CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2079 |
1.1931 |
-0.0148 |
-1.2% |
1.2076 |
| High |
1.2098 |
1.2120 |
0.0022 |
0.2% |
1.2120 |
| Low |
1.1892 |
1.1861 |
-0.0031 |
-0.3% |
1.1861 |
| Close |
1.1937 |
1.2117 |
0.0180 |
1.5% |
1.2117 |
| Range |
0.0206 |
0.0259 |
0.0053 |
25.7% |
0.0259 |
| ATR |
0.0142 |
0.0151 |
0.0008 |
5.8% |
0.0000 |
| Volume |
97,575 |
103,736 |
6,161 |
6.3% |
413,632 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2722 |
1.2259 |
|
| R3 |
1.2551 |
1.2463 |
1.2188 |
|
| R2 |
1.2292 |
1.2292 |
1.2164 |
|
| R1 |
1.2204 |
1.2204 |
1.2141 |
1.2248 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2055 |
| S1 |
1.1945 |
1.1945 |
1.2093 |
1.1989 |
| S2 |
1.1774 |
1.1774 |
1.2070 |
|
| S3 |
1.1515 |
1.1686 |
1.2046 |
|
| S4 |
1.1256 |
1.1427 |
1.1975 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2722 |
1.2259 |
|
| R3 |
1.2551 |
1.2463 |
1.2188 |
|
| R2 |
1.2292 |
1.2292 |
1.2164 |
|
| R1 |
1.2204 |
1.2204 |
1.2141 |
1.2248 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2055 |
| S1 |
1.1945 |
1.1945 |
1.2093 |
1.1989 |
| S2 |
1.1774 |
1.1774 |
1.2070 |
|
| S3 |
1.1515 |
1.1686 |
1.2046 |
|
| S4 |
1.1256 |
1.1427 |
1.1975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2128 |
1.1861 |
0.0267 |
2.2% |
0.0176 |
1.5% |
96% |
False |
True |
98,507 |
| 10 |
1.2171 |
1.1861 |
0.0310 |
2.6% |
0.0141 |
1.2% |
83% |
False |
True |
79,392 |
| 20 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0140 |
1.2% |
41% |
False |
True |
75,629 |
| 40 |
1.2479 |
1.1390 |
0.1089 |
9.0% |
0.0151 |
1.2% |
67% |
False |
False |
38,584 |
| 60 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0157 |
1.3% |
76% |
False |
False |
25,815 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0166 |
1.4% |
82% |
False |
False |
19,468 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0141 |
1.2% |
82% |
False |
False |
15,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3221 |
|
2.618 |
1.2798 |
|
1.618 |
1.2539 |
|
1.000 |
1.2379 |
|
0.618 |
1.2280 |
|
HIGH |
1.2120 |
|
0.618 |
1.2021 |
|
0.500 |
1.1991 |
|
0.382 |
1.1960 |
|
LOW |
1.1861 |
|
0.618 |
1.1701 |
|
1.000 |
1.1602 |
|
1.618 |
1.1442 |
|
2.618 |
1.1183 |
|
4.250 |
1.0760 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2075 |
1.2075 |
| PP |
1.2033 |
1.2033 |
| S1 |
1.1991 |
1.1991 |
|