CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2610 |
0.0030 |
0.2% |
1.2470 |
| High |
1.2610 |
1.2618 |
0.0008 |
0.1% |
1.2610 |
| Low |
1.2555 |
1.2507 |
-0.0048 |
-0.4% |
1.2390 |
| Close |
1.2595 |
1.2524 |
-0.0071 |
-0.6% |
1.2595 |
| Range |
0.0055 |
0.0111 |
0.0056 |
101.8% |
0.0220 |
| ATR |
0.0087 |
0.0088 |
0.0002 |
2.0% |
0.0000 |
| Volume |
35,839 |
51,572 |
15,733 |
43.9% |
79,034 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2883 |
1.2814 |
1.2585 |
|
| R3 |
1.2772 |
1.2703 |
1.2555 |
|
| R2 |
1.2661 |
1.2661 |
1.2544 |
|
| R1 |
1.2592 |
1.2592 |
1.2534 |
1.2571 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2539 |
| S1 |
1.2481 |
1.2481 |
1.2514 |
1.2460 |
| S2 |
1.2439 |
1.2439 |
1.2504 |
|
| S3 |
1.2328 |
1.2370 |
1.2493 |
|
| S4 |
1.2217 |
1.2259 |
1.2463 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3113 |
1.2716 |
|
| R3 |
1.2972 |
1.2893 |
1.2656 |
|
| R2 |
1.2752 |
1.2752 |
1.2635 |
|
| R1 |
1.2673 |
1.2673 |
1.2615 |
1.2713 |
| PP |
1.2532 |
1.2532 |
1.2532 |
1.2551 |
| S1 |
1.2453 |
1.2453 |
1.2575 |
1.2493 |
| S2 |
1.2312 |
1.2312 |
1.2555 |
|
| S3 |
1.2092 |
1.2233 |
1.2535 |
|
| S4 |
1.1872 |
1.2013 |
1.2474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2618 |
1.2414 |
0.0204 |
1.6% |
0.0091 |
0.7% |
54% |
True |
False |
24,009 |
| 10 |
1.2618 |
1.2353 |
0.0265 |
2.1% |
0.0098 |
0.8% |
65% |
True |
False |
14,075 |
| 20 |
1.2618 |
1.2333 |
0.0285 |
2.3% |
0.0088 |
0.7% |
67% |
True |
False |
7,366 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0080 |
0.6% |
51% |
False |
False |
3,757 |
| 60 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0076 |
0.6% |
63% |
False |
False |
2,599 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0074 |
0.6% |
78% |
False |
False |
1,989 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0065 |
0.5% |
78% |
False |
False |
1,593 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0061 |
0.5% |
78% |
False |
False |
1,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3090 |
|
2.618 |
1.2909 |
|
1.618 |
1.2798 |
|
1.000 |
1.2729 |
|
0.618 |
1.2687 |
|
HIGH |
1.2618 |
|
0.618 |
1.2576 |
|
0.500 |
1.2563 |
|
0.382 |
1.2549 |
|
LOW |
1.2507 |
|
0.618 |
1.2438 |
|
1.000 |
1.2396 |
|
1.618 |
1.2327 |
|
2.618 |
1.2216 |
|
4.250 |
1.2035 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2563 |
1.2538 |
| PP |
1.2550 |
1.2533 |
| S1 |
1.2537 |
1.2529 |
|