CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1950 |
1.2043 |
0.0093 |
0.8% |
1.1950 |
| High |
1.2051 |
1.2052 |
0.0001 |
0.0% |
1.2148 |
| Low |
1.1950 |
1.1994 |
0.0044 |
0.4% |
1.1922 |
| Close |
1.2047 |
1.2017 |
-0.0030 |
-0.2% |
1.2047 |
| Range |
0.0101 |
0.0058 |
-0.0043 |
-42.6% |
0.0226 |
| ATR |
0.0124 |
0.0120 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
95,628 |
110,399 |
14,771 |
15.4% |
522,802 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2195 |
1.2164 |
1.2049 |
|
| R3 |
1.2137 |
1.2106 |
1.2033 |
|
| R2 |
1.2079 |
1.2079 |
1.2028 |
|
| R1 |
1.2048 |
1.2048 |
1.2022 |
1.2035 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.2014 |
| S1 |
1.1990 |
1.1990 |
1.2012 |
1.1977 |
| S2 |
1.1963 |
1.1963 |
1.2006 |
|
| S3 |
1.1905 |
1.1932 |
1.2001 |
|
| S4 |
1.1847 |
1.1874 |
1.1985 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2608 |
1.2171 |
|
| R3 |
1.2491 |
1.2382 |
1.2109 |
|
| R2 |
1.2265 |
1.2265 |
1.2088 |
|
| R1 |
1.2156 |
1.2156 |
1.2068 |
1.2211 |
| PP |
1.2039 |
1.2039 |
1.2039 |
1.2066 |
| S1 |
1.1930 |
1.1930 |
1.2026 |
1.1985 |
| S2 |
1.1813 |
1.1813 |
1.2006 |
|
| S3 |
1.1587 |
1.1704 |
1.1985 |
|
| S4 |
1.1361 |
1.1478 |
1.1923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2148 |
1.1922 |
0.0226 |
1.9% |
0.0106 |
0.9% |
42% |
False |
False |
108,371 |
| 10 |
1.2152 |
1.1922 |
0.0230 |
1.9% |
0.0114 |
0.9% |
41% |
False |
False |
100,829 |
| 20 |
1.2277 |
1.1920 |
0.0357 |
3.0% |
0.0118 |
1.0% |
27% |
False |
False |
93,316 |
| 40 |
1.2462 |
1.1861 |
0.0601 |
5.0% |
0.0123 |
1.0% |
26% |
False |
False |
90,888 |
| 60 |
1.2479 |
1.1861 |
0.0618 |
5.1% |
0.0126 |
1.0% |
25% |
False |
False |
84,194 |
| 80 |
1.2479 |
1.1390 |
0.1089 |
9.1% |
0.0136 |
1.1% |
58% |
False |
False |
63,443 |
| 100 |
1.2479 |
1.0943 |
0.1536 |
12.8% |
0.0142 |
1.2% |
70% |
False |
False |
50,812 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.2% |
0.0150 |
1.2% |
78% |
False |
False |
42,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2299 |
|
2.618 |
1.2204 |
|
1.618 |
1.2146 |
|
1.000 |
1.2110 |
|
0.618 |
1.2088 |
|
HIGH |
1.2052 |
|
0.618 |
1.2030 |
|
0.500 |
1.2023 |
|
0.382 |
1.2016 |
|
LOW |
1.1994 |
|
0.618 |
1.1958 |
|
1.000 |
1.1936 |
|
1.618 |
1.1900 |
|
2.618 |
1.1842 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2023 |
1.2007 |
| PP |
1.2021 |
1.1997 |
| S1 |
1.2019 |
1.1987 |
|