CME British Pound Future September 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 |
1.2256 |
1.2345 |
0.0089 |
0.7% |
1.2255 |
| High |
1.2322 |
1.2376 |
0.0054 |
0.4% |
1.2355 |
| Low |
1.2256 |
1.2345 |
0.0089 |
0.7% |
1.2218 |
| Close |
1.2322 |
1.2369 |
0.0047 |
0.4% |
1.2256 |
| Range |
0.0066 |
0.0031 |
-0.0035 |
-53.0% |
0.0137 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
215 |
22 |
-193 |
-89.8% |
519 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2456 |
1.2444 |
1.2386 |
|
| R3 |
1.2425 |
1.2413 |
1.2378 |
|
| R2 |
1.2394 |
1.2394 |
1.2375 |
|
| R1 |
1.2382 |
1.2382 |
1.2372 |
1.2388 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2367 |
| S1 |
1.2351 |
1.2351 |
1.2366 |
1.2357 |
| S2 |
1.2332 |
1.2332 |
1.2363 |
|
| S3 |
1.2301 |
1.2320 |
1.2360 |
|
| S4 |
1.2270 |
1.2289 |
1.2352 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2609 |
1.2331 |
|
| R3 |
1.2550 |
1.2472 |
1.2294 |
|
| R2 |
1.2413 |
1.2413 |
1.2281 |
|
| R1 |
1.2335 |
1.2335 |
1.2269 |
1.2374 |
| PP |
1.2276 |
1.2276 |
1.2276 |
1.2296 |
| S1 |
1.2198 |
1.2198 |
1.2243 |
1.2237 |
| S2 |
1.2139 |
1.2139 |
1.2231 |
|
| S3 |
1.2002 |
1.2061 |
1.2218 |
|
| S4 |
1.1865 |
1.1924 |
1.2181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2376 |
1.2218 |
0.0158 |
1.3% |
0.0064 |
0.5% |
96% |
True |
False |
125 |
| 10 |
1.2376 |
1.2063 |
0.0313 |
2.5% |
0.0068 |
0.6% |
98% |
True |
False |
165 |
| 20 |
1.2376 |
1.1870 |
0.0506 |
4.1% |
0.0070 |
0.6% |
99% |
True |
False |
193 |
| 40 |
1.2425 |
1.1870 |
0.0555 |
4.5% |
0.0057 |
0.5% |
90% |
False |
False |
101 |
| 60 |
1.2469 |
1.1870 |
0.0599 |
4.8% |
0.0051 |
0.4% |
83% |
False |
False |
68 |
| 80 |
1.2483 |
1.1870 |
0.0613 |
5.0% |
0.0046 |
0.4% |
81% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2508 |
|
2.618 |
1.2457 |
|
1.618 |
1.2426 |
|
1.000 |
1.2407 |
|
0.618 |
1.2395 |
|
HIGH |
1.2376 |
|
0.618 |
1.2364 |
|
0.500 |
1.2361 |
|
0.382 |
1.2357 |
|
LOW |
1.2345 |
|
0.618 |
1.2326 |
|
1.000 |
1.2314 |
|
1.618 |
1.2295 |
|
2.618 |
1.2264 |
|
4.250 |
1.2213 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2366 |
1.2345 |
| PP |
1.2363 |
1.2321 |
| S1 |
1.2361 |
1.2297 |
|