CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2588 |
0.0026 |
0.2% |
1.2451 |
| High |
1.2593 |
1.2601 |
0.0008 |
0.1% |
1.2593 |
| Low |
1.2537 |
1.2489 |
-0.0048 |
-0.4% |
1.2372 |
| Close |
1.2578 |
1.2507 |
-0.0071 |
-0.6% |
1.2578 |
| Range |
0.0056 |
0.0112 |
0.0056 |
100.0% |
0.0221 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.4% |
0.0000 |
| Volume |
110,639 |
130,455 |
19,816 |
17.9% |
470,184 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2868 |
1.2800 |
1.2569 |
|
| R3 |
1.2756 |
1.2688 |
1.2538 |
|
| R2 |
1.2644 |
1.2644 |
1.2528 |
|
| R1 |
1.2576 |
1.2576 |
1.2517 |
1.2554 |
| PP |
1.2532 |
1.2532 |
1.2532 |
1.2522 |
| S1 |
1.2464 |
1.2464 |
1.2497 |
1.2442 |
| S2 |
1.2420 |
1.2420 |
1.2486 |
|
| S3 |
1.2308 |
1.2352 |
1.2476 |
|
| S4 |
1.2196 |
1.2240 |
1.2445 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3177 |
1.3099 |
1.2700 |
|
| R3 |
1.2956 |
1.2878 |
1.2639 |
|
| R2 |
1.2735 |
1.2735 |
1.2619 |
|
| R1 |
1.2657 |
1.2657 |
1.2598 |
1.2696 |
| PP |
1.2514 |
1.2514 |
1.2514 |
1.2534 |
| S1 |
1.2436 |
1.2436 |
1.2558 |
1.2475 |
| S2 |
1.2293 |
1.2293 |
1.2537 |
|
| S3 |
1.2072 |
1.2215 |
1.2517 |
|
| S4 |
1.1851 |
1.1994 |
1.2456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2601 |
1.2395 |
0.0206 |
1.6% |
0.0093 |
0.7% |
54% |
True |
False |
100,073 |
| 10 |
1.2601 |
1.2333 |
0.0268 |
2.1% |
0.0101 |
0.8% |
65% |
True |
False |
106,963 |
| 20 |
1.2601 |
1.2314 |
0.0287 |
2.3% |
0.0094 |
0.7% |
67% |
True |
False |
98,624 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0093 |
0.7% |
51% |
False |
False |
93,252 |
| 60 |
1.2692 |
1.2128 |
0.0564 |
4.5% |
0.0094 |
0.8% |
67% |
False |
False |
89,459 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0101 |
0.8% |
79% |
False |
False |
81,089 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0100 |
0.8% |
79% |
False |
False |
64,940 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
79% |
False |
False |
54,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3077 |
|
2.618 |
1.2894 |
|
1.618 |
1.2782 |
|
1.000 |
1.2713 |
|
0.618 |
1.2670 |
|
HIGH |
1.2601 |
|
0.618 |
1.2558 |
|
0.500 |
1.2545 |
|
0.382 |
1.2532 |
|
LOW |
1.2489 |
|
0.618 |
1.2420 |
|
1.000 |
1.2377 |
|
1.618 |
1.2308 |
|
2.618 |
1.2196 |
|
4.250 |
1.2013 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2520 |
| PP |
1.2532 |
1.2516 |
| S1 |
1.2520 |
1.2511 |
|