CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2553 |
1.2507 |
-0.0046 |
-0.4% |
1.2662 |
| High |
1.2566 |
1.2535 |
-0.0031 |
-0.2% |
1.2705 |
| Low |
1.2498 |
1.2451 |
-0.0047 |
-0.4% |
1.2471 |
| Close |
1.2511 |
1.2510 |
-0.0001 |
0.0% |
1.2473 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0234 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,851 |
311 |
-1,540 |
-83.2% |
457 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2751 |
1.2714 |
1.2556 |
|
| R3 |
1.2667 |
1.2630 |
1.2533 |
|
| R2 |
1.2583 |
1.2583 |
1.2525 |
|
| R1 |
1.2546 |
1.2546 |
1.2518 |
1.2565 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2508 |
| S1 |
1.2462 |
1.2462 |
1.2502 |
1.2481 |
| S2 |
1.2415 |
1.2415 |
1.2495 |
|
| S3 |
1.2331 |
1.2378 |
1.2487 |
|
| S4 |
1.2247 |
1.2294 |
1.2464 |
|
|
| 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 |
1.2658 |
1.2451 |
0.0207 |
1.7% |
0.0091 |
0.7% |
29% |
False |
True |
503 |
| 10 |
1.2705 |
1.2451 |
0.0254 |
2.0% |
0.0075 |
0.6% |
23% |
False |
True |
313 |
| 20 |
1.2705 |
1.2397 |
0.0308 |
2.5% |
0.0076 |
0.6% |
37% |
False |
False |
223 |
| 40 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0071 |
0.6% |
60% |
False |
False |
265 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0069 |
0.6% |
77% |
False |
False |
235 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0062 |
0.5% |
77% |
False |
False |
178 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0058 |
0.5% |
77% |
False |
False |
142 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0054 |
0.4% |
77% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2892 |
|
2.618 |
1.2755 |
|
1.618 |
1.2671 |
|
1.000 |
1.2619 |
|
0.618 |
1.2587 |
|
HIGH |
1.2535 |
|
0.618 |
1.2503 |
|
0.500 |
1.2493 |
|
0.382 |
1.2483 |
|
LOW |
1.2451 |
|
0.618 |
1.2399 |
|
1.000 |
1.2367 |
|
1.618 |
1.2315 |
|
2.618 |
1.2231 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2504 |
1.2510 |
| PP |
1.2499 |
1.2509 |
| S1 |
1.2493 |
1.2509 |
|