CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2515 |
1.2612 |
0.0097 |
0.8% |
1.2451 |
| High |
1.2628 |
1.2701 |
0.0073 |
0.6% |
1.2593 |
| Low |
1.2511 |
1.2602 |
0.0091 |
0.7% |
1.2372 |
| Close |
1.2604 |
1.2671 |
0.0067 |
0.5% |
1.2578 |
| Range |
0.0117 |
0.0099 |
-0.0018 |
-15.4% |
0.0221 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.1% |
0.0000 |
| Volume |
239,805 |
137,958 |
-101,847 |
-42.5% |
470,184 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2955 |
1.2912 |
1.2725 |
|
| R3 |
1.2856 |
1.2813 |
1.2698 |
|
| R2 |
1.2757 |
1.2757 |
1.2689 |
|
| R1 |
1.2714 |
1.2714 |
1.2680 |
1.2736 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2669 |
| S1 |
1.2615 |
1.2615 |
1.2662 |
1.2637 |
| S2 |
1.2559 |
1.2559 |
1.2653 |
|
| S3 |
1.2460 |
1.2516 |
1.2644 |
|
| S4 |
1.2361 |
1.2417 |
1.2617 |
|
|
| 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 |
1.2701 |
1.2439 |
0.0262 |
2.1% |
0.0102 |
0.8% |
89% |
True |
False |
141,616 |
| 10 |
1.2701 |
1.2372 |
0.0329 |
2.6% |
0.0101 |
0.8% |
91% |
True |
False |
119,363 |
| 20 |
1.2701 |
1.2314 |
0.0387 |
3.1% |
0.0096 |
0.8% |
92% |
True |
False |
108,516 |
| 40 |
1.2701 |
1.2314 |
0.0387 |
3.1% |
0.0094 |
0.7% |
92% |
True |
False |
98,909 |
| 60 |
1.2701 |
1.2204 |
0.0497 |
3.9% |
0.0094 |
0.7% |
94% |
True |
False |
92,728 |
| 80 |
1.2701 |
1.1828 |
0.0873 |
6.9% |
0.0101 |
0.8% |
97% |
True |
False |
85,798 |
| 100 |
1.2701 |
1.1828 |
0.0873 |
6.9% |
0.0101 |
0.8% |
97% |
True |
False |
68,717 |
| 120 |
1.2701 |
1.1828 |
0.0873 |
6.9% |
0.0099 |
0.8% |
97% |
True |
False |
57,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3122 |
|
2.618 |
1.2960 |
|
1.618 |
1.2861 |
|
1.000 |
1.2800 |
|
0.618 |
1.2762 |
|
HIGH |
1.2701 |
|
0.618 |
1.2663 |
|
0.500 |
1.2652 |
|
0.382 |
1.2640 |
|
LOW |
1.2602 |
|
0.618 |
1.2541 |
|
1.000 |
1.2503 |
|
1.618 |
1.2442 |
|
2.618 |
1.2343 |
|
4.250 |
1.2181 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2646 |
| PP |
1.2658 |
1.2620 |
| S1 |
1.2652 |
1.2595 |
|