CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2530 |
1.2451 |
-0.0079 |
-0.6% |
1.2360 |
| High |
1.2549 |
1.2455 |
-0.0094 |
-0.7% |
1.2549 |
| Low |
1.2446 |
1.2372 |
-0.0074 |
-0.6% |
1.2333 |
| Close |
1.2456 |
1.2439 |
-0.0017 |
-0.1% |
1.2456 |
| Range |
0.0103 |
0.0083 |
-0.0020 |
-19.4% |
0.0216 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
96,837 |
100,274 |
3,437 |
3.5% |
468,999 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2638 |
1.2485 |
|
| R3 |
1.2588 |
1.2555 |
1.2462 |
|
| R2 |
1.2505 |
1.2505 |
1.2454 |
|
| R1 |
1.2472 |
1.2472 |
1.2447 |
1.2447 |
| PP |
1.2422 |
1.2422 |
1.2422 |
1.2410 |
| S1 |
1.2389 |
1.2389 |
1.2431 |
1.2364 |
| S2 |
1.2339 |
1.2339 |
1.2424 |
|
| S3 |
1.2256 |
1.2306 |
1.2416 |
|
| S4 |
1.2173 |
1.2223 |
1.2393 |
|
|
| 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 |
1.2333 |
0.0216 |
1.7% |
0.0109 |
0.9% |
49% |
False |
False |
113,854 |
| 10 |
1.2549 |
1.2314 |
0.0235 |
1.9% |
0.0095 |
0.8% |
53% |
False |
False |
103,676 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0092 |
0.7% |
33% |
False |
False |
95,987 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0093 |
0.7% |
33% |
False |
False |
89,600 |
| 60 |
1.2692 |
1.1937 |
0.0755 |
6.1% |
0.0099 |
0.8% |
66% |
False |
False |
92,951 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
71% |
False |
False |
74,877 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
71% |
False |
False |
59,945 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
71% |
False |
False |
49,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2808 |
|
2.618 |
1.2672 |
|
1.618 |
1.2589 |
|
1.000 |
1.2538 |
|
0.618 |
1.2506 |
|
HIGH |
1.2455 |
|
0.618 |
1.2423 |
|
0.500 |
1.2414 |
|
0.382 |
1.2404 |
|
LOW |
1.2372 |
|
0.618 |
1.2321 |
|
1.000 |
1.2289 |
|
1.618 |
1.2238 |
|
2.618 |
1.2155 |
|
4.250 |
1.2019 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2431 |
1.2461 |
| PP |
1.2422 |
1.2453 |
| S1 |
1.2414 |
1.2446 |
|