CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2076 |
1.1989 |
-0.0087 |
-0.7% |
1.2076 |
| High |
1.2105 |
1.2108 |
0.0003 |
0.0% |
1.2150 |
| Low |
1.1919 |
1.1977 |
0.0058 |
0.5% |
1.2025 |
| Close |
1.2004 |
1.2079 |
0.0075 |
0.6% |
1.2084 |
| Range |
0.0186 |
0.0131 |
-0.0055 |
-29.6% |
0.0125 |
| ATR |
0.0138 |
0.0138 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
118,341 |
93,980 |
-24,361 |
-20.6% |
246,914 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2448 |
1.2394 |
1.2151 |
|
| R3 |
1.2317 |
1.2263 |
1.2115 |
|
| R2 |
1.2186 |
1.2186 |
1.2103 |
|
| R1 |
1.2132 |
1.2132 |
1.2091 |
1.2159 |
| PP |
1.2055 |
1.2055 |
1.2055 |
1.2068 |
| S1 |
1.2001 |
1.2001 |
1.2067 |
1.2028 |
| S2 |
1.1924 |
1.1924 |
1.2055 |
|
| S3 |
1.1793 |
1.1870 |
1.2043 |
|
| S4 |
1.1662 |
1.1739 |
1.2007 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2461 |
1.2398 |
1.2153 |
|
| R3 |
1.2336 |
1.2273 |
1.2118 |
|
| R2 |
1.2211 |
1.2211 |
1.2107 |
|
| R1 |
1.2148 |
1.2148 |
1.2095 |
1.2180 |
| PP |
1.2086 |
1.2086 |
1.2086 |
1.2102 |
| S1 |
1.2023 |
1.2023 |
1.2073 |
1.2055 |
| S2 |
1.1961 |
1.1961 |
1.2061 |
|
| S3 |
1.1836 |
1.1898 |
1.2050 |
|
| S4 |
1.1711 |
1.1773 |
1.2015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2150 |
1.1919 |
0.0231 |
1.9% |
0.0121 |
1.0% |
69% |
False |
False |
83,244 |
| 10 |
1.2252 |
1.1919 |
0.0333 |
2.8% |
0.0122 |
1.0% |
48% |
False |
False |
75,599 |
| 20 |
1.2479 |
1.1919 |
0.0560 |
4.6% |
0.0130 |
1.1% |
29% |
False |
False |
66,098 |
| 40 |
1.2479 |
1.1370 |
0.1109 |
9.2% |
0.0149 |
1.2% |
64% |
False |
False |
33,565 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0153 |
1.3% |
74% |
False |
False |
22,468 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0161 |
1.3% |
81% |
False |
False |
16,952 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0138 |
1.1% |
81% |
False |
False |
13,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2665 |
|
2.618 |
1.2451 |
|
1.618 |
1.2320 |
|
1.000 |
1.2239 |
|
0.618 |
1.2189 |
|
HIGH |
1.2108 |
|
0.618 |
1.2058 |
|
0.500 |
1.2043 |
|
0.382 |
1.2027 |
|
LOW |
1.1977 |
|
0.618 |
1.1896 |
|
1.000 |
1.1846 |
|
1.618 |
1.1765 |
|
2.618 |
1.1634 |
|
4.250 |
1.1420 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2067 |
1.2061 |
| PP |
1.2055 |
1.2042 |
| S1 |
1.2043 |
1.2024 |
|