CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2443 |
1.2461 |
0.0018 |
0.1% |
1.2369 |
| High |
1.2520 |
1.2581 |
0.0061 |
0.5% |
1.2565 |
| Low |
1.2417 |
1.2457 |
0.0040 |
0.3% |
1.2353 |
| Close |
1.2460 |
1.2576 |
0.0116 |
0.9% |
1.2473 |
| Range |
0.0103 |
0.0124 |
0.0021 |
20.4% |
0.0212 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.1% |
0.0000 |
| Volume |
10,358 |
12,457 |
2,099 |
20.3% |
10,148 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2910 |
1.2867 |
1.2644 |
|
| R3 |
1.2786 |
1.2743 |
1.2610 |
|
| R2 |
1.2662 |
1.2662 |
1.2599 |
|
| R1 |
1.2619 |
1.2619 |
1.2587 |
1.2641 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2549 |
| S1 |
1.2495 |
1.2495 |
1.2565 |
1.2517 |
| S2 |
1.2414 |
1.2414 |
1.2553 |
|
| S3 |
1.2290 |
1.2371 |
1.2542 |
|
| S4 |
1.2166 |
1.2247 |
1.2508 |
|
|
| 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 |
1.2581 |
1.2390 |
0.0191 |
1.5% |
0.0094 |
0.7% |
97% |
True |
False |
8,977 |
| 10 |
1.2581 |
1.2333 |
0.0248 |
2.0% |
0.0097 |
0.8% |
98% |
True |
False |
5,546 |
| 20 |
1.2658 |
1.2333 |
0.0325 |
2.6% |
0.0091 |
0.7% |
75% |
False |
False |
3,007 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0080 |
0.6% |
65% |
False |
False |
1,593 |
| 60 |
1.2705 |
1.2092 |
0.0613 |
4.9% |
0.0075 |
0.6% |
79% |
False |
False |
1,152 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0073 |
0.6% |
85% |
False |
False |
898 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0064 |
0.5% |
85% |
False |
False |
719 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0061 |
0.5% |
85% |
False |
False |
599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.2906 |
|
1.618 |
1.2782 |
|
1.000 |
1.2705 |
|
0.618 |
1.2658 |
|
HIGH |
1.2581 |
|
0.618 |
1.2534 |
|
0.500 |
1.2519 |
|
0.382 |
1.2504 |
|
LOW |
1.2457 |
|
0.618 |
1.2380 |
|
1.000 |
1.2333 |
|
1.618 |
1.2256 |
|
2.618 |
1.2132 |
|
4.250 |
1.1930 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2557 |
1.2550 |
| PP |
1.2538 |
1.2524 |
| S1 |
1.2519 |
1.2498 |
|