CME British Pound Future September 2023
Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.2798 |
1.2840 |
0.0042 |
0.3% |
1.2610 |
High |
1.2863 |
1.2850 |
-0.0013 |
-0.1% |
1.2863 |
Low |
1.2784 |
1.2726 |
-0.0058 |
-0.5% |
1.2507 |
Close |
1.2847 |
1.2772 |
-0.0075 |
-0.6% |
1.2847 |
Range |
0.0079 |
0.0124 |
0.0045 |
57.0% |
0.0356 |
ATR |
0.0094 |
0.0097 |
0.0002 |
2.2% |
0.0000 |
Volume |
106,588 |
135,026 |
28,438 |
26.7% |
532,777 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3155 |
1.3087 |
1.2840 |
|
R3 |
1.3031 |
1.2963 |
1.2806 |
|
R2 |
1.2907 |
1.2907 |
1.2795 |
|
R1 |
1.2839 |
1.2839 |
1.2783 |
1.2811 |
PP |
1.2783 |
1.2783 |
1.2783 |
1.2769 |
S1 |
1.2715 |
1.2715 |
1.2761 |
1.2687 |
S2 |
1.2659 |
1.2659 |
1.2749 |
|
S3 |
1.2535 |
1.2591 |
1.2738 |
|
S4 |
1.2411 |
1.2467 |
1.2704 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3807 |
1.3683 |
1.3043 |
|
R3 |
1.3451 |
1.3327 |
1.2945 |
|
R2 |
1.3095 |
1.3095 |
1.2912 |
|
R1 |
1.2971 |
1.2971 |
1.2880 |
1.3033 |
PP |
1.2739 |
1.2739 |
1.2739 |
1.2770 |
S1 |
1.2615 |
1.2615 |
1.2814 |
1.2677 |
S2 |
1.2383 |
1.2383 |
1.2782 |
|
S3 |
1.2027 |
1.2259 |
1.2749 |
|
S4 |
1.1671 |
1.1903 |
1.2651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2863 |
1.2528 |
0.0335 |
2.6% |
0.0114 |
0.9% |
73% |
False |
False |
123,246 |
10 |
1.2863 |
1.2414 |
0.0449 |
3.5% |
0.0103 |
0.8% |
80% |
False |
False |
73,627 |
20 |
1.2863 |
1.2333 |
0.0530 |
4.1% |
0.0096 |
0.8% |
83% |
False |
False |
38,045 |
40 |
1.2863 |
1.2333 |
0.0530 |
4.1% |
0.0088 |
0.7% |
83% |
False |
False |
19,139 |
60 |
1.2863 |
1.2256 |
0.0607 |
4.8% |
0.0080 |
0.6% |
85% |
False |
False |
12,861 |
80 |
1.2863 |
1.1870 |
0.0993 |
7.8% |
0.0077 |
0.6% |
91% |
False |
False |
9,692 |
100 |
1.2863 |
1.1870 |
0.0993 |
7.8% |
0.0070 |
0.6% |
91% |
False |
False |
7,755 |
120 |
1.2863 |
1.1870 |
0.0993 |
7.8% |
0.0065 |
0.5% |
91% |
False |
False |
6,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3377 |
2.618 |
1.3175 |
1.618 |
1.3051 |
1.000 |
1.2974 |
0.618 |
1.2927 |
HIGH |
1.2850 |
0.618 |
1.2803 |
0.500 |
1.2788 |
0.382 |
1.2773 |
LOW |
1.2726 |
0.618 |
1.2649 |
1.000 |
1.2602 |
1.618 |
1.2525 |
2.618 |
1.2401 |
4.250 |
1.2199 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2788 |
1.2766 |
PP |
1.2783 |
1.2760 |
S1 |
1.2777 |
1.2755 |
|