CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2307 |
1.2260 |
-0.0047 |
-0.4% |
1.2226 |
| High |
1.2312 |
1.2317 |
0.0005 |
0.0% |
1.2366 |
| Low |
1.2211 |
1.2241 |
0.0030 |
0.2% |
1.2191 |
| Close |
1.2248 |
1.2310 |
0.0062 |
0.5% |
1.2248 |
| Range |
0.0101 |
0.0076 |
-0.0025 |
-24.8% |
0.0175 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
81,560 |
61,451 |
-20,109 |
-24.7% |
463,434 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2490 |
1.2352 |
|
| R3 |
1.2441 |
1.2414 |
1.2331 |
|
| R2 |
1.2365 |
1.2365 |
1.2324 |
|
| R1 |
1.2338 |
1.2338 |
1.2317 |
1.2352 |
| PP |
1.2289 |
1.2289 |
1.2289 |
1.2296 |
| S1 |
1.2262 |
1.2262 |
1.2303 |
1.2276 |
| S2 |
1.2213 |
1.2213 |
1.2296 |
|
| S3 |
1.2137 |
1.2186 |
1.2289 |
|
| S4 |
1.2061 |
1.2110 |
1.2268 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2696 |
1.2344 |
|
| R3 |
1.2618 |
1.2521 |
1.2296 |
|
| R2 |
1.2443 |
1.2443 |
1.2280 |
|
| R1 |
1.2346 |
1.2346 |
1.2264 |
1.2395 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2293 |
| S1 |
1.2171 |
1.2171 |
1.2232 |
1.2220 |
| S2 |
1.2093 |
1.2093 |
1.2216 |
|
| S3 |
1.1918 |
1.1996 |
1.2200 |
|
| S4 |
1.1743 |
1.1821 |
1.2152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2366 |
1.2204 |
0.0162 |
1.3% |
0.0098 |
0.8% |
65% |
False |
False |
85,899 |
| 10 |
1.2366 |
1.2036 |
0.0330 |
2.7% |
0.0108 |
0.9% |
83% |
False |
False |
99,314 |
| 20 |
1.2366 |
1.1828 |
0.0538 |
4.4% |
0.0118 |
1.0% |
90% |
False |
False |
86,362 |
| 40 |
1.2436 |
1.1828 |
0.0608 |
4.9% |
0.0112 |
0.9% |
79% |
False |
False |
43,430 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0107 |
0.9% |
76% |
False |
False |
28,989 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.4% |
0.0098 |
0.8% |
73% |
False |
False |
21,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2640 |
|
2.618 |
1.2516 |
|
1.618 |
1.2440 |
|
1.000 |
1.2393 |
|
0.618 |
1.2364 |
|
HIGH |
1.2317 |
|
0.618 |
1.2288 |
|
0.500 |
1.2279 |
|
0.382 |
1.2270 |
|
LOW |
1.2241 |
|
0.618 |
1.2194 |
|
1.000 |
1.2165 |
|
1.618 |
1.2118 |
|
2.618 |
1.2042 |
|
4.250 |
1.1918 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2300 |
1.2303 |
| PP |
1.2289 |
1.2296 |
| S1 |
1.2279 |
1.2289 |
|