CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2028 |
1.2028 |
0.0000 |
0.0% |
1.2401 |
| High |
1.2085 |
1.2103 |
0.0018 |
0.1% |
1.2429 |
| Low |
1.2013 |
1.1968 |
-0.0045 |
-0.4% |
1.2055 |
| Close |
1.2031 |
1.2041 |
0.0010 |
0.1% |
1.2063 |
| Range |
0.0072 |
0.0135 |
0.0063 |
87.5% |
0.0374 |
| ATR |
0.0128 |
0.0128 |
0.0001 |
0.4% |
0.0000 |
| Volume |
87,032 |
101,340 |
14,308 |
16.4% |
508,899 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2377 |
1.2115 |
|
| R3 |
1.2307 |
1.2242 |
1.2078 |
|
| R2 |
1.2172 |
1.2172 |
1.2066 |
|
| R1 |
1.2107 |
1.2107 |
1.2053 |
1.2140 |
| PP |
1.2037 |
1.2037 |
1.2037 |
1.2054 |
| S1 |
1.1972 |
1.1972 |
1.2029 |
1.2005 |
| S2 |
1.1902 |
1.1902 |
1.2016 |
|
| S3 |
1.1767 |
1.1837 |
1.2004 |
|
| S4 |
1.1632 |
1.1702 |
1.1967 |
|
|
| 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 |
1.2414 |
1.1968 |
0.0446 |
3.7% |
0.0148 |
1.2% |
16% |
False |
True |
111,174 |
| 10 |
1.2442 |
1.1968 |
0.0474 |
3.9% |
0.0119 |
1.0% |
15% |
False |
True |
89,100 |
| 20 |
1.2462 |
1.1968 |
0.0494 |
4.1% |
0.0119 |
1.0% |
15% |
False |
True |
88,319 |
| 40 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0130 |
1.1% |
29% |
False |
False |
83,944 |
| 60 |
1.2479 |
1.1410 |
0.1069 |
8.9% |
0.0139 |
1.2% |
59% |
False |
False |
56,609 |
| 80 |
1.2479 |
1.1093 |
0.1386 |
11.5% |
0.0146 |
1.2% |
68% |
False |
False |
42,532 |
| 100 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0157 |
1.3% |
79% |
False |
False |
34,112 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.1% |
0.0139 |
1.2% |
79% |
False |
False |
28,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2677 |
|
2.618 |
1.2456 |
|
1.618 |
1.2321 |
|
1.000 |
1.2238 |
|
0.618 |
1.2186 |
|
HIGH |
1.2103 |
|
0.618 |
1.2051 |
|
0.500 |
1.2036 |
|
0.382 |
1.2020 |
|
LOW |
1.1968 |
|
0.618 |
1.1885 |
|
1.000 |
1.1833 |
|
1.618 |
1.1750 |
|
2.618 |
1.1615 |
|
4.250 |
1.1394 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2039 |
1.2121 |
| PP |
1.2037 |
1.2094 |
| S1 |
1.2036 |
1.2068 |
|