CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2438 |
1.2460 |
0.0022 |
0.2% |
1.2492 |
| High |
1.2467 |
1.2559 |
0.0092 |
0.7% |
1.2492 |
| Low |
1.2375 |
1.2425 |
0.0050 |
0.4% |
1.2333 |
| Close |
1.2445 |
1.2548 |
0.0103 |
0.8% |
1.2374 |
| Range |
0.0092 |
0.0134 |
0.0042 |
45.7% |
0.0159 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.5% |
0.0000 |
| Volume |
4,665 |
2,377 |
-2,288 |
-49.0% |
3,917 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2913 |
1.2864 |
1.2622 |
|
| R3 |
1.2779 |
1.2730 |
1.2585 |
|
| R2 |
1.2645 |
1.2645 |
1.2573 |
|
| R1 |
1.2596 |
1.2596 |
1.2560 |
1.2621 |
| PP |
1.2511 |
1.2511 |
1.2511 |
1.2523 |
| S1 |
1.2462 |
1.2462 |
1.2536 |
1.2487 |
| S2 |
1.2377 |
1.2377 |
1.2523 |
|
| S3 |
1.2243 |
1.2328 |
1.2511 |
|
| S4 |
1.2109 |
1.2194 |
1.2474 |
|
|
| 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 |
1.2559 |
1.2333 |
0.0226 |
1.8% |
0.0100 |
0.8% |
95% |
True |
False |
2,114 |
| 10 |
1.2559 |
1.2333 |
0.0226 |
1.8% |
0.0090 |
0.7% |
95% |
True |
False |
1,275 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0082 |
0.7% |
58% |
False |
False |
794 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0074 |
0.6% |
58% |
False |
False |
546 |
| 60 |
1.2705 |
1.1905 |
0.0800 |
6.4% |
0.0076 |
0.6% |
80% |
False |
False |
425 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0069 |
0.5% |
81% |
False |
False |
337 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0060 |
0.5% |
81% |
False |
False |
270 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0058 |
0.5% |
81% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3129 |
|
2.618 |
1.2910 |
|
1.618 |
1.2776 |
|
1.000 |
1.2693 |
|
0.618 |
1.2642 |
|
HIGH |
1.2559 |
|
0.618 |
1.2508 |
|
0.500 |
1.2492 |
|
0.382 |
1.2476 |
|
LOW |
1.2425 |
|
0.618 |
1.2342 |
|
1.000 |
1.2291 |
|
1.618 |
1.2208 |
|
2.618 |
1.2074 |
|
4.250 |
1.1856 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2529 |
1.2517 |
| PP |
1.2511 |
1.2487 |
| S1 |
1.2492 |
1.2456 |
|