CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2658 |
1.2537 |
-0.0121 |
-1.0% |
1.2662 |
| High |
1.2658 |
1.2565 |
-0.0093 |
-0.7% |
1.2705 |
| Low |
1.2525 |
1.2471 |
-0.0054 |
-0.4% |
1.2471 |
| Close |
1.2537 |
1.2473 |
-0.0064 |
-0.5% |
1.2473 |
| Range |
0.0133 |
0.0094 |
-0.0039 |
-29.3% |
0.0234 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.6% |
0.0000 |
| Volume |
107 |
137 |
30 |
28.0% |
457 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2785 |
1.2723 |
1.2525 |
|
| R3 |
1.2691 |
1.2629 |
1.2499 |
|
| R2 |
1.2597 |
1.2597 |
1.2490 |
|
| R1 |
1.2535 |
1.2535 |
1.2482 |
1.2519 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2495 |
| S1 |
1.2441 |
1.2441 |
1.2464 |
1.2425 |
| S2 |
1.2409 |
1.2409 |
1.2456 |
|
| S3 |
1.2315 |
1.2347 |
1.2447 |
|
| S4 |
1.2221 |
1.2253 |
1.2421 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3252 |
1.3096 |
1.2602 |
|
| R3 |
1.3018 |
1.2862 |
1.2537 |
|
| R2 |
1.2784 |
1.2784 |
1.2516 |
|
| R1 |
1.2628 |
1.2628 |
1.2494 |
1.2589 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2530 |
| S1 |
1.2394 |
1.2394 |
1.2452 |
1.2355 |
| S2 |
1.2316 |
1.2316 |
1.2430 |
|
| S3 |
1.2082 |
1.2160 |
1.2409 |
|
| S4 |
1.1848 |
1.1926 |
1.2344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2705 |
1.2471 |
0.0234 |
1.9% |
0.0077 |
0.6% |
1% |
False |
True |
91 |
| 10 |
1.2705 |
1.2471 |
0.0234 |
1.9% |
0.0078 |
0.6% |
1% |
False |
True |
180 |
| 20 |
1.2705 |
1.2395 |
0.0310 |
2.5% |
0.0072 |
0.6% |
25% |
False |
False |
148 |
| 40 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0069 |
0.6% |
52% |
False |
False |
216 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0069 |
0.6% |
72% |
False |
False |
197 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0060 |
0.5% |
72% |
False |
False |
149 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0056 |
0.4% |
72% |
False |
False |
120 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0052 |
0.4% |
72% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2965 |
|
2.618 |
1.2811 |
|
1.618 |
1.2717 |
|
1.000 |
1.2659 |
|
0.618 |
1.2623 |
|
HIGH |
1.2565 |
|
0.618 |
1.2529 |
|
0.500 |
1.2518 |
|
0.382 |
1.2507 |
|
LOW |
1.2471 |
|
0.618 |
1.2413 |
|
1.000 |
1.2377 |
|
1.618 |
1.2319 |
|
2.618 |
1.2225 |
|
4.250 |
1.2072 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2588 |
| PP |
1.2503 |
1.2550 |
| S1 |
1.2488 |
1.2511 |
|