CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2260 |
1.2309 |
0.0049 |
0.4% |
1.2226 |
| High |
1.2317 |
1.2370 |
0.0053 |
0.4% |
1.2366 |
| Low |
1.2241 |
1.2302 |
0.0061 |
0.5% |
1.2191 |
| Close |
1.2310 |
1.2358 |
0.0048 |
0.4% |
1.2248 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0175 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
61,451 |
63,983 |
2,532 |
4.1% |
463,434 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2521 |
1.2395 |
|
| R3 |
1.2479 |
1.2453 |
1.2377 |
|
| R2 |
1.2411 |
1.2411 |
1.2370 |
|
| R1 |
1.2385 |
1.2385 |
1.2364 |
1.2398 |
| PP |
1.2343 |
1.2343 |
1.2343 |
1.2350 |
| S1 |
1.2317 |
1.2317 |
1.2352 |
1.2330 |
| S2 |
1.2275 |
1.2275 |
1.2346 |
|
| S3 |
1.2207 |
1.2249 |
1.2339 |
|
| S4 |
1.2139 |
1.2181 |
1.2321 |
|
|
| 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 |
1.2370 |
1.2211 |
0.0159 |
1.3% |
0.0091 |
0.7% |
92% |
True |
False |
82,206 |
| 10 |
1.2370 |
1.2036 |
0.0334 |
2.7% |
0.0105 |
0.9% |
96% |
True |
False |
93,104 |
| 20 |
1.2370 |
1.1828 |
0.0542 |
4.4% |
0.0115 |
0.9% |
98% |
True |
False |
89,489 |
| 40 |
1.2436 |
1.1828 |
0.0608 |
4.9% |
0.0112 |
0.9% |
87% |
False |
False |
45,029 |
| 60 |
1.2465 |
1.1828 |
0.0637 |
5.2% |
0.0107 |
0.9% |
83% |
False |
False |
30,055 |
| 80 |
1.2488 |
1.1828 |
0.0660 |
5.3% |
0.0097 |
0.8% |
80% |
False |
False |
22,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2659 |
|
2.618 |
1.2548 |
|
1.618 |
1.2480 |
|
1.000 |
1.2438 |
|
0.618 |
1.2412 |
|
HIGH |
1.2370 |
|
0.618 |
1.2344 |
|
0.500 |
1.2336 |
|
0.382 |
1.2328 |
|
LOW |
1.2302 |
|
0.618 |
1.2260 |
|
1.000 |
1.2234 |
|
1.618 |
1.2192 |
|
2.618 |
1.2124 |
|
4.250 |
1.2013 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2351 |
1.2336 |
| PP |
1.2343 |
1.2313 |
| S1 |
1.2336 |
1.2291 |
|