CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2533 |
1.2628 |
0.0095 |
0.8% |
1.2470 |
| High |
1.2643 |
1.2716 |
0.0073 |
0.6% |
1.2610 |
| Low |
1.2528 |
1.2618 |
0.0090 |
0.7% |
1.2390 |
| Close |
1.2619 |
1.2686 |
0.0067 |
0.5% |
1.2595 |
| Range |
0.0115 |
0.0098 |
-0.0017 |
-14.8% |
0.0220 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
0.6% |
0.0000 |
| Volume |
159,689 |
109,044 |
-50,645 |
-31.7% |
79,034 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2925 |
1.2740 |
|
| R3 |
1.2869 |
1.2827 |
1.2713 |
|
| R2 |
1.2771 |
1.2771 |
1.2704 |
|
| R1 |
1.2729 |
1.2729 |
1.2695 |
1.2750 |
| PP |
1.2673 |
1.2673 |
1.2673 |
1.2684 |
| S1 |
1.2631 |
1.2631 |
1.2677 |
1.2652 |
| S2 |
1.2575 |
1.2575 |
1.2668 |
|
| S3 |
1.2477 |
1.2533 |
1.2659 |
|
| S4 |
1.2379 |
1.2435 |
1.2632 |
|
|
| 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 |
1.2716 |
1.2457 |
0.0259 |
2.0% |
0.0101 |
0.8% |
88% |
True |
False |
73,720 |
| 10 |
1.2716 |
1.2390 |
0.0326 |
2.6% |
0.0098 |
0.8% |
91% |
True |
False |
40,340 |
| 20 |
1.2716 |
1.2333 |
0.0383 |
3.0% |
0.0091 |
0.7% |
92% |
True |
False |
20,704 |
| 40 |
1.2716 |
1.2333 |
0.0383 |
3.0% |
0.0082 |
0.6% |
92% |
True |
False |
10,467 |
| 60 |
1.2716 |
1.2218 |
0.0498 |
3.9% |
0.0077 |
0.6% |
94% |
True |
False |
7,076 |
| 80 |
1.2716 |
1.1870 |
0.0846 |
6.7% |
0.0074 |
0.6% |
96% |
True |
False |
5,348 |
| 100 |
1.2716 |
1.1870 |
0.0846 |
6.7% |
0.0067 |
0.5% |
96% |
True |
False |
4,280 |
| 120 |
1.2716 |
1.1870 |
0.0846 |
6.7% |
0.0063 |
0.5% |
96% |
True |
False |
3,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3133 |
|
2.618 |
1.2973 |
|
1.618 |
1.2875 |
|
1.000 |
1.2814 |
|
0.618 |
1.2777 |
|
HIGH |
1.2716 |
|
0.618 |
1.2679 |
|
0.500 |
1.2667 |
|
0.382 |
1.2655 |
|
LOW |
1.2618 |
|
0.618 |
1.2557 |
|
1.000 |
1.2520 |
|
1.618 |
1.2459 |
|
2.618 |
1.2361 |
|
4.250 |
1.2202 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2680 |
1.2661 |
| PP |
1.2673 |
1.2636 |
| S1 |
1.2667 |
1.2612 |
|