CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2452 |
-0.0009 |
-0.1% |
1.2482 |
| High |
1.2461 |
1.2490 |
0.0029 |
0.2% |
1.2566 |
| Low |
1.2399 |
1.2380 |
-0.0019 |
-0.2% |
1.2419 |
| Close |
1.2443 |
1.2382 |
-0.0061 |
-0.5% |
1.2474 |
| Range |
0.0062 |
0.0110 |
0.0048 |
77.4% |
0.0147 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.1% |
0.0000 |
| Volume |
320 |
1,224 |
904 |
282.5% |
2,652 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2747 |
1.2675 |
1.2443 |
|
| R3 |
1.2637 |
1.2565 |
1.2412 |
|
| R2 |
1.2527 |
1.2527 |
1.2402 |
|
| R1 |
1.2455 |
1.2455 |
1.2392 |
1.2436 |
| PP |
1.2417 |
1.2417 |
1.2417 |
1.2408 |
| S1 |
1.2345 |
1.2345 |
1.2372 |
1.2326 |
| S2 |
1.2307 |
1.2307 |
1.2362 |
|
| S3 |
1.2197 |
1.2235 |
1.2352 |
|
| S4 |
1.2087 |
1.2125 |
1.2322 |
|
|
| 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 |
1.2510 |
1.2380 |
0.0130 |
1.0% |
0.0079 |
0.6% |
2% |
False |
True |
435 |
| 10 |
1.2658 |
1.2380 |
0.0278 |
2.2% |
0.0085 |
0.7% |
1% |
False |
True |
469 |
| 20 |
1.2705 |
1.2380 |
0.0325 |
2.6% |
0.0080 |
0.6% |
1% |
False |
True |
318 |
| 40 |
1.2705 |
1.2316 |
0.0389 |
3.1% |
0.0073 |
0.6% |
17% |
False |
False |
307 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0072 |
0.6% |
61% |
False |
False |
263 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0066 |
0.5% |
61% |
False |
False |
205 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0060 |
0.5% |
61% |
False |
False |
164 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0056 |
0.4% |
61% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2958 |
|
2.618 |
1.2778 |
|
1.618 |
1.2668 |
|
1.000 |
1.2600 |
|
0.618 |
1.2558 |
|
HIGH |
1.2490 |
|
0.618 |
1.2448 |
|
0.500 |
1.2435 |
|
0.382 |
1.2422 |
|
LOW |
1.2380 |
|
0.618 |
1.2312 |
|
1.000 |
1.2270 |
|
1.618 |
1.2202 |
|
2.618 |
1.2092 |
|
4.250 |
1.1913 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2435 |
1.2436 |
| PP |
1.2417 |
1.2418 |
| S1 |
1.2400 |
1.2400 |
|