CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2537 |
1.2482 |
-0.0055 |
-0.4% |
1.2662 |
| High |
1.2565 |
1.2558 |
-0.0007 |
-0.1% |
1.2705 |
| Low |
1.2471 |
1.2482 |
0.0011 |
0.1% |
1.2471 |
| Close |
1.2473 |
1.2555 |
0.0082 |
0.7% |
1.2473 |
| Range |
0.0094 |
0.0076 |
-0.0018 |
-19.1% |
0.0234 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
0.6% |
0.0000 |
| Volume |
137 |
112 |
-25 |
-18.2% |
457 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2733 |
1.2597 |
|
| R3 |
1.2684 |
1.2657 |
1.2576 |
|
| R2 |
1.2608 |
1.2608 |
1.2569 |
|
| R1 |
1.2581 |
1.2581 |
1.2562 |
1.2595 |
| PP |
1.2532 |
1.2532 |
1.2532 |
1.2538 |
| S1 |
1.2505 |
1.2505 |
1.2548 |
1.2519 |
| S2 |
1.2456 |
1.2456 |
1.2541 |
|
| S3 |
1.2380 |
1.2429 |
1.2534 |
|
| S4 |
1.2304 |
1.2353 |
1.2513 |
|
|
| 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% |
0.0082 |
0.7% |
36% |
False |
False |
104 |
| 10 |
1.2705 |
1.2471 |
0.0234 |
1.9% |
0.0076 |
0.6% |
36% |
False |
False |
129 |
| 20 |
1.2705 |
1.2397 |
0.0308 |
2.5% |
0.0072 |
0.6% |
51% |
False |
False |
143 |
| 40 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0070 |
0.6% |
69% |
False |
False |
216 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0069 |
0.5% |
82% |
False |
False |
199 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0060 |
0.5% |
82% |
False |
False |
151 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0057 |
0.5% |
82% |
False |
False |
121 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0053 |
0.4% |
82% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2881 |
|
2.618 |
1.2757 |
|
1.618 |
1.2681 |
|
1.000 |
1.2634 |
|
0.618 |
1.2605 |
|
HIGH |
1.2558 |
|
0.618 |
1.2529 |
|
0.500 |
1.2520 |
|
0.382 |
1.2511 |
|
LOW |
1.2482 |
|
0.618 |
1.2435 |
|
1.000 |
1.2406 |
|
1.618 |
1.2359 |
|
2.618 |
1.2283 |
|
4.250 |
1.2159 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2543 |
1.2565 |
| PP |
1.2532 |
1.2561 |
| S1 |
1.2520 |
1.2558 |
|