CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2785 |
0.0125 |
1.0% |
1.2588 |
| High |
1.2795 |
1.2849 |
0.0054 |
0.4% |
1.2849 |
| Low |
1.2631 |
1.2771 |
0.0140 |
1.1% |
1.2489 |
| Close |
1.2783 |
1.2817 |
0.0034 |
0.3% |
1.2817 |
| Range |
0.0164 |
0.0078 |
-0.0086 |
-52.4% |
0.0360 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
41,211 |
2,721 |
-38,490 |
-93.4% |
552,150 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3046 |
1.3010 |
1.2860 |
|
| R3 |
1.2968 |
1.2932 |
1.2838 |
|
| R2 |
1.2890 |
1.2890 |
1.2831 |
|
| R1 |
1.2854 |
1.2854 |
1.2824 |
1.2872 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2822 |
| S1 |
1.2776 |
1.2776 |
1.2810 |
1.2794 |
| S2 |
1.2734 |
1.2734 |
1.2803 |
|
| S3 |
1.2656 |
1.2698 |
1.2796 |
|
| S4 |
1.2578 |
1.2620 |
1.2774 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3798 |
1.3668 |
1.3015 |
|
| R3 |
1.3438 |
1.3308 |
1.2916 |
|
| R2 |
1.3078 |
1.3078 |
1.2883 |
|
| R1 |
1.2948 |
1.2948 |
1.2850 |
1.3013 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2751 |
| S1 |
1.2588 |
1.2588 |
1.2784 |
1.2653 |
| S2 |
1.2358 |
1.2358 |
1.2751 |
|
| S3 |
1.1998 |
1.2228 |
1.2718 |
|
| S4 |
1.1638 |
1.1868 |
1.2619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2849 |
1.2489 |
0.0360 |
2.8% |
0.0114 |
0.9% |
91% |
True |
False |
110,430 |
| 10 |
1.2849 |
1.2372 |
0.0477 |
3.7% |
0.0101 |
0.8% |
93% |
True |
False |
102,233 |
| 20 |
1.2849 |
1.2314 |
0.0535 |
4.2% |
0.0099 |
0.8% |
94% |
True |
False |
102,287 |
| 40 |
1.2849 |
1.2314 |
0.0535 |
4.2% |
0.0097 |
0.8% |
94% |
True |
False |
96,128 |
| 60 |
1.2849 |
1.2211 |
0.0638 |
5.0% |
0.0095 |
0.7% |
95% |
True |
False |
90,288 |
| 80 |
1.2849 |
1.1828 |
0.1021 |
8.0% |
0.0101 |
0.8% |
97% |
True |
False |
86,340 |
| 100 |
1.2849 |
1.1828 |
0.1021 |
8.0% |
0.0101 |
0.8% |
97% |
True |
False |
69,154 |
| 120 |
1.2849 |
1.1828 |
0.1021 |
8.0% |
0.0099 |
0.8% |
97% |
True |
False |
57,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.3053 |
|
1.618 |
1.2975 |
|
1.000 |
1.2927 |
|
0.618 |
1.2897 |
|
HIGH |
1.2849 |
|
0.618 |
1.2819 |
|
0.500 |
1.2810 |
|
0.382 |
1.2801 |
|
LOW |
1.2771 |
|
0.618 |
1.2723 |
|
1.000 |
1.2693 |
|
1.618 |
1.2645 |
|
2.618 |
1.2567 |
|
4.250 |
1.2440 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2815 |
1.2787 |
| PP |
1.2812 |
1.2756 |
| S1 |
1.2810 |
1.2726 |
|