CME British Pound Future June 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 |
1.2351 |
1.2439 |
0.0088 |
0.7% |
1.2260 |
| High |
1.2444 |
1.2545 |
0.0101 |
0.8% |
1.2442 |
| Low |
1.2293 |
1.2415 |
0.0122 |
1.0% |
1.2241 |
| Close |
1.2430 |
1.2519 |
0.0089 |
0.7% |
1.2355 |
| Range |
0.0151 |
0.0130 |
-0.0021 |
-13.9% |
0.0201 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.4% |
0.0000 |
| Volume |
90,943 |
110,420 |
19,477 |
21.4% |
376,108 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2883 |
1.2831 |
1.2591 |
|
| R3 |
1.2753 |
1.2701 |
1.2555 |
|
| R2 |
1.2623 |
1.2623 |
1.2543 |
|
| R1 |
1.2571 |
1.2571 |
1.2531 |
1.2597 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2506 |
| S1 |
1.2441 |
1.2441 |
1.2507 |
1.2467 |
| S2 |
1.2363 |
1.2363 |
1.2495 |
|
| S3 |
1.2233 |
1.2311 |
1.2483 |
|
| S4 |
1.2103 |
1.2181 |
1.2448 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2853 |
1.2466 |
|
| R3 |
1.2748 |
1.2652 |
1.2410 |
|
| R2 |
1.2547 |
1.2547 |
1.2392 |
|
| R1 |
1.2451 |
1.2451 |
1.2373 |
1.2499 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2370 |
| S1 |
1.2250 |
1.2250 |
1.2337 |
1.2298 |
| S2 |
1.2145 |
1.2145 |
1.2318 |
|
| S3 |
1.1944 |
1.2049 |
1.2300 |
|
| S4 |
1.1743 |
1.1848 |
1.2244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2545 |
1.2293 |
0.0252 |
2.0% |
0.0108 |
0.9% |
90% |
True |
False |
90,407 |
| 10 |
1.2545 |
1.2211 |
0.0334 |
2.7% |
0.0099 |
0.8% |
92% |
True |
False |
86,306 |
| 20 |
1.2545 |
1.1828 |
0.0717 |
5.7% |
0.0111 |
0.9% |
96% |
True |
False |
104,652 |
| 40 |
1.2545 |
1.1828 |
0.0717 |
5.7% |
0.0111 |
0.9% |
96% |
True |
False |
56,260 |
| 60 |
1.2545 |
1.1828 |
0.0717 |
5.7% |
0.0102 |
0.8% |
96% |
True |
False |
37,577 |
| 80 |
1.2545 |
1.1828 |
0.0717 |
5.7% |
0.0101 |
0.8% |
96% |
True |
False |
28,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3098 |
|
2.618 |
1.2885 |
|
1.618 |
1.2755 |
|
1.000 |
1.2675 |
|
0.618 |
1.2625 |
|
HIGH |
1.2545 |
|
0.618 |
1.2495 |
|
0.500 |
1.2480 |
|
0.382 |
1.2465 |
|
LOW |
1.2415 |
|
0.618 |
1.2335 |
|
1.000 |
1.2285 |
|
1.618 |
1.2205 |
|
2.618 |
1.2075 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2506 |
1.2486 |
| PP |
1.2493 |
1.2452 |
| S1 |
1.2480 |
1.2419 |
|