CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2353 |
1.2468 |
0.0115 |
0.9% |
1.2256 |
| High |
1.2457 |
1.2554 |
0.0097 |
0.8% |
1.2453 |
| Low |
1.2316 |
1.2468 |
0.0152 |
1.2% |
1.2256 |
| Close |
1.2444 |
1.2531 |
0.0087 |
0.7% |
1.2368 |
| Range |
0.0141 |
0.0086 |
-0.0055 |
-39.0% |
0.0197 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
1.9% |
0.0000 |
| Volume |
281 |
476 |
195 |
69.4% |
435 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2776 |
1.2739 |
1.2578 |
|
| R3 |
1.2690 |
1.2653 |
1.2555 |
|
| R2 |
1.2604 |
1.2604 |
1.2547 |
|
| R1 |
1.2567 |
1.2567 |
1.2539 |
1.2586 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2527 |
| S1 |
1.2481 |
1.2481 |
1.2523 |
1.2500 |
| S2 |
1.2432 |
1.2432 |
1.2515 |
|
| S3 |
1.2346 |
1.2395 |
1.2507 |
|
| S4 |
1.2260 |
1.2309 |
1.2484 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2856 |
1.2476 |
|
| R3 |
1.2753 |
1.2659 |
1.2422 |
|
| R2 |
1.2556 |
1.2556 |
1.2404 |
|
| R1 |
1.2462 |
1.2462 |
1.2386 |
1.2509 |
| PP |
1.2359 |
1.2359 |
1.2359 |
1.2383 |
| S1 |
1.2265 |
1.2265 |
1.2350 |
1.2312 |
| S2 |
1.2162 |
1.2162 |
1.2332 |
|
| S3 |
1.1965 |
1.2068 |
1.2314 |
|
| S4 |
1.1768 |
1.1871 |
1.2260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2554 |
1.2316 |
0.0238 |
1.9% |
0.0090 |
0.7% |
90% |
True |
False |
191 |
| 10 |
1.2554 |
1.2218 |
0.0336 |
2.7% |
0.0077 |
0.6% |
93% |
True |
False |
158 |
| 20 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0080 |
0.6% |
97% |
True |
False |
201 |
| 40 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0062 |
0.5% |
97% |
True |
False |
125 |
| 60 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0050 |
0.4% |
97% |
True |
False |
83 |
| 80 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0049 |
0.4% |
97% |
True |
False |
63 |
| 100 |
1.2554 |
1.1433 |
0.1121 |
8.9% |
0.0048 |
0.4% |
98% |
True |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2920 |
|
2.618 |
1.2779 |
|
1.618 |
1.2693 |
|
1.000 |
1.2640 |
|
0.618 |
1.2607 |
|
HIGH |
1.2554 |
|
0.618 |
1.2521 |
|
0.500 |
1.2511 |
|
0.382 |
1.2501 |
|
LOW |
1.2468 |
|
0.618 |
1.2415 |
|
1.000 |
1.2382 |
|
1.618 |
1.2329 |
|
2.618 |
1.2243 |
|
4.250 |
1.2103 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2524 |
1.2499 |
| PP |
1.2518 |
1.2467 |
| S1 |
1.2511 |
1.2435 |
|