CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2530 |
0.0083 |
0.7% |
1.2360 |
| High |
1.2545 |
1.2549 |
0.0004 |
0.0% |
1.2549 |
| Low |
1.2404 |
1.2446 |
0.0042 |
0.3% |
1.2333 |
| Close |
1.2531 |
1.2456 |
-0.0075 |
-0.6% |
1.2456 |
| Range |
0.0141 |
0.0103 |
-0.0038 |
-27.0% |
0.0216 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.5% |
0.0000 |
| Volume |
118,392 |
96,837 |
-21,555 |
-18.2% |
468,999 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2727 |
1.2513 |
|
| R3 |
1.2690 |
1.2624 |
1.2484 |
|
| R2 |
1.2587 |
1.2587 |
1.2475 |
|
| R1 |
1.2521 |
1.2521 |
1.2465 |
1.2503 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2474 |
| S1 |
1.2418 |
1.2418 |
1.2447 |
1.2400 |
| S2 |
1.2381 |
1.2381 |
1.2437 |
|
| S3 |
1.2278 |
1.2315 |
1.2428 |
|
| S4 |
1.2175 |
1.2212 |
1.2399 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3094 |
1.2991 |
1.2575 |
|
| R3 |
1.2878 |
1.2775 |
1.2515 |
|
| R2 |
1.2662 |
1.2662 |
1.2496 |
|
| R1 |
1.2559 |
1.2559 |
1.2476 |
1.2611 |
| PP |
1.2446 |
1.2446 |
1.2446 |
1.2472 |
| S1 |
1.2343 |
1.2343 |
1.2436 |
1.2395 |
| S2 |
1.2230 |
1.2230 |
1.2416 |
|
| S3 |
1.2014 |
1.2127 |
1.2397 |
|
| S4 |
1.1798 |
1.1911 |
1.2337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2549 |
1.2317 |
0.0232 |
1.9% |
0.0109 |
0.9% |
60% |
True |
False |
111,498 |
| 10 |
1.2549 |
1.2314 |
0.0235 |
1.9% |
0.0096 |
0.8% |
60% |
True |
False |
102,341 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0095 |
0.8% |
38% |
False |
False |
95,720 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0093 |
0.7% |
38% |
False |
False |
88,752 |
| 60 |
1.2692 |
1.1861 |
0.0831 |
6.7% |
0.0099 |
0.8% |
72% |
False |
False |
93,515 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
73% |
False |
False |
73,625 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0098 |
0.8% |
73% |
False |
False |
58,943 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
73% |
False |
False |
49,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2987 |
|
2.618 |
1.2819 |
|
1.618 |
1.2716 |
|
1.000 |
1.2652 |
|
0.618 |
1.2613 |
|
HIGH |
1.2549 |
|
0.618 |
1.2510 |
|
0.500 |
1.2498 |
|
0.382 |
1.2485 |
|
LOW |
1.2446 |
|
0.618 |
1.2382 |
|
1.000 |
1.2343 |
|
1.618 |
1.2279 |
|
2.618 |
1.2176 |
|
4.250 |
1.2008 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2498 |
1.2455 |
| PP |
1.2484 |
1.2453 |
| S1 |
1.2470 |
1.2452 |
|