CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2507 |
1.2510 |
0.0003 |
0.0% |
1.2662 |
| High |
1.2535 |
1.2510 |
-0.0025 |
-0.2% |
1.2705 |
| Low |
1.2451 |
1.2422 |
-0.0029 |
-0.2% |
1.2471 |
| Close |
1.2510 |
1.2429 |
-0.0081 |
-0.6% |
1.2473 |
| Range |
0.0084 |
0.0088 |
0.0004 |
4.8% |
0.0234 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
311 |
215 |
-96 |
-30.9% |
457 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2661 |
1.2477 |
|
| R3 |
1.2630 |
1.2573 |
1.2453 |
|
| R2 |
1.2542 |
1.2542 |
1.2445 |
|
| R1 |
1.2485 |
1.2485 |
1.2437 |
1.2470 |
| PP |
1.2454 |
1.2454 |
1.2454 |
1.2446 |
| S1 |
1.2397 |
1.2397 |
1.2421 |
1.2382 |
| S2 |
1.2366 |
1.2366 |
1.2413 |
|
| S3 |
1.2278 |
1.2309 |
1.2405 |
|
| S4 |
1.2190 |
1.2221 |
1.2381 |
|
|
| 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 |
1.2566 |
1.2422 |
0.0144 |
1.2% |
0.0082 |
0.7% |
5% |
False |
True |
525 |
| 10 |
1.2705 |
1.2422 |
0.0283 |
2.3% |
0.0079 |
0.6% |
2% |
False |
True |
308 |
| 20 |
1.2705 |
1.2397 |
0.0308 |
2.5% |
0.0079 |
0.6% |
10% |
False |
False |
233 |
| 40 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0071 |
0.6% |
43% |
False |
False |
269 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0071 |
0.6% |
67% |
False |
False |
238 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0063 |
0.5% |
67% |
False |
False |
181 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0058 |
0.5% |
67% |
False |
False |
145 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0054 |
0.4% |
67% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2884 |
|
2.618 |
1.2740 |
|
1.618 |
1.2652 |
|
1.000 |
1.2598 |
|
0.618 |
1.2564 |
|
HIGH |
1.2510 |
|
0.618 |
1.2476 |
|
0.500 |
1.2466 |
|
0.382 |
1.2456 |
|
LOW |
1.2422 |
|
0.618 |
1.2368 |
|
1.000 |
1.2334 |
|
1.618 |
1.2280 |
|
2.618 |
1.2192 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2466 |
1.2494 |
| PP |
1.2454 |
1.2472 |
| S1 |
1.2441 |
1.2451 |
|