CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2657 |
1.2658 |
0.0001 |
0.0% |
1.2607 |
| High |
1.2705 |
1.2658 |
-0.0047 |
-0.4% |
1.2679 |
| Low |
1.2632 |
1.2525 |
-0.0107 |
-0.8% |
1.2473 |
| Close |
1.2649 |
1.2537 |
-0.0112 |
-0.9% |
1.2668 |
| Range |
0.0073 |
0.0133 |
0.0060 |
82.2% |
0.0206 |
| ATR |
0.0072 |
0.0077 |
0.0004 |
6.0% |
0.0000 |
| Volume |
128 |
107 |
-21 |
-16.4% |
1,343 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2888 |
1.2610 |
|
| R3 |
1.2839 |
1.2755 |
1.2574 |
|
| R2 |
1.2706 |
1.2706 |
1.2561 |
|
| R1 |
1.2622 |
1.2622 |
1.2549 |
1.2598 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2561 |
| S1 |
1.2489 |
1.2489 |
1.2525 |
1.2465 |
| S2 |
1.2440 |
1.2440 |
1.2513 |
|
| S3 |
1.2307 |
1.2356 |
1.2500 |
|
| S4 |
1.2174 |
1.2223 |
1.2464 |
|
|
| 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 |
1.2705 |
1.2525 |
0.0180 |
1.4% |
0.0076 |
0.6% |
7% |
False |
True |
91 |
| 10 |
1.2705 |
1.2473 |
0.0232 |
1.9% |
0.0082 |
0.7% |
28% |
False |
False |
176 |
| 20 |
1.2705 |
1.2395 |
0.0310 |
2.5% |
0.0074 |
0.6% |
46% |
False |
False |
180 |
| 40 |
1.2705 |
1.2157 |
0.0548 |
4.4% |
0.0069 |
0.6% |
69% |
False |
False |
214 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0069 |
0.5% |
80% |
False |
False |
197 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0058 |
0.5% |
80% |
False |
False |
148 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0055 |
0.4% |
80% |
False |
False |
118 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0051 |
0.4% |
80% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3223 |
|
2.618 |
1.3006 |
|
1.618 |
1.2873 |
|
1.000 |
1.2791 |
|
0.618 |
1.2740 |
|
HIGH |
1.2658 |
|
0.618 |
1.2607 |
|
0.500 |
1.2592 |
|
0.382 |
1.2576 |
|
LOW |
1.2525 |
|
0.618 |
1.2443 |
|
1.000 |
1.2392 |
|
1.618 |
1.2310 |
|
2.618 |
1.2177 |
|
4.250 |
1.1960 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2592 |
1.2615 |
| PP |
1.2573 |
1.2589 |
| S1 |
1.2555 |
1.2563 |
|