CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2425 |
1.2446 |
0.0021 |
0.2% |
1.2360 |
| High |
1.2505 |
1.2564 |
0.0059 |
0.5% |
1.2549 |
| Low |
1.2398 |
1.2439 |
0.0041 |
0.3% |
1.2333 |
| Close |
1.2443 |
1.2559 |
0.0116 |
0.9% |
1.2456 |
| Range |
0.0107 |
0.0125 |
0.0018 |
16.8% |
0.0216 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.3% |
0.0000 |
| Volume |
98,007 |
89,226 |
-8,781 |
-9.0% |
468,999 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2852 |
1.2628 |
|
| R3 |
1.2771 |
1.2727 |
1.2593 |
|
| R2 |
1.2646 |
1.2646 |
1.2582 |
|
| R1 |
1.2602 |
1.2602 |
1.2570 |
1.2624 |
| PP |
1.2521 |
1.2521 |
1.2521 |
1.2532 |
| S1 |
1.2477 |
1.2477 |
1.2548 |
1.2499 |
| S2 |
1.2396 |
1.2396 |
1.2536 |
|
| S3 |
1.2271 |
1.2352 |
1.2525 |
|
| S4 |
1.2146 |
1.2227 |
1.2490 |
|
|
| 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 |
1.2564 |
1.2372 |
0.0192 |
1.5% |
0.0097 |
0.8% |
97% |
True |
False |
91,276 |
| 10 |
1.2564 |
1.2314 |
0.0250 |
2.0% |
0.0101 |
0.8% |
98% |
True |
False |
101,295 |
| 20 |
1.2652 |
1.2314 |
0.0338 |
2.7% |
0.0097 |
0.8% |
72% |
False |
False |
97,033 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0094 |
0.7% |
65% |
False |
False |
91,339 |
| 60 |
1.2692 |
1.2036 |
0.0656 |
5.2% |
0.0096 |
0.8% |
80% |
False |
False |
89,706 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
85% |
False |
False |
78,087 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
85% |
False |
False |
62,530 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0100 |
0.8% |
85% |
False |
False |
52,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3095 |
|
2.618 |
1.2891 |
|
1.618 |
1.2766 |
|
1.000 |
1.2689 |
|
0.618 |
1.2641 |
|
HIGH |
1.2564 |
|
0.618 |
1.2516 |
|
0.500 |
1.2502 |
|
0.382 |
1.2487 |
|
LOW |
1.2439 |
|
0.618 |
1.2362 |
|
1.000 |
1.2314 |
|
1.618 |
1.2237 |
|
2.618 |
1.2112 |
|
4.250 |
1.1908 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2540 |
1.2533 |
| PP |
1.2521 |
1.2506 |
| S1 |
1.2502 |
1.2480 |
|