CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2612 |
1.2660 |
0.0048 |
0.4% |
1.2451 |
| High |
1.2701 |
1.2795 |
0.0094 |
0.7% |
1.2593 |
| Low |
1.2602 |
1.2631 |
0.0029 |
0.2% |
1.2372 |
| Close |
1.2671 |
1.2783 |
0.0112 |
0.9% |
1.2578 |
| Range |
0.0099 |
0.0164 |
0.0065 |
65.7% |
0.0221 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
4.9% |
0.0000 |
| Volume |
137,958 |
41,211 |
-96,747 |
-70.1% |
470,184 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3228 |
1.3170 |
1.2873 |
|
| R3 |
1.3064 |
1.3006 |
1.2828 |
|
| R2 |
1.2900 |
1.2900 |
1.2813 |
|
| R1 |
1.2842 |
1.2842 |
1.2798 |
1.2871 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2751 |
| S1 |
1.2678 |
1.2678 |
1.2768 |
1.2707 |
| S2 |
1.2572 |
1.2572 |
1.2753 |
|
| S3 |
1.2408 |
1.2514 |
1.2738 |
|
| S4 |
1.2244 |
1.2350 |
1.2693 |
|
|
| 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 |
1.2795 |
1.2489 |
0.0306 |
2.4% |
0.0110 |
0.9% |
96% |
True |
False |
132,013 |
| 10 |
1.2795 |
1.2372 |
0.0423 |
3.3% |
0.0103 |
0.8% |
97% |
True |
False |
111,645 |
| 20 |
1.2795 |
1.2314 |
0.0481 |
3.8% |
0.0100 |
0.8% |
98% |
True |
False |
106,245 |
| 40 |
1.2795 |
1.2314 |
0.0481 |
3.8% |
0.0096 |
0.8% |
98% |
True |
False |
97,750 |
| 60 |
1.2795 |
1.2211 |
0.0584 |
4.6% |
0.0095 |
0.7% |
98% |
True |
False |
92,040 |
| 80 |
1.2795 |
1.1828 |
0.0967 |
7.6% |
0.0101 |
0.8% |
99% |
True |
False |
86,308 |
| 100 |
1.2795 |
1.1828 |
0.0967 |
7.6% |
0.0102 |
0.8% |
99% |
True |
False |
69,128 |
| 120 |
1.2795 |
1.1828 |
0.0967 |
7.6% |
0.0099 |
0.8% |
99% |
True |
False |
57,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3224 |
|
1.618 |
1.3060 |
|
1.000 |
1.2959 |
|
0.618 |
1.2896 |
|
HIGH |
1.2795 |
|
0.618 |
1.2732 |
|
0.500 |
1.2713 |
|
0.382 |
1.2694 |
|
LOW |
1.2631 |
|
0.618 |
1.2530 |
|
1.000 |
1.2467 |
|
1.618 |
1.2366 |
|
2.618 |
1.2202 |
|
4.250 |
1.1934 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2760 |
1.2740 |
| PP |
1.2736 |
1.2696 |
| S1 |
1.2713 |
1.2653 |
|