CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2445 |
1.2426 |
-0.0019 |
-0.2% |
1.2455 |
| High |
1.2454 |
1.2478 |
0.0024 |
0.2% |
1.2556 |
| Low |
1.2380 |
1.2364 |
-0.0016 |
-0.1% |
1.2400 |
| Close |
1.2425 |
1.2367 |
-0.0058 |
-0.5% |
1.2457 |
| Range |
0.0074 |
0.0114 |
0.0040 |
54.1% |
0.0156 |
| ATR |
0.0091 |
0.0092 |
0.0002 |
1.9% |
0.0000 |
| Volume |
92,572 |
124,360 |
31,788 |
34.3% |
435,362 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2745 |
1.2670 |
1.2430 |
|
| R3 |
1.2631 |
1.2556 |
1.2398 |
|
| R2 |
1.2517 |
1.2517 |
1.2388 |
|
| R1 |
1.2442 |
1.2442 |
1.2377 |
1.2423 |
| PP |
1.2403 |
1.2403 |
1.2403 |
1.2393 |
| S1 |
1.2328 |
1.2328 |
1.2357 |
1.2309 |
| S2 |
1.2289 |
1.2289 |
1.2346 |
|
| S3 |
1.2175 |
1.2214 |
1.2336 |
|
| S4 |
1.2061 |
1.2100 |
1.2304 |
|
|
| 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 |
1.2501 |
1.2364 |
0.0137 |
1.1% |
0.0088 |
0.7% |
2% |
False |
True |
90,376 |
| 10 |
1.2652 |
1.2364 |
0.0288 |
2.3% |
0.0094 |
0.8% |
1% |
False |
True |
92,772 |
| 20 |
1.2692 |
1.2364 |
0.0328 |
2.7% |
0.0092 |
0.7% |
1% |
False |
True |
90,072 |
| 40 |
1.2692 |
1.2293 |
0.0399 |
3.2% |
0.0093 |
0.8% |
19% |
False |
False |
85,959 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0100 |
0.8% |
62% |
False |
False |
87,136 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0103 |
0.8% |
62% |
False |
False |
65,494 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0101 |
0.8% |
62% |
False |
False |
52,417 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0096 |
0.8% |
62% |
False |
False |
43,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2963 |
|
2.618 |
1.2776 |
|
1.618 |
1.2662 |
|
1.000 |
1.2592 |
|
0.618 |
1.2548 |
|
HIGH |
1.2478 |
|
0.618 |
1.2434 |
|
0.500 |
1.2421 |
|
0.382 |
1.2408 |
|
LOW |
1.2364 |
|
0.618 |
1.2294 |
|
1.000 |
1.2250 |
|
1.618 |
1.2180 |
|
2.618 |
1.2066 |
|
4.250 |
1.1880 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2421 |
1.2422 |
| PP |
1.2403 |
1.2403 |
| S1 |
1.2385 |
1.2385 |
|