CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2405 |
1.2416 |
0.0011 |
0.1% |
1.2241 |
| High |
1.2420 |
1.2462 |
0.0042 |
0.3% |
1.2452 |
| Low |
1.2349 |
1.2337 |
-0.0012 |
-0.1% |
1.2185 |
| Close |
1.2410 |
1.2378 |
-0.0032 |
-0.3% |
1.2410 |
| Range |
0.0071 |
0.0125 |
0.0054 |
76.1% |
0.0267 |
| ATR |
0.0133 |
0.0133 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
60,490 |
67,030 |
6,540 |
10.8% |
400,473 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2767 |
1.2698 |
1.2447 |
|
| R3 |
1.2642 |
1.2573 |
1.2412 |
|
| R2 |
1.2517 |
1.2517 |
1.2401 |
|
| R1 |
1.2448 |
1.2448 |
1.2389 |
1.2420 |
| PP |
1.2392 |
1.2392 |
1.2392 |
1.2379 |
| S1 |
1.2323 |
1.2323 |
1.2367 |
1.2295 |
| S2 |
1.2267 |
1.2267 |
1.2355 |
|
| S3 |
1.2142 |
1.2198 |
1.2344 |
|
| S4 |
1.2017 |
1.2073 |
1.2309 |
|
|
| 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 |
1.2462 |
1.2185 |
0.0277 |
2.2% |
0.0119 |
1.0% |
70% |
True |
False |
93,500 |
| 10 |
1.2462 |
1.2083 |
0.0379 |
3.1% |
0.0116 |
0.9% |
78% |
True |
False |
88,201 |
| 20 |
1.2462 |
1.1861 |
0.0601 |
4.9% |
0.0128 |
1.0% |
86% |
True |
False |
83,796 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.0% |
0.0139 |
1.1% |
84% |
False |
False |
60,540 |
| 60 |
1.2479 |
1.1190 |
0.1289 |
10.4% |
0.0147 |
1.2% |
92% |
False |
False |
40,467 |
| 80 |
1.2479 |
1.0555 |
0.1924 |
15.5% |
0.0159 |
1.3% |
95% |
False |
False |
30,449 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.7% |
0.0149 |
1.2% |
95% |
False |
False |
24,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2993 |
|
2.618 |
1.2789 |
|
1.618 |
1.2664 |
|
1.000 |
1.2587 |
|
0.618 |
1.2539 |
|
HIGH |
1.2462 |
|
0.618 |
1.2414 |
|
0.500 |
1.2400 |
|
0.382 |
1.2385 |
|
LOW |
1.2337 |
|
0.618 |
1.2260 |
|
1.000 |
1.2212 |
|
1.618 |
1.2135 |
|
2.618 |
1.2010 |
|
4.250 |
1.1806 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2400 |
1.2394 |
| PP |
1.2392 |
1.2389 |
| S1 |
1.2385 |
1.2383 |
|