CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2135 |
1.2226 |
0.0091 |
0.7% |
1.2110 |
| High |
1.2226 |
1.2313 |
0.0087 |
0.7% |
1.2250 |
| Low |
1.2128 |
1.2191 |
0.0063 |
0.5% |
1.2036 |
| Close |
1.2223 |
1.2307 |
0.0084 |
0.7% |
1.2223 |
| Range |
0.0098 |
0.0122 |
0.0024 |
24.5% |
0.0214 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.1% |
0.0000 |
| Volume |
86,252 |
95,390 |
9,138 |
10.6% |
618,566 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2594 |
1.2374 |
|
| R3 |
1.2514 |
1.2472 |
1.2341 |
|
| R2 |
1.2392 |
1.2392 |
1.2329 |
|
| R1 |
1.2350 |
1.2350 |
1.2318 |
1.2371 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2281 |
| S1 |
1.2228 |
1.2228 |
1.2296 |
1.2249 |
| S2 |
1.2148 |
1.2148 |
1.2285 |
|
| S3 |
1.2026 |
1.2106 |
1.2273 |
|
| S4 |
1.1904 |
1.1984 |
1.2240 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2731 |
1.2341 |
|
| R3 |
1.2598 |
1.2517 |
1.2282 |
|
| R2 |
1.2384 |
1.2384 |
1.2262 |
|
| R1 |
1.2303 |
1.2303 |
1.2243 |
1.2344 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2190 |
| S1 |
1.2089 |
1.2089 |
1.2203 |
1.2130 |
| S2 |
1.1956 |
1.1956 |
1.2184 |
|
| S3 |
1.1742 |
1.1875 |
1.2164 |
|
| S4 |
1.1528 |
1.1661 |
1.2105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2313 |
1.2036 |
0.0277 |
2.3% |
0.0117 |
1.0% |
98% |
True |
False |
112,729 |
| 10 |
1.2313 |
1.1828 |
0.0485 |
3.9% |
0.0136 |
1.1% |
99% |
True |
False |
121,899 |
| 20 |
1.2313 |
1.1828 |
0.0485 |
3.9% |
0.0121 |
1.0% |
99% |
True |
False |
65,008 |
| 40 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0111 |
0.9% |
75% |
False |
False |
32,702 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0103 |
0.8% |
75% |
False |
False |
21,833 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0096 |
0.8% |
73% |
False |
False |
16,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2832 |
|
2.618 |
1.2632 |
|
1.618 |
1.2510 |
|
1.000 |
1.2435 |
|
0.618 |
1.2388 |
|
HIGH |
1.2313 |
|
0.618 |
1.2266 |
|
0.500 |
1.2252 |
|
0.382 |
1.2238 |
|
LOW |
1.2191 |
|
0.618 |
1.2116 |
|
1.000 |
1.2069 |
|
1.618 |
1.1994 |
|
2.618 |
1.1872 |
|
4.250 |
1.1673 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2266 |
| PP |
1.2270 |
1.2224 |
| S1 |
1.2252 |
1.2183 |
|