CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2460 |
1.2543 |
0.0083 |
0.7% |
1.2369 |
| High |
1.2559 |
1.2565 |
0.0006 |
0.0% |
1.2565 |
| Low |
1.2425 |
1.2465 |
0.0040 |
0.3% |
1.2353 |
| Close |
1.2548 |
1.2473 |
-0.0075 |
-0.6% |
1.2473 |
| Range |
0.0134 |
0.0100 |
-0.0034 |
-25.4% |
0.0212 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0000 |
| Volume |
2,377 |
1,691 |
-686 |
-28.9% |
10,148 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2801 |
1.2737 |
1.2528 |
|
| R3 |
1.2701 |
1.2637 |
1.2501 |
|
| R2 |
1.2601 |
1.2601 |
1.2491 |
|
| R1 |
1.2537 |
1.2537 |
1.2482 |
1.2519 |
| PP |
1.2501 |
1.2501 |
1.2501 |
1.2492 |
| S1 |
1.2437 |
1.2437 |
1.2464 |
1.2419 |
| S2 |
1.2401 |
1.2401 |
1.2455 |
|
| S3 |
1.2301 |
1.2337 |
1.2446 |
|
| S4 |
1.2201 |
1.2237 |
1.2418 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.2998 |
1.2590 |
|
| R3 |
1.2888 |
1.2786 |
1.2531 |
|
| R2 |
1.2676 |
1.2676 |
1.2512 |
|
| R1 |
1.2574 |
1.2574 |
1.2492 |
1.2625 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2489 |
| S1 |
1.2362 |
1.2362 |
1.2454 |
1.2413 |
| S2 |
1.2252 |
1.2252 |
1.2434 |
|
| S3 |
1.2040 |
1.2150 |
1.2415 |
|
| S4 |
1.1828 |
1.1938 |
1.2356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2565 |
1.2334 |
0.0231 |
1.9% |
0.0105 |
0.8% |
60% |
True |
False |
2,208 |
| 10 |
1.2565 |
1.2333 |
0.0232 |
1.9% |
0.0091 |
0.7% |
60% |
True |
False |
1,422 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0085 |
0.7% |
38% |
False |
False |
865 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0075 |
0.6% |
38% |
False |
False |
587 |
| 60 |
1.2705 |
1.1966 |
0.0739 |
5.9% |
0.0077 |
0.6% |
69% |
False |
False |
450 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0070 |
0.6% |
72% |
False |
False |
358 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0061 |
0.5% |
72% |
False |
False |
287 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0058 |
0.5% |
72% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2990 |
|
2.618 |
1.2827 |
|
1.618 |
1.2727 |
|
1.000 |
1.2665 |
|
0.618 |
1.2627 |
|
HIGH |
1.2565 |
|
0.618 |
1.2527 |
|
0.500 |
1.2515 |
|
0.382 |
1.2503 |
|
LOW |
1.2465 |
|
0.618 |
1.2403 |
|
1.000 |
1.2365 |
|
1.618 |
1.2303 |
|
2.618 |
1.2203 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2515 |
1.2472 |
| PP |
1.2501 |
1.2471 |
| S1 |
1.2487 |
1.2470 |
|