CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2480 |
1.2579 |
0.0099 |
0.8% |
1.2452 |
| High |
1.2605 |
1.2617 |
0.0012 |
0.1% |
1.2599 |
| Low |
1.2480 |
1.2561 |
0.0081 |
0.6% |
1.2401 |
| Close |
1.2578 |
1.2592 |
0.0014 |
0.1% |
1.2579 |
| Range |
0.0125 |
0.0056 |
-0.0069 |
-55.2% |
0.0198 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
79,099 |
82,290 |
3,191 |
4.0% |
486,342 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2731 |
1.2623 |
|
| R3 |
1.2702 |
1.2675 |
1.2607 |
|
| R2 |
1.2646 |
1.2646 |
1.2602 |
|
| R1 |
1.2619 |
1.2619 |
1.2597 |
1.2633 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2597 |
| S1 |
1.2563 |
1.2563 |
1.2587 |
1.2577 |
| S2 |
1.2534 |
1.2534 |
1.2582 |
|
| S3 |
1.2478 |
1.2507 |
1.2577 |
|
| S4 |
1.2422 |
1.2451 |
1.2561 |
|
|
| 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 |
1.2617 |
1.2448 |
0.0169 |
1.3% |
0.0100 |
0.8% |
85% |
True |
False |
92,007 |
| 10 |
1.2617 |
1.2381 |
0.0236 |
1.9% |
0.0096 |
0.8% |
89% |
True |
False |
90,838 |
| 20 |
1.2617 |
1.2364 |
0.0253 |
2.0% |
0.0092 |
0.7% |
90% |
True |
False |
81,784 |
| 40 |
1.2617 |
1.1861 |
0.0756 |
6.0% |
0.0102 |
0.8% |
97% |
True |
False |
92,412 |
| 60 |
1.2617 |
1.1828 |
0.0789 |
6.3% |
0.0104 |
0.8% |
97% |
True |
False |
66,260 |
| 80 |
1.2617 |
1.1828 |
0.0789 |
6.3% |
0.0099 |
0.8% |
97% |
True |
False |
49,749 |
| 100 |
1.2617 |
1.1828 |
0.0789 |
6.3% |
0.0100 |
0.8% |
97% |
True |
False |
39,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2855 |
|
2.618 |
1.2764 |
|
1.618 |
1.2708 |
|
1.000 |
1.2673 |
|
0.618 |
1.2652 |
|
HIGH |
1.2617 |
|
0.618 |
1.2596 |
|
0.500 |
1.2589 |
|
0.382 |
1.2582 |
|
LOW |
1.2561 |
|
0.618 |
1.2526 |
|
1.000 |
1.2505 |
|
1.618 |
1.2470 |
|
2.618 |
1.2414 |
|
4.250 |
1.2323 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2572 |
| PP |
1.2590 |
1.2552 |
| S1 |
1.2589 |
1.2533 |
|