CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2167 |
1.2170 |
0.0003 |
0.0% |
1.2076 |
| High |
1.2196 |
1.2264 |
0.0068 |
0.6% |
1.2120 |
| Low |
1.2119 |
1.2083 |
-0.0036 |
-0.3% |
1.1861 |
| Close |
1.2173 |
1.2240 |
0.0067 |
0.6% |
1.2117 |
| Range |
0.0077 |
0.0181 |
0.0104 |
135.1% |
0.0259 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.1% |
0.0000 |
| Volume |
54,851 |
136,070 |
81,219 |
148.1% |
413,632 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2739 |
1.2670 |
1.2340 |
|
| R3 |
1.2558 |
1.2489 |
1.2290 |
|
| R2 |
1.2377 |
1.2377 |
1.2273 |
|
| R1 |
1.2308 |
1.2308 |
1.2257 |
1.2343 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2213 |
| S1 |
1.2127 |
1.2127 |
1.2223 |
1.2162 |
| S2 |
1.2015 |
1.2015 |
1.2207 |
|
| S3 |
1.1834 |
1.1946 |
1.2190 |
|
| S4 |
1.1653 |
1.1765 |
1.2140 |
|
|
| 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 |
1.2264 |
1.1861 |
0.0403 |
3.3% |
0.0145 |
1.2% |
94% |
True |
False |
90,957 |
| 10 |
1.2264 |
1.1861 |
0.0403 |
3.3% |
0.0141 |
1.2% |
94% |
True |
False |
89,645 |
| 20 |
1.2479 |
1.1861 |
0.0618 |
5.0% |
0.0138 |
1.1% |
61% |
False |
False |
84,582 |
| 40 |
1.2479 |
1.1786 |
0.0693 |
5.7% |
0.0141 |
1.2% |
66% |
False |
False |
47,316 |
| 60 |
1.2479 |
1.1098 |
0.1381 |
11.3% |
0.0150 |
1.2% |
83% |
False |
False |
31,645 |
| 80 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0169 |
1.4% |
88% |
False |
False |
23,849 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0146 |
1.2% |
88% |
False |
False |
19,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3033 |
|
2.618 |
1.2738 |
|
1.618 |
1.2557 |
|
1.000 |
1.2445 |
|
0.618 |
1.2376 |
|
HIGH |
1.2264 |
|
0.618 |
1.2195 |
|
0.500 |
1.2174 |
|
0.382 |
1.2152 |
|
LOW |
1.2083 |
|
0.618 |
1.1971 |
|
1.000 |
1.1902 |
|
1.618 |
1.1790 |
|
2.618 |
1.1609 |
|
4.250 |
1.1314 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2218 |
| PP |
1.2196 |
1.2196 |
| S1 |
1.2174 |
1.2174 |
|