CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2455 |
-0.0066 |
-0.5% |
1.2641 |
| High |
1.2550 |
1.2545 |
-0.0005 |
0.0% |
1.2692 |
| Low |
1.2454 |
1.2454 |
0.0000 |
0.0% |
1.2454 |
| Close |
1.2457 |
1.2539 |
0.0082 |
0.7% |
1.2457 |
| Range |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0238 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
91,003 |
69,471 |
-21,532 |
-23.7% |
447,628 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2753 |
1.2589 |
|
| R3 |
1.2695 |
1.2662 |
1.2564 |
|
| R2 |
1.2604 |
1.2604 |
1.2556 |
|
| R1 |
1.2571 |
1.2571 |
1.2547 |
1.2588 |
| PP |
1.2513 |
1.2513 |
1.2513 |
1.2521 |
| S1 |
1.2480 |
1.2480 |
1.2531 |
1.2497 |
| S2 |
1.2422 |
1.2422 |
1.2522 |
|
| S3 |
1.2331 |
1.2389 |
1.2514 |
|
| S4 |
1.2240 |
1.2298 |
1.2489 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3091 |
1.2588 |
|
| R3 |
1.3010 |
1.2853 |
1.2522 |
|
| R2 |
1.2772 |
1.2772 |
1.2501 |
|
| R1 |
1.2615 |
1.2615 |
1.2479 |
1.2575 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2514 |
| S1 |
1.2377 |
1.2377 |
1.2435 |
1.2337 |
| S2 |
1.2296 |
1.2296 |
1.2413 |
|
| S3 |
1.2058 |
1.2139 |
1.2392 |
|
| S4 |
1.1820 |
1.1901 |
1.2326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2692 |
1.2454 |
0.0238 |
1.9% |
0.0094 |
0.8% |
36% |
False |
True |
92,536 |
| 10 |
1.2692 |
1.2448 |
0.0244 |
1.9% |
0.0092 |
0.7% |
37% |
False |
False |
87,630 |
| 20 |
1.2692 |
1.2381 |
0.0311 |
2.5% |
0.0092 |
0.7% |
51% |
False |
False |
87,519 |
| 40 |
1.2692 |
1.2191 |
0.0501 |
4.0% |
0.0095 |
0.8% |
69% |
False |
False |
84,457 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0104 |
0.8% |
82% |
False |
False |
76,389 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
82% |
False |
False |
57,387 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
82% |
False |
False |
45,929 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0095 |
0.8% |
82% |
False |
False |
38,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2932 |
|
2.618 |
1.2783 |
|
1.618 |
1.2692 |
|
1.000 |
1.2636 |
|
0.618 |
1.2601 |
|
HIGH |
1.2545 |
|
0.618 |
1.2510 |
|
0.500 |
1.2500 |
|
0.382 |
1.2489 |
|
LOW |
1.2454 |
|
0.618 |
1.2398 |
|
1.000 |
1.2363 |
|
1.618 |
1.2307 |
|
2.618 |
1.2216 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2526 |
1.2553 |
| PP |
1.2513 |
1.2548 |
| S1 |
1.2500 |
1.2544 |
|