CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2682 |
0.0054 |
0.4% |
1.2470 |
| High |
1.2716 |
1.2800 |
0.0084 |
0.7% |
1.2610 |
| Low |
1.2618 |
1.2646 |
0.0028 |
0.2% |
1.2390 |
| Close |
1.2686 |
1.2796 |
0.0110 |
0.9% |
1.2595 |
| Range |
0.0098 |
0.0154 |
0.0056 |
57.1% |
0.0220 |
| ATR |
0.0091 |
0.0096 |
0.0004 |
4.9% |
0.0000 |
| Volume |
109,044 |
105,884 |
-3,160 |
-2.9% |
79,034 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3209 |
1.3157 |
1.2881 |
|
| R3 |
1.3055 |
1.3003 |
1.2838 |
|
| R2 |
1.2901 |
1.2901 |
1.2824 |
|
| R1 |
1.2849 |
1.2849 |
1.2810 |
1.2875 |
| PP |
1.2747 |
1.2747 |
1.2747 |
1.2761 |
| S1 |
1.2695 |
1.2695 |
1.2782 |
1.2721 |
| S2 |
1.2593 |
1.2593 |
1.2768 |
|
| S3 |
1.2439 |
1.2541 |
1.2754 |
|
| S4 |
1.2285 |
1.2387 |
1.2711 |
|
|
| 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 |
1.2800 |
1.2507 |
0.0293 |
2.3% |
0.0107 |
0.8% |
99% |
True |
False |
92,405 |
| 10 |
1.2800 |
1.2390 |
0.0410 |
3.2% |
0.0100 |
0.8% |
99% |
True |
False |
50,691 |
| 20 |
1.2800 |
1.2333 |
0.0467 |
3.6% |
0.0095 |
0.7% |
99% |
True |
False |
25,983 |
| 40 |
1.2800 |
1.2333 |
0.0467 |
3.6% |
0.0085 |
0.7% |
99% |
True |
False |
13,103 |
| 60 |
1.2800 |
1.2218 |
0.0582 |
4.5% |
0.0079 |
0.6% |
99% |
True |
False |
8,838 |
| 80 |
1.2800 |
1.1870 |
0.0930 |
7.3% |
0.0076 |
0.6% |
100% |
True |
False |
6,672 |
| 100 |
1.2800 |
1.1870 |
0.0930 |
7.3% |
0.0068 |
0.5% |
100% |
True |
False |
5,339 |
| 120 |
1.2800 |
1.1870 |
0.0930 |
7.3% |
0.0064 |
0.5% |
100% |
True |
False |
4,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3455 |
|
2.618 |
1.3203 |
|
1.618 |
1.3049 |
|
1.000 |
1.2954 |
|
0.618 |
1.2895 |
|
HIGH |
1.2800 |
|
0.618 |
1.2741 |
|
0.500 |
1.2723 |
|
0.382 |
1.2705 |
|
LOW |
1.2646 |
|
0.618 |
1.2551 |
|
1.000 |
1.2492 |
|
1.618 |
1.2397 |
|
2.618 |
1.2243 |
|
4.250 |
1.1992 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2772 |
1.2752 |
| PP |
1.2747 |
1.2708 |
| S1 |
1.2723 |
1.2664 |
|