CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1989 |
1.2079 |
0.0090 |
0.8% |
1.2076 |
| High |
1.2108 |
1.2098 |
-0.0010 |
-0.1% |
1.2150 |
| Low |
1.1977 |
1.1892 |
-0.0085 |
-0.7% |
1.2025 |
| Close |
1.2079 |
1.1937 |
-0.0142 |
-1.2% |
1.2084 |
| Range |
0.0131 |
0.0206 |
0.0075 |
57.3% |
0.0125 |
| ATR |
0.0138 |
0.0142 |
0.0005 |
3.5% |
0.0000 |
| Volume |
93,980 |
97,575 |
3,595 |
3.8% |
246,914 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2594 |
1.2471 |
1.2050 |
|
| R3 |
1.2388 |
1.2265 |
1.1994 |
|
| R2 |
1.2182 |
1.2182 |
1.1975 |
|
| R1 |
1.2059 |
1.2059 |
1.1956 |
1.2018 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1955 |
| S1 |
1.1853 |
1.1853 |
1.1918 |
1.1812 |
| S2 |
1.1770 |
1.1770 |
1.1899 |
|
| S3 |
1.1564 |
1.1647 |
1.1880 |
|
| S4 |
1.1358 |
1.1441 |
1.1824 |
|
|
| 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 |
1.2128 |
1.1892 |
0.0236 |
2.0% |
0.0137 |
1.1% |
19% |
False |
True |
88,333 |
| 10 |
1.2219 |
1.1892 |
0.0327 |
2.7% |
0.0129 |
1.1% |
14% |
False |
True |
76,551 |
| 20 |
1.2479 |
1.1892 |
0.0587 |
4.9% |
0.0133 |
1.1% |
8% |
False |
True |
70,806 |
| 40 |
1.2479 |
1.1390 |
0.1089 |
9.1% |
0.0149 |
1.2% |
50% |
False |
False |
35,997 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.9% |
0.0155 |
1.3% |
65% |
False |
False |
24,094 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.3% |
0.0163 |
1.4% |
74% |
False |
False |
18,172 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.3% |
0.0139 |
1.2% |
74% |
False |
False |
14,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2974 |
|
2.618 |
1.2637 |
|
1.618 |
1.2431 |
|
1.000 |
1.2304 |
|
0.618 |
1.2225 |
|
HIGH |
1.2098 |
|
0.618 |
1.2019 |
|
0.500 |
1.1995 |
|
0.382 |
1.1971 |
|
LOW |
1.1892 |
|
0.618 |
1.1765 |
|
1.000 |
1.1686 |
|
1.618 |
1.1559 |
|
2.618 |
1.1353 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1995 |
1.2000 |
| PP |
1.1976 |
1.1979 |
| S1 |
1.1956 |
1.1958 |
|