CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2346 |
1.2369 |
0.0023 |
0.2% |
1.2492 |
| High |
1.2418 |
1.2469 |
0.0051 |
0.4% |
1.2492 |
| Low |
1.2334 |
1.2353 |
0.0019 |
0.2% |
1.2333 |
| Close |
1.2374 |
1.2416 |
0.0042 |
0.3% |
1.2374 |
| Range |
0.0084 |
0.0116 |
0.0032 |
38.1% |
0.0159 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.3% |
0.0000 |
| Volume |
895 |
1,415 |
520 |
58.1% |
3,917 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2704 |
1.2480 |
|
| R3 |
1.2645 |
1.2588 |
1.2448 |
|
| R2 |
1.2529 |
1.2529 |
1.2437 |
|
| R1 |
1.2472 |
1.2472 |
1.2427 |
1.2501 |
| PP |
1.2413 |
1.2413 |
1.2413 |
1.2427 |
| S1 |
1.2356 |
1.2356 |
1.2405 |
1.2385 |
| S2 |
1.2297 |
1.2297 |
1.2395 |
|
| S3 |
1.2181 |
1.2240 |
1.2384 |
|
| S4 |
1.2065 |
1.2124 |
1.2352 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2784 |
1.2461 |
|
| R3 |
1.2718 |
1.2625 |
1.2418 |
|
| R2 |
1.2559 |
1.2559 |
1.2403 |
|
| R1 |
1.2466 |
1.2466 |
1.2389 |
1.2433 |
| PP |
1.2400 |
1.2400 |
1.2400 |
1.2383 |
| S1 |
1.2307 |
1.2307 |
1.2359 |
1.2274 |
| S2 |
1.2241 |
1.2241 |
1.2345 |
|
| S3 |
1.2082 |
1.2148 |
1.2330 |
|
| S4 |
1.1923 |
1.1989 |
1.2287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2490 |
1.2333 |
0.0157 |
1.3% |
0.0089 |
0.7% |
53% |
False |
False |
1,015 |
| 10 |
1.2566 |
1.2333 |
0.0233 |
1.9% |
0.0082 |
0.7% |
36% |
False |
False |
787 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0079 |
0.6% |
22% |
False |
False |
458 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0072 |
0.6% |
22% |
False |
False |
385 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0076 |
0.6% |
65% |
False |
False |
320 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0066 |
0.5% |
65% |
False |
False |
249 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0060 |
0.5% |
65% |
False |
False |
199 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0057 |
0.5% |
65% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2962 |
|
2.618 |
1.2773 |
|
1.618 |
1.2657 |
|
1.000 |
1.2585 |
|
0.618 |
1.2541 |
|
HIGH |
1.2469 |
|
0.618 |
1.2425 |
|
0.500 |
1.2411 |
|
0.382 |
1.2397 |
|
LOW |
1.2353 |
|
0.618 |
1.2281 |
|
1.000 |
1.2237 |
|
1.618 |
1.2165 |
|
2.618 |
1.2049 |
|
4.250 |
1.1860 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2414 |
1.2411 |
| PP |
1.2413 |
1.2406 |
| S1 |
1.2411 |
1.2401 |
|