CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2620 |
0.0004 |
0.0% |
1.2607 |
| High |
1.2625 |
1.2679 |
0.0054 |
0.4% |
1.2679 |
| Low |
1.2578 |
1.2590 |
0.0012 |
0.1% |
1.2473 |
| Close |
1.2606 |
1.2668 |
0.0062 |
0.5% |
1.2668 |
| Range |
0.0047 |
0.0089 |
0.0042 |
89.4% |
0.0206 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
267 |
137 |
-130 |
-48.7% |
1,343 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2913 |
1.2879 |
1.2717 |
|
| R3 |
1.2824 |
1.2790 |
1.2692 |
|
| R2 |
1.2735 |
1.2735 |
1.2684 |
|
| R1 |
1.2701 |
1.2701 |
1.2676 |
1.2718 |
| PP |
1.2646 |
1.2646 |
1.2646 |
1.2654 |
| S1 |
1.2612 |
1.2612 |
1.2660 |
1.2629 |
| S2 |
1.2557 |
1.2557 |
1.2652 |
|
| S3 |
1.2468 |
1.2523 |
1.2644 |
|
| S4 |
1.2379 |
1.2434 |
1.2619 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3225 |
1.3152 |
1.2781 |
|
| R3 |
1.3019 |
1.2946 |
1.2725 |
|
| R2 |
1.2813 |
1.2813 |
1.2706 |
|
| R1 |
1.2740 |
1.2740 |
1.2687 |
1.2777 |
| PP |
1.2607 |
1.2607 |
1.2607 |
1.2625 |
| S1 |
1.2534 |
1.2534 |
1.2649 |
1.2571 |
| S2 |
1.2401 |
1.2401 |
1.2630 |
|
| S3 |
1.2195 |
1.2328 |
1.2611 |
|
| S4 |
1.1989 |
1.2122 |
1.2555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2679 |
1.2473 |
0.0206 |
1.6% |
0.0079 |
0.6% |
95% |
True |
False |
268 |
| 10 |
1.2679 |
1.2421 |
0.0258 |
2.0% |
0.0081 |
0.6% |
96% |
True |
False |
156 |
| 20 |
1.2679 |
1.2393 |
0.0286 |
2.3% |
0.0069 |
0.5% |
96% |
True |
False |
315 |
| 40 |
1.2679 |
1.2063 |
0.0616 |
4.9% |
0.0070 |
0.6% |
98% |
True |
False |
231 |
| 60 |
1.2679 |
1.1870 |
0.0809 |
6.4% |
0.0067 |
0.5% |
99% |
True |
False |
192 |
| 80 |
1.2679 |
1.1870 |
0.0809 |
6.4% |
0.0056 |
0.4% |
99% |
True |
False |
144 |
| 100 |
1.2679 |
1.1870 |
0.0809 |
6.4% |
0.0054 |
0.4% |
99% |
True |
False |
115 |
| 120 |
1.2679 |
1.1862 |
0.0817 |
6.4% |
0.0050 |
0.4% |
99% |
True |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3057 |
|
2.618 |
1.2912 |
|
1.618 |
1.2823 |
|
1.000 |
1.2768 |
|
0.618 |
1.2734 |
|
HIGH |
1.2679 |
|
0.618 |
1.2645 |
|
0.500 |
1.2635 |
|
0.382 |
1.2624 |
|
LOW |
1.2590 |
|
0.618 |
1.2535 |
|
1.000 |
1.2501 |
|
1.618 |
1.2446 |
|
2.618 |
1.2357 |
|
4.250 |
1.2212 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2657 |
1.2641 |
| PP |
1.2646 |
1.2615 |
| S1 |
1.2635 |
1.2588 |
|