CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2328 |
1.2388 |
0.0060 |
0.5% |
1.2416 |
| High |
1.2408 |
1.2414 |
0.0006 |
0.0% |
1.2462 |
| Low |
1.2278 |
1.2231 |
-0.0047 |
-0.4% |
1.2277 |
| Close |
1.2380 |
1.2240 |
-0.0140 |
-1.1% |
1.2405 |
| Range |
0.0130 |
0.0183 |
0.0053 |
40.8% |
0.0185 |
| ATR |
0.0121 |
0.0125 |
0.0004 |
3.7% |
0.0000 |
| Volume |
89,456 |
152,959 |
63,503 |
71.0% |
341,600 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2844 |
1.2725 |
1.2341 |
|
| R3 |
1.2661 |
1.2542 |
1.2290 |
|
| R2 |
1.2478 |
1.2478 |
1.2274 |
|
| R1 |
1.2359 |
1.2359 |
1.2257 |
1.2327 |
| PP |
1.2295 |
1.2295 |
1.2295 |
1.2279 |
| S1 |
1.2176 |
1.2176 |
1.2223 |
1.2144 |
| S2 |
1.2112 |
1.2112 |
1.2206 |
|
| S3 |
1.1929 |
1.1993 |
1.2190 |
|
| S4 |
1.1746 |
1.1810 |
1.2139 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2856 |
1.2507 |
|
| R3 |
1.2751 |
1.2671 |
1.2456 |
|
| R2 |
1.2566 |
1.2566 |
1.2439 |
|
| R1 |
1.2486 |
1.2486 |
1.2422 |
1.2434 |
| PP |
1.2381 |
1.2381 |
1.2381 |
1.2355 |
| S1 |
1.2301 |
1.2301 |
1.2388 |
1.2249 |
| S2 |
1.2196 |
1.2196 |
1.2371 |
|
| S3 |
1.2011 |
1.2116 |
1.2354 |
|
| S4 |
1.1826 |
1.1931 |
1.2303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2432 |
1.2231 |
0.0201 |
1.6% |
0.0111 |
0.9% |
4% |
False |
True |
87,860 |
| 10 |
1.2462 |
1.2231 |
0.0231 |
1.9% |
0.0111 |
0.9% |
4% |
False |
True |
78,590 |
| 20 |
1.2462 |
1.1861 |
0.0601 |
4.9% |
0.0127 |
1.0% |
63% |
False |
False |
87,085 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.0% |
0.0128 |
1.0% |
61% |
False |
False |
76,591 |
| 60 |
1.2479 |
1.1370 |
0.1109 |
9.1% |
0.0142 |
1.2% |
78% |
False |
False |
51,405 |
| 80 |
1.2479 |
1.0943 |
0.1536 |
12.5% |
0.0146 |
1.2% |
84% |
False |
False |
38,623 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0154 |
1.3% |
88% |
False |
False |
30,979 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
16.9% |
0.0136 |
1.1% |
88% |
False |
False |
25,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3192 |
|
2.618 |
1.2893 |
|
1.618 |
1.2710 |
|
1.000 |
1.2597 |
|
0.618 |
1.2527 |
|
HIGH |
1.2414 |
|
0.618 |
1.2344 |
|
0.500 |
1.2323 |
|
0.382 |
1.2301 |
|
LOW |
1.2231 |
|
0.618 |
1.2118 |
|
1.000 |
1.2048 |
|
1.618 |
1.1935 |
|
2.618 |
1.1752 |
|
4.250 |
1.1453 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2323 |
1.2323 |
| PP |
1.2295 |
1.2295 |
| S1 |
1.2268 |
1.2268 |
|