CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2779 |
1.2779 |
0.0000 |
0.0% |
1.2610 |
| High |
1.2816 |
1.2874 |
0.0058 |
0.5% |
1.2863 |
| Low |
1.2703 |
1.2730 |
0.0027 |
0.2% |
1.2507 |
| Close |
1.2785 |
1.2750 |
-0.0035 |
-0.3% |
1.2847 |
| Range |
0.0113 |
0.0144 |
0.0031 |
27.4% |
0.0356 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
3.4% |
0.0000 |
| Volume |
119,392 |
112,955 |
-6,437 |
-5.4% |
532,777 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3217 |
1.3127 |
1.2829 |
|
| R3 |
1.3073 |
1.2983 |
1.2790 |
|
| R2 |
1.2929 |
1.2929 |
1.2776 |
|
| R1 |
1.2839 |
1.2839 |
1.2763 |
1.2812 |
| PP |
1.2785 |
1.2785 |
1.2785 |
1.2771 |
| S1 |
1.2695 |
1.2695 |
1.2737 |
1.2668 |
| S2 |
1.2641 |
1.2641 |
1.2724 |
|
| S3 |
1.2497 |
1.2551 |
1.2710 |
|
| S4 |
1.2353 |
1.2407 |
1.2671 |
|
|
| 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 |
1.2874 |
1.2646 |
0.0228 |
1.8% |
0.0123 |
1.0% |
46% |
True |
False |
115,969 |
| 10 |
1.2874 |
1.2457 |
0.0417 |
3.3% |
0.0112 |
0.9% |
70% |
True |
False |
94,844 |
| 20 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0104 |
0.8% |
77% |
True |
False |
49,633 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0091 |
0.7% |
77% |
True |
False |
24,946 |
| 60 |
1.2874 |
1.2316 |
0.0558 |
4.4% |
0.0082 |
0.6% |
78% |
True |
False |
16,730 |
| 80 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0079 |
0.6% |
88% |
True |
False |
12,596 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0072 |
0.6% |
88% |
True |
False |
10,078 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0066 |
0.5% |
88% |
True |
False |
8,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3486 |
|
2.618 |
1.3251 |
|
1.618 |
1.3107 |
|
1.000 |
1.3018 |
|
0.618 |
1.2963 |
|
HIGH |
1.2874 |
|
0.618 |
1.2819 |
|
0.500 |
1.2802 |
|
0.382 |
1.2785 |
|
LOW |
1.2730 |
|
0.618 |
1.2641 |
|
1.000 |
1.2586 |
|
1.618 |
1.2497 |
|
2.618 |
1.2353 |
|
4.250 |
1.2118 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2802 |
1.2789 |
| PP |
1.2785 |
1.2776 |
| S1 |
1.2767 |
1.2763 |
|