CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2779 |
-0.0061 |
-0.5% |
1.2610 |
| High |
1.2850 |
1.2816 |
-0.0034 |
-0.3% |
1.2863 |
| Low |
1.2726 |
1.2703 |
-0.0023 |
-0.2% |
1.2507 |
| Close |
1.2772 |
1.2785 |
0.0013 |
0.1% |
1.2847 |
| Range |
0.0124 |
0.0113 |
-0.0011 |
-8.9% |
0.0356 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.2% |
0.0000 |
| Volume |
135,026 |
119,392 |
-15,634 |
-11.6% |
532,777 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3059 |
1.2847 |
|
| R3 |
1.2994 |
1.2946 |
1.2816 |
|
| R2 |
1.2881 |
1.2881 |
1.2806 |
|
| R1 |
1.2833 |
1.2833 |
1.2795 |
1.2857 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2780 |
| S1 |
1.2720 |
1.2720 |
1.2775 |
1.2744 |
| S2 |
1.2655 |
1.2655 |
1.2764 |
|
| S3 |
1.2542 |
1.2607 |
1.2754 |
|
| S4 |
1.2429 |
1.2494 |
1.2723 |
|
|
| 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 |
1.2618 |
0.0245 |
1.9% |
0.0114 |
0.9% |
68% |
False |
False |
115,186 |
| 10 |
1.2863 |
1.2417 |
0.0446 |
3.5% |
0.0108 |
0.8% |
83% |
False |
False |
84,584 |
| 20 |
1.2863 |
1.2333 |
0.0530 |
4.1% |
0.0099 |
0.8% |
85% |
False |
False |
44,001 |
| 40 |
1.2863 |
1.2333 |
0.0530 |
4.1% |
0.0089 |
0.7% |
85% |
False |
False |
22,123 |
| 60 |
1.2863 |
1.2316 |
0.0547 |
4.3% |
0.0080 |
0.6% |
86% |
False |
False |
14,848 |
| 80 |
1.2863 |
1.1870 |
0.0993 |
7.8% |
0.0078 |
0.6% |
92% |
False |
False |
11,184 |
| 100 |
1.2863 |
1.1870 |
0.0993 |
7.8% |
0.0071 |
0.6% |
92% |
False |
False |
8,949 |
| 120 |
1.2863 |
1.1870 |
0.0993 |
7.8% |
0.0066 |
0.5% |
92% |
False |
False |
7,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3296 |
|
2.618 |
1.3112 |
|
1.618 |
1.2999 |
|
1.000 |
1.2929 |
|
0.618 |
1.2886 |
|
HIGH |
1.2816 |
|
0.618 |
1.2773 |
|
0.500 |
1.2760 |
|
0.382 |
1.2746 |
|
LOW |
1.2703 |
|
0.618 |
1.2633 |
|
1.000 |
1.2590 |
|
1.618 |
1.2520 |
|
2.618 |
1.2407 |
|
4.250 |
1.2223 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2777 |
1.2784 |
| PP |
1.2768 |
1.2784 |
| S1 |
1.2760 |
1.2783 |
|