CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2468 |
1.2538 |
0.0070 |
0.6% |
1.2256 |
| High |
1.2554 |
1.2538 |
-0.0016 |
-0.1% |
1.2453 |
| Low |
1.2468 |
1.2477 |
0.0009 |
0.1% |
1.2256 |
| Close |
1.2531 |
1.2494 |
-0.0037 |
-0.3% |
1.2368 |
| Range |
0.0086 |
0.0061 |
-0.0025 |
-29.1% |
0.0197 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
476 |
126 |
-350 |
-73.5% |
435 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2686 |
1.2651 |
1.2528 |
|
| R3 |
1.2625 |
1.2590 |
1.2511 |
|
| R2 |
1.2564 |
1.2564 |
1.2505 |
|
| R1 |
1.2529 |
1.2529 |
1.2500 |
1.2516 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2497 |
| S1 |
1.2468 |
1.2468 |
1.2488 |
1.2455 |
| S2 |
1.2442 |
1.2442 |
1.2483 |
|
| S3 |
1.2381 |
1.2407 |
1.2477 |
|
| S4 |
1.2320 |
1.2346 |
1.2460 |
|
|
| 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% |
0.0095 |
0.8% |
75% |
False |
False |
198 |
| 10 |
1.2554 |
1.2218 |
0.0336 |
2.7% |
0.0077 |
0.6% |
82% |
False |
False |
151 |
| 20 |
1.2554 |
1.1905 |
0.0649 |
5.2% |
0.0081 |
0.6% |
91% |
False |
False |
184 |
| 40 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0064 |
0.5% |
91% |
False |
False |
128 |
| 60 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0051 |
0.4% |
91% |
False |
False |
86 |
| 80 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0050 |
0.4% |
91% |
False |
False |
64 |
| 100 |
1.2554 |
1.1724 |
0.0830 |
6.6% |
0.0048 |
0.4% |
93% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2797 |
|
2.618 |
1.2698 |
|
1.618 |
1.2637 |
|
1.000 |
1.2599 |
|
0.618 |
1.2576 |
|
HIGH |
1.2538 |
|
0.618 |
1.2515 |
|
0.500 |
1.2508 |
|
0.382 |
1.2500 |
|
LOW |
1.2477 |
|
0.618 |
1.2439 |
|
1.000 |
1.2416 |
|
1.618 |
1.2378 |
|
2.618 |
1.2317 |
|
4.250 |
1.2218 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2508 |
1.2474 |
| PP |
1.2503 |
1.2455 |
| S1 |
1.2499 |
1.2435 |
|