CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2455 |
1.2443 |
-0.0012 |
-0.1% |
1.2369 |
| High |
1.2477 |
1.2520 |
0.0043 |
0.3% |
1.2565 |
| Low |
1.2414 |
1.2417 |
0.0003 |
0.0% |
1.2353 |
| Close |
1.2451 |
1.2460 |
0.0009 |
0.1% |
1.2473 |
| Range |
0.0063 |
0.0103 |
0.0040 |
63.5% |
0.0212 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9,819 |
10,358 |
539 |
5.5% |
10,148 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2775 |
1.2720 |
1.2517 |
|
| R3 |
1.2672 |
1.2617 |
1.2488 |
|
| R2 |
1.2569 |
1.2569 |
1.2479 |
|
| R1 |
1.2514 |
1.2514 |
1.2469 |
1.2542 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2479 |
| S1 |
1.2411 |
1.2411 |
1.2451 |
1.2439 |
| S2 |
1.2363 |
1.2363 |
1.2441 |
|
| S3 |
1.2260 |
1.2308 |
1.2432 |
|
| S4 |
1.2157 |
1.2205 |
1.2403 |
|
|
| 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 |
1.2390 |
0.0175 |
1.4% |
0.0096 |
0.8% |
40% |
False |
False |
6,961 |
| 10 |
1.2565 |
1.2333 |
0.0232 |
1.9% |
0.0095 |
0.8% |
55% |
False |
False |
4,422 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0088 |
0.7% |
34% |
False |
False |
2,391 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0079 |
0.6% |
34% |
False |
False |
1,349 |
| 60 |
1.2705 |
1.2063 |
0.0642 |
5.2% |
0.0075 |
0.6% |
62% |
False |
False |
950 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0072 |
0.6% |
71% |
False |
False |
742 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0063 |
0.5% |
71% |
False |
False |
594 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0060 |
0.5% |
71% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2958 |
|
2.618 |
1.2790 |
|
1.618 |
1.2687 |
|
1.000 |
1.2623 |
|
0.618 |
1.2584 |
|
HIGH |
1.2520 |
|
0.618 |
1.2481 |
|
0.500 |
1.2469 |
|
0.382 |
1.2456 |
|
LOW |
1.2417 |
|
0.618 |
1.2353 |
|
1.000 |
1.2314 |
|
1.618 |
1.2250 |
|
2.618 |
1.2147 |
|
4.250 |
1.1979 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2469 |
1.2458 |
| PP |
1.2466 |
1.2457 |
| S1 |
1.2463 |
1.2455 |
|