CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2455 |
1.2535 |
0.0080 |
0.6% |
1.2641 |
| High |
1.2545 |
1.2556 |
0.0011 |
0.1% |
1.2692 |
| Low |
1.2454 |
1.2475 |
0.0021 |
0.2% |
1.2454 |
| Close |
1.2539 |
1.2495 |
-0.0044 |
-0.4% |
1.2457 |
| Range |
0.0091 |
0.0081 |
-0.0010 |
-11.0% |
0.0238 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
69,471 |
110,460 |
40,989 |
59.0% |
447,628 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2704 |
1.2540 |
|
| R3 |
1.2671 |
1.2623 |
1.2517 |
|
| R2 |
1.2590 |
1.2590 |
1.2510 |
|
| R1 |
1.2542 |
1.2542 |
1.2502 |
1.2526 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2500 |
| S1 |
1.2461 |
1.2461 |
1.2488 |
1.2445 |
| S2 |
1.2428 |
1.2428 |
1.2480 |
|
| S3 |
1.2347 |
1.2380 |
1.2473 |
|
| S4 |
1.2266 |
1.2299 |
1.2450 |
|
|
| 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% |
0.0098 |
0.8% |
17% |
False |
False |
99,336 |
| 10 |
1.2692 |
1.2454 |
0.0238 |
1.9% |
0.0092 |
0.7% |
17% |
False |
False |
88,387 |
| 20 |
1.2692 |
1.2381 |
0.0311 |
2.5% |
0.0092 |
0.7% |
37% |
False |
False |
89,302 |
| 40 |
1.2692 |
1.2204 |
0.0488 |
3.9% |
0.0094 |
0.7% |
60% |
False |
False |
84,833 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0103 |
0.8% |
77% |
False |
False |
78,225 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
77% |
False |
False |
58,767 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
77% |
False |
False |
47,033 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0095 |
0.8% |
77% |
False |
False |
39,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2900 |
|
2.618 |
1.2768 |
|
1.618 |
1.2687 |
|
1.000 |
1.2637 |
|
0.618 |
1.2606 |
|
HIGH |
1.2556 |
|
0.618 |
1.2525 |
|
0.500 |
1.2516 |
|
0.382 |
1.2506 |
|
LOW |
1.2475 |
|
0.618 |
1.2425 |
|
1.000 |
1.2394 |
|
1.618 |
1.2344 |
|
2.618 |
1.2263 |
|
4.250 |
1.2131 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2516 |
1.2505 |
| PP |
1.2509 |
1.2502 |
| S1 |
1.2502 |
1.2498 |
|