CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2482 |
1.2553 |
0.0071 |
0.6% |
1.2662 |
| High |
1.2558 |
1.2566 |
0.0008 |
0.1% |
1.2705 |
| Low |
1.2482 |
1.2498 |
0.0016 |
0.1% |
1.2471 |
| Close |
1.2555 |
1.2511 |
-0.0044 |
-0.4% |
1.2473 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0234 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
112 |
1,851 |
1,739 |
1,552.7% |
457 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2729 |
1.2688 |
1.2548 |
|
| R3 |
1.2661 |
1.2620 |
1.2530 |
|
| R2 |
1.2593 |
1.2593 |
1.2523 |
|
| R1 |
1.2552 |
1.2552 |
1.2517 |
1.2539 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2518 |
| S1 |
1.2484 |
1.2484 |
1.2505 |
1.2471 |
| S2 |
1.2457 |
1.2457 |
1.2499 |
|
| S3 |
1.2389 |
1.2416 |
1.2492 |
|
| S4 |
1.2321 |
1.2348 |
1.2474 |
|
|
| 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% |
0.0089 |
0.7% |
17% |
False |
False |
467 |
| 10 |
1.2705 |
1.2471 |
0.0234 |
1.9% |
0.0078 |
0.6% |
17% |
False |
False |
296 |
| 20 |
1.2705 |
1.2397 |
0.0308 |
2.5% |
0.0073 |
0.6% |
37% |
False |
False |
230 |
| 40 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0070 |
0.6% |
60% |
False |
False |
262 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0068 |
0.5% |
77% |
False |
False |
230 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0061 |
0.5% |
77% |
False |
False |
174 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0057 |
0.5% |
77% |
False |
False |
139 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0053 |
0.4% |
77% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2855 |
|
2.618 |
1.2744 |
|
1.618 |
1.2676 |
|
1.000 |
1.2634 |
|
0.618 |
1.2608 |
|
HIGH |
1.2566 |
|
0.618 |
1.2540 |
|
0.500 |
1.2532 |
|
0.382 |
1.2524 |
|
LOW |
1.2498 |
|
0.618 |
1.2456 |
|
1.000 |
1.2430 |
|
1.618 |
1.2388 |
|
2.618 |
1.2320 |
|
4.250 |
1.2209 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2532 |
1.2519 |
| PP |
1.2525 |
1.2516 |
| S1 |
1.2518 |
1.2514 |
|