CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2412 |
1.2455 |
0.0043 |
0.3% |
1.2455 |
| High |
1.2492 |
1.2479 |
-0.0013 |
-0.1% |
1.2556 |
| Low |
1.2401 |
1.2421 |
0.0020 |
0.2% |
1.2400 |
| Close |
1.2457 |
1.2450 |
-0.0007 |
-0.1% |
1.2457 |
| Range |
0.0091 |
0.0058 |
-0.0033 |
-36.3% |
0.0156 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
86,927 |
66,147 |
-20,780 |
-23.9% |
435,362 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2595 |
1.2482 |
|
| R3 |
1.2566 |
1.2537 |
1.2466 |
|
| R2 |
1.2508 |
1.2508 |
1.2461 |
|
| R1 |
1.2479 |
1.2479 |
1.2455 |
1.2465 |
| PP |
1.2450 |
1.2450 |
1.2450 |
1.2443 |
| S1 |
1.2421 |
1.2421 |
1.2445 |
1.2407 |
| S2 |
1.2392 |
1.2392 |
1.2439 |
|
| S3 |
1.2334 |
1.2363 |
1.2434 |
|
| S4 |
1.2276 |
1.2305 |
1.2418 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2939 |
1.2854 |
1.2543 |
|
| R3 |
1.2783 |
1.2698 |
1.2500 |
|
| R2 |
1.2627 |
1.2627 |
1.2486 |
|
| R1 |
1.2542 |
1.2542 |
1.2471 |
1.2585 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2492 |
| S1 |
1.2386 |
1.2386 |
1.2443 |
1.2429 |
| S2 |
1.2315 |
1.2315 |
1.2428 |
|
| S3 |
1.2159 |
1.2230 |
1.2414 |
|
| S4 |
1.2003 |
1.2074 |
1.2371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2556 |
1.2400 |
0.0156 |
1.3% |
0.0084 |
0.7% |
32% |
False |
False |
86,407 |
| 10 |
1.2692 |
1.2400 |
0.0292 |
2.3% |
0.0089 |
0.7% |
17% |
False |
False |
89,471 |
| 20 |
1.2692 |
1.2400 |
0.0292 |
2.3% |
0.0094 |
0.8% |
17% |
False |
False |
89,670 |
| 40 |
1.2692 |
1.2241 |
0.0451 |
3.6% |
0.0092 |
0.7% |
46% |
False |
False |
83,672 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0101 |
0.8% |
72% |
False |
False |
83,567 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
72% |
False |
False |
62,783 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0100 |
0.8% |
72% |
False |
False |
50,248 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0096 |
0.8% |
72% |
False |
False |
41,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2726 |
|
2.618 |
1.2631 |
|
1.618 |
1.2573 |
|
1.000 |
1.2537 |
|
0.618 |
1.2515 |
|
HIGH |
1.2479 |
|
0.618 |
1.2457 |
|
0.500 |
1.2450 |
|
0.382 |
1.2443 |
|
LOW |
1.2421 |
|
0.618 |
1.2385 |
|
1.000 |
1.2363 |
|
1.618 |
1.2327 |
|
2.618 |
1.2269 |
|
4.250 |
1.2175 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2450 |
1.2451 |
| PP |
1.2450 |
1.2450 |
| S1 |
1.2450 |
1.2450 |
|