CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2535 |
1.2494 |
-0.0041 |
-0.3% |
1.2641 |
| High |
1.2556 |
1.2519 |
-0.0037 |
-0.3% |
1.2692 |
| Low |
1.2475 |
1.2430 |
-0.0045 |
-0.4% |
1.2454 |
| Close |
1.2495 |
1.2492 |
-0.0003 |
0.0% |
1.2457 |
| Range |
0.0081 |
0.0089 |
0.0008 |
9.9% |
0.0238 |
| ATR |
0.0095 |
0.0094 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
110,460 |
86,626 |
-23,834 |
-21.6% |
447,628 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2747 |
1.2709 |
1.2541 |
|
| R3 |
1.2658 |
1.2620 |
1.2516 |
|
| R2 |
1.2569 |
1.2569 |
1.2508 |
|
| R1 |
1.2531 |
1.2531 |
1.2500 |
1.2506 |
| PP |
1.2480 |
1.2480 |
1.2480 |
1.2468 |
| S1 |
1.2442 |
1.2442 |
1.2484 |
1.2417 |
| S2 |
1.2391 |
1.2391 |
1.2476 |
|
| S3 |
1.2302 |
1.2353 |
1.2468 |
|
| S4 |
1.2213 |
1.2264 |
1.2443 |
|
|
| 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 |
1.2652 |
1.2430 |
0.0222 |
1.8% |
0.0101 |
0.8% |
28% |
False |
True |
95,167 |
| 10 |
1.2692 |
1.2430 |
0.0262 |
2.1% |
0.0088 |
0.7% |
24% |
False |
True |
89,140 |
| 20 |
1.2692 |
1.2381 |
0.0311 |
2.5% |
0.0093 |
0.7% |
36% |
False |
False |
89,255 |
| 40 |
1.2692 |
1.2211 |
0.0481 |
3.9% |
0.0093 |
0.7% |
58% |
False |
False |
84,938 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
77% |
False |
False |
79,662 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
77% |
False |
False |
59,849 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
77% |
False |
False |
47,899 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0096 |
0.8% |
77% |
False |
False |
39,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2897 |
|
2.618 |
1.2752 |
|
1.618 |
1.2663 |
|
1.000 |
1.2608 |
|
0.618 |
1.2574 |
|
HIGH |
1.2519 |
|
0.618 |
1.2485 |
|
0.500 |
1.2475 |
|
0.382 |
1.2464 |
|
LOW |
1.2430 |
|
0.618 |
1.2375 |
|
1.000 |
1.2341 |
|
1.618 |
1.2286 |
|
2.618 |
1.2197 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2486 |
1.2493 |
| PP |
1.2480 |
1.2493 |
| S1 |
1.2475 |
1.2492 |
|