CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2638 |
0.0006 |
0.0% |
1.2585 |
| High |
1.2692 |
1.2652 |
-0.0040 |
-0.3% |
1.2665 |
| Low |
1.2615 |
1.2506 |
-0.0109 |
-0.9% |
1.2448 |
| Close |
1.2634 |
1.2522 |
-0.0112 |
-0.9% |
1.2654 |
| Range |
0.0077 |
0.0146 |
0.0069 |
89.6% |
0.0217 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.2% |
0.0000 |
| Volume |
107,469 |
118,277 |
10,808 |
10.1% |
430,498 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2998 |
1.2906 |
1.2602 |
|
| R3 |
1.2852 |
1.2760 |
1.2562 |
|
| R2 |
1.2706 |
1.2706 |
1.2549 |
|
| R1 |
1.2614 |
1.2614 |
1.2535 |
1.2587 |
| PP |
1.2560 |
1.2560 |
1.2560 |
1.2547 |
| S1 |
1.2468 |
1.2468 |
1.2509 |
1.2441 |
| S2 |
1.2414 |
1.2414 |
1.2495 |
|
| S3 |
1.2268 |
1.2322 |
1.2482 |
|
| S4 |
1.2122 |
1.2176 |
1.2442 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3240 |
1.3164 |
1.2773 |
|
| R3 |
1.3023 |
1.2947 |
1.2714 |
|
| R2 |
1.2806 |
1.2806 |
1.2694 |
|
| R1 |
1.2730 |
1.2730 |
1.2674 |
1.2768 |
| PP |
1.2589 |
1.2589 |
1.2589 |
1.2608 |
| S1 |
1.2513 |
1.2513 |
1.2634 |
1.2551 |
| S2 |
1.2372 |
1.2372 |
1.2614 |
|
| S3 |
1.2155 |
1.2296 |
1.2594 |
|
| S4 |
1.1938 |
1.2079 |
1.2535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2692 |
1.2506 |
0.0186 |
1.5% |
0.0094 |
0.8% |
9% |
False |
True |
90,311 |
| 10 |
1.2692 |
1.2448 |
0.0244 |
1.9% |
0.0097 |
0.8% |
30% |
False |
False |
91,159 |
| 20 |
1.2692 |
1.2370 |
0.0322 |
2.6% |
0.0095 |
0.8% |
47% |
False |
False |
87,772 |
| 40 |
1.2692 |
1.2052 |
0.0640 |
5.1% |
0.0095 |
0.8% |
73% |
False |
False |
85,351 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0105 |
0.8% |
80% |
False |
False |
73,740 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
80% |
False |
False |
55,382 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0100 |
0.8% |
80% |
False |
False |
44,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3273 |
|
2.618 |
1.3034 |
|
1.618 |
1.2888 |
|
1.000 |
1.2798 |
|
0.618 |
1.2742 |
|
HIGH |
1.2652 |
|
0.618 |
1.2596 |
|
0.500 |
1.2579 |
|
0.382 |
1.2562 |
|
LOW |
1.2506 |
|
0.618 |
1.2416 |
|
1.000 |
1.2360 |
|
1.618 |
1.2270 |
|
2.618 |
1.2124 |
|
4.250 |
1.1886 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2579 |
1.2599 |
| PP |
1.2560 |
1.2573 |
| S1 |
1.2541 |
1.2548 |
|