CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2405 |
0.0045 |
0.4% |
1.2241 |
| High |
1.2411 |
1.2420 |
0.0009 |
0.1% |
1.2452 |
| Low |
1.2326 |
1.2349 |
0.0023 |
0.2% |
1.2185 |
| Close |
1.2407 |
1.2410 |
0.0003 |
0.0% |
1.2410 |
| Range |
0.0085 |
0.0071 |
-0.0014 |
-16.5% |
0.0267 |
| ATR |
0.0138 |
0.0133 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
77,268 |
60,490 |
-16,778 |
-21.7% |
400,473 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2579 |
1.2449 |
|
| R3 |
1.2535 |
1.2508 |
1.2430 |
|
| R2 |
1.2464 |
1.2464 |
1.2423 |
|
| R1 |
1.2437 |
1.2437 |
1.2417 |
1.2451 |
| PP |
1.2393 |
1.2393 |
1.2393 |
1.2400 |
| S1 |
1.2366 |
1.2366 |
1.2403 |
1.2380 |
| S2 |
1.2322 |
1.2322 |
1.2397 |
|
| S3 |
1.2251 |
1.2295 |
1.2390 |
|
| S4 |
1.2180 |
1.2224 |
1.2371 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3047 |
1.2557 |
|
| R3 |
1.2883 |
1.2780 |
1.2483 |
|
| R2 |
1.2616 |
1.2616 |
1.2459 |
|
| R1 |
1.2513 |
1.2513 |
1.2434 |
1.2565 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2375 |
| S1 |
1.2246 |
1.2246 |
1.2386 |
1.2298 |
| S2 |
1.2082 |
1.2082 |
1.2361 |
|
| S3 |
1.1815 |
1.1979 |
1.2337 |
|
| S4 |
1.1548 |
1.1712 |
1.2263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2452 |
1.2167 |
0.0285 |
2.3% |
0.0114 |
0.9% |
85% |
False |
False |
92,786 |
| 10 |
1.2452 |
1.1861 |
0.0591 |
4.8% |
0.0130 |
1.0% |
93% |
False |
False |
91,872 |
| 20 |
1.2452 |
1.1861 |
0.0591 |
4.8% |
0.0129 |
1.0% |
93% |
False |
False |
84,211 |
| 40 |
1.2479 |
1.1860 |
0.0619 |
5.0% |
0.0138 |
1.1% |
89% |
False |
False |
58,869 |
| 60 |
1.2479 |
1.1190 |
0.1289 |
10.4% |
0.0148 |
1.2% |
95% |
False |
False |
39,355 |
| 80 |
1.2479 |
1.0555 |
0.1924 |
15.5% |
0.0160 |
1.3% |
96% |
False |
False |
29,614 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.6% |
0.0148 |
1.2% |
97% |
False |
False |
23,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2722 |
|
2.618 |
1.2606 |
|
1.618 |
1.2535 |
|
1.000 |
1.2491 |
|
0.618 |
1.2464 |
|
HIGH |
1.2420 |
|
0.618 |
1.2393 |
|
0.500 |
1.2385 |
|
0.382 |
1.2376 |
|
LOW |
1.2349 |
|
0.618 |
1.2305 |
|
1.000 |
1.2278 |
|
1.618 |
1.2234 |
|
2.618 |
1.2163 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2402 |
1.2394 |
| PP |
1.2393 |
1.2377 |
| S1 |
1.2385 |
1.2361 |
|