CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2369 |
1.2438 |
0.0069 |
0.6% |
1.2492 |
| High |
1.2469 |
1.2467 |
-0.0002 |
0.0% |
1.2492 |
| Low |
1.2353 |
1.2375 |
0.0022 |
0.2% |
1.2333 |
| Close |
1.2416 |
1.2445 |
0.0029 |
0.2% |
1.2374 |
| Range |
0.0116 |
0.0092 |
-0.0024 |
-20.7% |
0.0159 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,415 |
4,665 |
3,250 |
229.7% |
3,917 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2705 |
1.2667 |
1.2496 |
|
| R3 |
1.2613 |
1.2575 |
1.2470 |
|
| R2 |
1.2521 |
1.2521 |
1.2462 |
|
| R1 |
1.2483 |
1.2483 |
1.2453 |
1.2502 |
| PP |
1.2429 |
1.2429 |
1.2429 |
1.2439 |
| S1 |
1.2391 |
1.2391 |
1.2437 |
1.2410 |
| S2 |
1.2337 |
1.2337 |
1.2428 |
|
| S3 |
1.2245 |
1.2299 |
1.2420 |
|
| S4 |
1.2153 |
1.2207 |
1.2394 |
|
|
| 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% |
0.0095 |
0.8% |
71% |
False |
False |
1,884 |
| 10 |
1.2535 |
1.2333 |
0.0202 |
1.6% |
0.0085 |
0.7% |
55% |
False |
False |
1,068 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0081 |
0.7% |
30% |
False |
False |
682 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0072 |
0.6% |
30% |
False |
False |
490 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0075 |
0.6% |
69% |
False |
False |
393 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0067 |
0.5% |
69% |
False |
False |
307 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
69% |
False |
False |
246 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0057 |
0.5% |
69% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2858 |
|
2.618 |
1.2708 |
|
1.618 |
1.2616 |
|
1.000 |
1.2559 |
|
0.618 |
1.2524 |
|
HIGH |
1.2467 |
|
0.618 |
1.2432 |
|
0.500 |
1.2421 |
|
0.382 |
1.2410 |
|
LOW |
1.2375 |
|
0.618 |
1.2318 |
|
1.000 |
1.2283 |
|
1.618 |
1.2226 |
|
2.618 |
1.2134 |
|
4.250 |
1.1984 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2437 |
1.2431 |
| PP |
1.2429 |
1.2416 |
| S1 |
1.2421 |
1.2402 |
|