CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2492 |
1.2461 |
-0.0031 |
-0.2% |
1.2482 |
| High |
1.2492 |
1.2461 |
-0.0031 |
-0.2% |
1.2566 |
| Low |
1.2444 |
1.2399 |
-0.0045 |
-0.4% |
1.2419 |
| Close |
1.2468 |
1.2443 |
-0.0025 |
-0.2% |
1.2474 |
| Range |
0.0048 |
0.0062 |
0.0014 |
29.2% |
0.0147 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
256 |
320 |
64 |
25.0% |
2,652 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2620 |
1.2594 |
1.2477 |
|
| R3 |
1.2558 |
1.2532 |
1.2460 |
|
| R2 |
1.2496 |
1.2496 |
1.2454 |
|
| R1 |
1.2470 |
1.2470 |
1.2449 |
1.2452 |
| PP |
1.2434 |
1.2434 |
1.2434 |
1.2426 |
| S1 |
1.2408 |
1.2408 |
1.2437 |
1.2390 |
| S2 |
1.2372 |
1.2372 |
1.2432 |
|
| S3 |
1.2310 |
1.2346 |
1.2426 |
|
| S4 |
1.2248 |
1.2284 |
1.2409 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2927 |
1.2848 |
1.2555 |
|
| R3 |
1.2780 |
1.2701 |
1.2514 |
|
| R2 |
1.2633 |
1.2633 |
1.2501 |
|
| R1 |
1.2554 |
1.2554 |
1.2487 |
1.2520 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2470 |
| S1 |
1.2407 |
1.2407 |
1.2461 |
1.2373 |
| S2 |
1.2339 |
1.2339 |
1.2447 |
|
| S3 |
1.2192 |
1.2260 |
1.2434 |
|
| S4 |
1.2045 |
1.2113 |
1.2393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2535 |
1.2399 |
0.0136 |
1.1% |
0.0074 |
0.6% |
32% |
False |
True |
253 |
| 10 |
1.2705 |
1.2399 |
0.0306 |
2.5% |
0.0082 |
0.7% |
14% |
False |
True |
360 |
| 20 |
1.2705 |
1.2399 |
0.0306 |
2.5% |
0.0079 |
0.6% |
14% |
False |
True |
258 |
| 40 |
1.2705 |
1.2316 |
0.0389 |
3.1% |
0.0071 |
0.6% |
33% |
False |
False |
278 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0071 |
0.6% |
69% |
False |
False |
250 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0064 |
0.5% |
69% |
False |
False |
190 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
69% |
False |
False |
152 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0055 |
0.4% |
69% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2725 |
|
2.618 |
1.2623 |
|
1.618 |
1.2561 |
|
1.000 |
1.2523 |
|
0.618 |
1.2499 |
|
HIGH |
1.2461 |
|
0.618 |
1.2437 |
|
0.500 |
1.2430 |
|
0.382 |
1.2423 |
|
LOW |
1.2399 |
|
0.618 |
1.2361 |
|
1.000 |
1.2337 |
|
1.618 |
1.2299 |
|
2.618 |
1.2237 |
|
4.250 |
1.2136 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2439 |
1.2454 |
| PP |
1.2434 |
1.2450 |
| S1 |
1.2430 |
1.2447 |
|