |
10% |
False |
False |
83,027 |
| 20 |
1.2479 |
1.1937 |
0.0542 |
4.5% |
0.0146 |
1.2% |
23% |
False |
False |
43,831 |
| 40 |
1.2479 |
1.1190 |
0.1289 |
10.7% |
0.0155 |
1.3% |
68% |
False |
False |
22,124 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0162 |
1.3% |
73% |
False |
False |
14,871 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0157 |
1.3% |
80% |
False |
False |
11,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2425 |
|
2.618 |
1.2306 |
|
1.618 |
1.2233 |
|
1.000 |
1.2188 |
|
0.618 |
1.2160 |
|
HIGH |
1.2115 |
|
0.618 |
1.2087 |
|
0.500 |
1.2079 |
|
0.382 |
1.2070 |
|
LOW |
1.2042 |
|
0.618 |
1.1997 |
|
1.000 |
1.1969 |
|
1.618 |
1.1924 |
|
2.618 |
1.1851 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2079 |
1.2118 |
| PP |
1.2074 |
1.2100 |
| S1 |
1.2069 |
1.2082 |
|