CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2779 |
1.2748 |
-0.0031 |
-0.2% |
1.2840 |
| High |
1.2874 |
1.2754 |
-0.0120 |
-0.9% |
1.2874 |
| Low |
1.2730 |
1.2688 |
-0.0042 |
-0.3% |
1.2688 |
| Close |
1.2750 |
1.2714 |
-0.0036 |
-0.3% |
1.2714 |
| Range |
0.0144 |
0.0066 |
-0.0078 |
-54.2% |
0.0186 |
| ATR |
0.0101 |
0.0098 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
112,955 |
86,292 |
-26,663 |
-23.6% |
453,665 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2917 |
1.2881 |
1.2750 |
|
| R3 |
1.2851 |
1.2815 |
1.2732 |
|
| R2 |
1.2785 |
1.2785 |
1.2726 |
|
| R1 |
1.2749 |
1.2749 |
1.2720 |
1.2734 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2711 |
| S1 |
1.2683 |
1.2683 |
1.2708 |
1.2668 |
| S2 |
1.2653 |
1.2653 |
1.2702 |
|
| S3 |
1.2587 |
1.2617 |
1.2696 |
|
| S4 |
1.2521 |
1.2551 |
1.2678 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3201 |
1.2816 |
|
| R3 |
1.3131 |
1.3015 |
1.2765 |
|
| R2 |
1.2945 |
1.2945 |
1.2748 |
|
| R1 |
1.2829 |
1.2829 |
1.2731 |
1.2794 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2741 |
| S1 |
1.2643 |
1.2643 |
1.2697 |
1.2608 |
| S2 |
1.2573 |
1.2573 |
1.2680 |
|
| S3 |
1.2387 |
1.2457 |
1.2663 |
|
| S4 |
1.2201 |
1.2271 |
1.2612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2874 |
1.2688 |
0.0186 |
1.5% |
0.0105 |
0.8% |
14% |
False |
True |
112,050 |
| 10 |
1.2874 |
1.2507 |
0.0367 |
2.9% |
0.0106 |
0.8% |
56% |
False |
False |
102,228 |
| 20 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0101 |
0.8% |
70% |
False |
False |
53,887 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0090 |
0.7% |
70% |
False |
False |
27,102 |
| 60 |
1.2874 |
1.2316 |
0.0558 |
4.4% |
0.0083 |
0.6% |
71% |
False |
False |
18,167 |
| 80 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0080 |
0.6% |
84% |
False |
False |
13,669 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0073 |
0.6% |
84% |
False |
False |
10,941 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0066 |
0.5% |
84% |
False |
False |
9,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3035 |
|
2.618 |
1.2927 |
|
1.618 |
1.2861 |
|
1.000 |
1.2820 |
|
0.618 |
1.2795 |
|
HIGH |
1.2754 |
|
0.618 |
1.2729 |
|
0.500 |
1.2721 |
|
0.382 |
1.2713 |
|
LOW |
1.2688 |
|
0.618 |
1.2647 |
|
1.000 |
1.2622 |
|
1.618 |
1.2581 |
|
2.618 |
1.2515 |
|
4.250 |
1.2408 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2721 |
1.2781 |
| PP |
1.2719 |
1.2759 |
| S1 |
1.2716 |
1.2736 |
|