CME British Pound Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.2096 |
0.0168 |
1.4% |
1.2043 |
| High |
1.2114 |
1.2140 |
0.0026 |
0.2% |
1.2114 |
| Low |
1.1909 |
1.2051 |
0.0142 |
1.2% |
1.1803 |
| Close |
1.2033 |
1.2115 |
0.0082 |
0.7% |
1.2033 |
| Range |
0.0205 |
0.0089 |
-0.0116 |
-56.6% |
0.0311 |
| ATR |
0.0128 |
0.0127 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
45,262 |
1,733 |
-43,529 |
-96.2% |
742,880 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2331 |
1.2164 |
|
| R3 |
1.2280 |
1.2242 |
1.2139 |
|
| R2 |
1.2191 |
1.2191 |
1.2131 |
|
| R1 |
1.2153 |
1.2153 |
1.2123 |
1.2172 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2112 |
| S1 |
1.2064 |
1.2064 |
1.2107 |
1.2083 |
| S2 |
1.2013 |
1.2013 |
1.2099 |
|
| S3 |
1.1924 |
1.1975 |
1.2091 |
|
| S4 |
1.1835 |
1.1886 |
1.2066 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2786 |
1.2204 |
|
| R3 |
1.2605 |
1.2475 |
1.2119 |
|
| R2 |
1.2294 |
1.2294 |
1.2090 |
|
| R1 |
1.2164 |
1.2164 |
1.2062 |
1.2074 |
| PP |
1.1983 |
1.1983 |
1.1983 |
1.1938 |
| S1 |
1.1853 |
1.1853 |
1.2004 |
1.1763 |
| S2 |
1.1672 |
1.1672 |
1.1976 |
|
| S3 |
1.1361 |
1.1542 |
1.1947 |
|
| S4 |
1.1050 |
1.1231 |
1.1862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2140 |
1.1803 |
0.0337 |
2.8% |
0.0140 |
1.2% |
93% |
True |
False |
126,842 |
| 10 |
1.2148 |
1.1803 |
0.0345 |
2.8% |
0.0123 |
1.0% |
90% |
False |
False |
117,607 |
| 20 |
1.2277 |
1.1803 |
0.0474 |
3.9% |
0.0127 |
1.1% |
66% |
False |
False |
104,641 |
| 40 |
1.2462 |
1.1803 |
0.0659 |
5.4% |
0.0122 |
1.0% |
47% |
False |
False |
95,374 |
| 60 |
1.2479 |
1.1803 |
0.0676 |
5.6% |
0.0127 |
1.1% |
46% |
False |
False |
91,777 |
| 80 |
1.2479 |
1.1786 |
0.0693 |
5.7% |
0.0132 |
1.1% |
47% |
False |
False |
71,345 |
| 100 |
1.2479 |
1.1098 |
0.1381 |
11.4% |
0.0139 |
1.1% |
74% |
False |
False |
57,136 |
| 120 |
1.2479 |
1.0415 |
0.2064 |
17.0% |
0.0153 |
1.3% |
82% |
False |
False |
47,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2518 |
|
2.618 |
1.2373 |
|
1.618 |
1.2284 |
|
1.000 |
1.2229 |
|
0.618 |
1.2195 |
|
HIGH |
1.2140 |
|
0.618 |
1.2106 |
|
0.500 |
1.2096 |
|
0.382 |
1.2085 |
|
LOW |
1.2051 |
|
0.618 |
1.1996 |
|
1.000 |
1.1962 |
|
1.618 |
1.1907 |
|
2.618 |
1.1818 |
|
4.250 |
1.1673 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2109 |
1.2072 |
| PP |
1.2102 |
1.2029 |
| S1 |
1.2096 |
1.1987 |
|