CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2328 |
1.2360 |
0.0032 |
0.3% |
1.2455 |
| High |
1.2401 |
1.2453 |
0.0052 |
0.4% |
1.2479 |
| Low |
1.2317 |
1.2333 |
0.0016 |
0.1% |
1.2314 |
| Close |
1.2357 |
1.2398 |
0.0041 |
0.3% |
1.2357 |
| Range |
0.0084 |
0.0120 |
0.0036 |
42.9% |
0.0165 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
88,491 |
117,479 |
28,988 |
32.8% |
467,492 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2696 |
1.2464 |
|
| R3 |
1.2635 |
1.2576 |
1.2431 |
|
| R2 |
1.2515 |
1.2515 |
1.2420 |
|
| R1 |
1.2456 |
1.2456 |
1.2409 |
1.2486 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2409 |
| S1 |
1.2336 |
1.2336 |
1.2387 |
1.2366 |
| S2 |
1.2275 |
1.2275 |
1.2376 |
|
| S3 |
1.2155 |
1.2216 |
1.2365 |
|
| S4 |
1.2035 |
1.2096 |
1.2332 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2783 |
1.2448 |
|
| R3 |
1.2713 |
1.2618 |
1.2402 |
|
| R2 |
1.2548 |
1.2548 |
1.2387 |
|
| R1 |
1.2453 |
1.2453 |
1.2372 |
1.2418 |
| PP |
1.2383 |
1.2383 |
1.2383 |
1.2366 |
| S1 |
1.2288 |
1.2288 |
1.2342 |
1.2253 |
| S2 |
1.2218 |
1.2218 |
1.2327 |
|
| S3 |
1.2053 |
1.2123 |
1.2312 |
|
| S4 |
1.1888 |
1.1958 |
1.2266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2478 |
1.2314 |
0.0164 |
1.3% |
0.0094 |
0.8% |
51% |
False |
False |
103,764 |
| 10 |
1.2556 |
1.2314 |
0.0242 |
2.0% |
0.0089 |
0.7% |
35% |
False |
False |
95,086 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0090 |
0.7% |
22% |
False |
False |
91,358 |
| 40 |
1.2692 |
1.2293 |
0.0399 |
3.2% |
0.0094 |
0.8% |
26% |
False |
False |
87,240 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0100 |
0.8% |
66% |
False |
False |
91,590 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0102 |
0.8% |
66% |
False |
False |
69,249 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0101 |
0.8% |
66% |
False |
False |
55,435 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0097 |
0.8% |
66% |
False |
False |
46,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2963 |
|
2.618 |
1.2767 |
|
1.618 |
1.2647 |
|
1.000 |
1.2573 |
|
0.618 |
1.2527 |
|
HIGH |
1.2453 |
|
0.618 |
1.2407 |
|
0.500 |
1.2393 |
|
0.382 |
1.2379 |
|
LOW |
1.2333 |
|
0.618 |
1.2259 |
|
1.000 |
1.2213 |
|
1.618 |
1.2139 |
|
2.618 |
1.2019 |
|
4.250 |
1.1823 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2396 |
1.2393 |
| PP |
1.2395 |
1.2388 |
| S1 |
1.2393 |
1.2384 |
|