CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2506 |
1.2480 |
-0.0026 |
-0.2% |
1.2452 |
| High |
1.2526 |
1.2605 |
0.0079 |
0.6% |
1.2599 |
| Low |
1.2448 |
1.2480 |
0.0032 |
0.3% |
1.2401 |
| Close |
1.2481 |
1.2578 |
0.0097 |
0.8% |
1.2579 |
| Range |
0.0078 |
0.0125 |
0.0047 |
60.3% |
0.0198 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.0% |
0.0000 |
| Volume |
102,890 |
79,099 |
-23,791 |
-23.1% |
486,342 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2879 |
1.2647 |
|
| R3 |
1.2804 |
1.2754 |
1.2612 |
|
| R2 |
1.2679 |
1.2679 |
1.2601 |
|
| R1 |
1.2629 |
1.2629 |
1.2589 |
1.2654 |
| PP |
1.2554 |
1.2554 |
1.2554 |
1.2567 |
| S1 |
1.2504 |
1.2504 |
1.2567 |
1.2529 |
| S2 |
1.2429 |
1.2429 |
1.2555 |
|
| S3 |
1.2304 |
1.2379 |
1.2544 |
|
| S4 |
1.2179 |
1.2254 |
1.2509 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3120 |
1.3048 |
1.2688 |
|
| R3 |
1.2922 |
1.2850 |
1.2633 |
|
| R2 |
1.2724 |
1.2724 |
1.2615 |
|
| R1 |
1.2652 |
1.2652 |
1.2597 |
1.2688 |
| PP |
1.2526 |
1.2526 |
1.2526 |
1.2545 |
| S1 |
1.2454 |
1.2454 |
1.2561 |
1.2490 |
| S2 |
1.2328 |
1.2328 |
1.2543 |
|
| S3 |
1.2130 |
1.2256 |
1.2525 |
|
| S4 |
1.1932 |
1.2058 |
1.2470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2605 |
1.2448 |
0.0157 |
1.2% |
0.0102 |
0.8% |
83% |
True |
False |
91,630 |
| 10 |
1.2605 |
1.2381 |
0.0224 |
1.8% |
0.0097 |
0.8% |
88% |
True |
False |
89,370 |
| 20 |
1.2605 |
1.2364 |
0.0241 |
1.9% |
0.0093 |
0.7% |
89% |
True |
False |
82,153 |
| 40 |
1.2605 |
1.1828 |
0.0777 |
6.2% |
0.0102 |
0.8% |
97% |
True |
False |
93,402 |
| 60 |
1.2605 |
1.1828 |
0.0777 |
6.2% |
0.0105 |
0.8% |
97% |
True |
False |
64,891 |
| 80 |
1.2605 |
1.1828 |
0.0777 |
6.2% |
0.0100 |
0.8% |
97% |
True |
False |
48,721 |
| 100 |
1.2605 |
1.1828 |
0.0777 |
6.2% |
0.0099 |
0.8% |
97% |
True |
False |
39,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3136 |
|
2.618 |
1.2932 |
|
1.618 |
1.2807 |
|
1.000 |
1.2730 |
|
0.618 |
1.2682 |
|
HIGH |
1.2605 |
|
0.618 |
1.2557 |
|
0.500 |
1.2543 |
|
0.382 |
1.2528 |
|
LOW |
1.2480 |
|
0.618 |
1.2403 |
|
1.000 |
1.2355 |
|
1.618 |
1.2278 |
|
2.618 |
1.2153 |
|
4.250 |
1.1949 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2566 |
1.2561 |
| PP |
1.2554 |
1.2544 |
| S1 |
1.2543 |
1.2527 |
|