CME British Pound Future September 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 |
1.2050 |
1.2083 |
0.0033 |
0.3% |
1.2090 |
| High |
1.2101 |
1.2083 |
-0.0018 |
-0.1% |
1.2146 |
| Low |
1.2050 |
1.2060 |
0.0010 |
0.1% |
1.1997 |
| Close |
1.2099 |
1.2069 |
-0.0030 |
-0.2% |
1.2099 |
| Range |
0.0051 |
0.0023 |
-0.0028 |
-54.9% |
0.0149 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
1 |
62 |
61 |
6,100.0% |
511 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2127 |
1.2082 |
|
| R3 |
1.2117 |
1.2104 |
1.2075 |
|
| R2 |
1.2094 |
1.2094 |
1.2073 |
|
| R1 |
1.2081 |
1.2081 |
1.2071 |
1.2076 |
| PP |
1.2071 |
1.2071 |
1.2071 |
1.2068 |
| S1 |
1.2058 |
1.2058 |
1.2067 |
1.2053 |
| S2 |
1.2048 |
1.2048 |
1.2065 |
|
| S3 |
1.2025 |
1.2035 |
1.2063 |
|
| S4 |
1.2002 |
1.2012 |
1.2056 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2528 |
1.2462 |
1.2181 |
|
| R3 |
1.2379 |
1.2313 |
1.2140 |
|
| R2 |
1.2230 |
1.2230 |
1.2126 |
|
| R1 |
1.2164 |
1.2164 |
1.2113 |
1.2197 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2097 |
| S1 |
1.2015 |
1.2015 |
1.2085 |
1.2048 |
| S2 |
1.1932 |
1.1932 |
1.2072 |
|
| S3 |
1.1783 |
1.1866 |
1.2058 |
|
| S4 |
1.1634 |
1.1717 |
1.2017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2146 |
1.1997 |
0.0149 |
1.2% |
0.0030 |
0.2% |
48% |
False |
False |
107 |
| 10 |
1.2197 |
1.1984 |
0.0213 |
1.8% |
0.0039 |
0.3% |
40% |
False |
False |
58 |
| 20 |
1.2238 |
1.1981 |
0.0257 |
2.1% |
0.0039 |
0.3% |
34% |
False |
False |
36 |
| 40 |
1.2469 |
1.1910 |
0.0559 |
4.6% |
0.0037 |
0.3% |
28% |
False |
False |
18 |
| 60 |
1.2483 |
1.1910 |
0.0573 |
4.7% |
0.0037 |
0.3% |
28% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.2143 |
|
1.618 |
1.2120 |
|
1.000 |
1.2106 |
|
0.618 |
1.2097 |
|
HIGH |
1.2083 |
|
0.618 |
1.2074 |
|
0.500 |
1.2072 |
|
0.382 |
1.2069 |
|
LOW |
1.2060 |
|
0.618 |
1.2046 |
|
1.000 |
1.2037 |
|
1.618 |
1.2023 |
|
2.618 |
1.2000 |
|
4.250 |
1.1962 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2072 |
1.2062 |
| PP |
1.2071 |
1.2056 |
| S1 |
1.2070 |
1.2049 |
|