CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2388 |
1.2239 |
-0.0149 |
-1.2% |
1.2401 |
| High |
1.2414 |
1.2273 |
-0.0141 |
-1.1% |
1.2429 |
| Low |
1.2231 |
1.2055 |
-0.0176 |
-1.4% |
1.2055 |
| Close |
1.2240 |
1.2063 |
-0.0177 |
-1.4% |
1.2063 |
| Range |
0.0183 |
0.0218 |
0.0035 |
19.1% |
0.0374 |
| ATR |
0.0125 |
0.0132 |
0.0007 |
5.3% |
0.0000 |
| Volume |
152,959 |
125,085 |
-27,874 |
-18.2% |
508,899 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2784 |
1.2642 |
1.2183 |
|
| R3 |
1.2566 |
1.2424 |
1.2123 |
|
| R2 |
1.2348 |
1.2348 |
1.2103 |
|
| R1 |
1.2206 |
1.2206 |
1.2083 |
1.2168 |
| PP |
1.2130 |
1.2130 |
1.2130 |
1.2112 |
| S1 |
1.1988 |
1.1988 |
1.2043 |
1.1950 |
| S2 |
1.1912 |
1.1912 |
1.2023 |
|
| S3 |
1.1694 |
1.1770 |
1.2003 |
|
| S4 |
1.1476 |
1.1552 |
1.1943 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3304 |
1.3058 |
1.2269 |
|
| R3 |
1.2930 |
1.2684 |
1.2166 |
|
| R2 |
1.2556 |
1.2556 |
1.2132 |
|
| R1 |
1.2310 |
1.2310 |
1.2097 |
1.2246 |
| PP |
1.2182 |
1.2182 |
1.2182 |
1.2151 |
| S1 |
1.1936 |
1.1936 |
1.2029 |
1.1872 |
| S2 |
1.1808 |
1.1808 |
1.1994 |
|
| S3 |
1.1434 |
1.1562 |
1.1960 |
|
| S4 |
1.1060 |
1.1188 |
1.1857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2429 |
1.2055 |
0.0374 |
3.1% |
0.0140 |
1.2% |
2% |
False |
True |
101,779 |
| 10 |
1.2462 |
1.2055 |
0.0407 |
3.4% |
0.0126 |
1.0% |
2% |
False |
True |
85,049 |
| 20 |
1.2462 |
1.1861 |
0.0601 |
5.0% |
0.0128 |
1.1% |
34% |
False |
False |
88,460 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0130 |
1.1% |
33% |
False |
False |
79,633 |
| 60 |
1.2479 |
1.1390 |
0.1089 |
9.0% |
0.0142 |
1.2% |
62% |
False |
False |
53,485 |
| 80 |
1.2479 |
1.0943 |
0.1536 |
12.7% |
0.0148 |
1.2% |
73% |
False |
False |
40,186 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0156 |
1.3% |
80% |
False |
False |
32,229 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0137 |
1.1% |
80% |
False |
False |
26,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3200 |
|
2.618 |
1.2844 |
|
1.618 |
1.2626 |
|
1.000 |
1.2491 |
|
0.618 |
1.2408 |
|
HIGH |
1.2273 |
|
0.618 |
1.2190 |
|
0.500 |
1.2164 |
|
0.382 |
1.2138 |
|
LOW |
1.2055 |
|
0.618 |
1.1920 |
|
1.000 |
1.1837 |
|
1.618 |
1.1702 |
|
2.618 |
1.1484 |
|
4.250 |
1.1129 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2164 |
1.2235 |
| PP |
1.2130 |
1.2177 |
| S1 |
1.2097 |
1.2120 |
|