CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2543 |
1.2470 |
-0.0073 |
-0.6% |
1.2369 |
| High |
1.2565 |
1.2470 |
-0.0095 |
-0.8% |
1.2565 |
| Low |
1.2465 |
1.2390 |
-0.0075 |
-0.6% |
1.2353 |
| Close |
1.2473 |
1.2456 |
-0.0017 |
-0.1% |
1.2473 |
| Range |
0.0100 |
0.0080 |
-0.0020 |
-20.0% |
0.0212 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,691 |
10,561 |
8,870 |
524.5% |
10,148 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2647 |
1.2500 |
|
| R3 |
1.2599 |
1.2567 |
1.2478 |
|
| R2 |
1.2519 |
1.2519 |
1.2471 |
|
| R1 |
1.2487 |
1.2487 |
1.2463 |
1.2463 |
| PP |
1.2439 |
1.2439 |
1.2439 |
1.2427 |
| S1 |
1.2407 |
1.2407 |
1.2449 |
1.2383 |
| S2 |
1.2359 |
1.2359 |
1.2441 |
|
| S3 |
1.2279 |
1.2327 |
1.2434 |
|
| S4 |
1.2199 |
1.2247 |
1.2412 |
|
|
| 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 |
1.2353 |
0.0212 |
1.7% |
0.0104 |
0.8% |
49% |
False |
False |
4,141 |
| 10 |
1.2565 |
1.2333 |
0.0232 |
1.9% |
0.0090 |
0.7% |
53% |
False |
False |
2,462 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0084 |
0.7% |
33% |
False |
False |
1,386 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0077 |
0.6% |
33% |
False |
False |
851 |
| 60 |
1.2705 |
1.2063 |
0.0642 |
5.2% |
0.0075 |
0.6% |
61% |
False |
False |
616 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0071 |
0.6% |
70% |
False |
False |
490 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0062 |
0.5% |
70% |
False |
False |
392 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
70% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2810 |
|
2.618 |
1.2679 |
|
1.618 |
1.2599 |
|
1.000 |
1.2550 |
|
0.618 |
1.2519 |
|
HIGH |
1.2470 |
|
0.618 |
1.2439 |
|
0.500 |
1.2430 |
|
0.382 |
1.2421 |
|
LOW |
1.2390 |
|
0.618 |
1.2341 |
|
1.000 |
1.2310 |
|
1.618 |
1.2261 |
|
2.618 |
1.2181 |
|
4.250 |
1.2050 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2447 |
1.2478 |
| PP |
1.2439 |
1.2470 |
| S1 |
1.2430 |
1.2463 |
|