CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2748 |
1.2720 |
-0.0028 |
-0.2% |
1.2840 |
| High |
1.2754 |
1.2753 |
-0.0001 |
0.0% |
1.2874 |
| Low |
1.2688 |
1.2692 |
0.0004 |
0.0% |
1.2688 |
| Close |
1.2714 |
1.2724 |
0.0010 |
0.1% |
1.2714 |
| Range |
0.0066 |
0.0061 |
-0.0005 |
-7.6% |
0.0186 |
| ATR |
0.0098 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
86,292 |
69,381 |
-16,911 |
-19.6% |
453,665 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2876 |
1.2758 |
|
| R3 |
1.2845 |
1.2815 |
1.2741 |
|
| R2 |
1.2784 |
1.2784 |
1.2735 |
|
| R1 |
1.2754 |
1.2754 |
1.2730 |
1.2769 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2731 |
| S1 |
1.2693 |
1.2693 |
1.2718 |
1.2708 |
| S2 |
1.2662 |
1.2662 |
1.2713 |
|
| S3 |
1.2601 |
1.2632 |
1.2707 |
|
| S4 |
1.2540 |
1.2571 |
1.2690 |
|
|
| 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% |
0.0102 |
0.8% |
19% |
False |
False |
104,609 |
| 10 |
1.2874 |
1.2507 |
0.0367 |
2.9% |
0.0107 |
0.8% |
59% |
False |
False |
105,582 |
| 20 |
1.2874 |
1.2334 |
0.0540 |
4.2% |
0.0101 |
0.8% |
72% |
False |
False |
57,295 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0091 |
0.7% |
72% |
False |
False |
28,836 |
| 60 |
1.2874 |
1.2316 |
0.0558 |
4.4% |
0.0082 |
0.6% |
73% |
False |
False |
19,322 |
| 80 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0080 |
0.6% |
85% |
False |
False |
14,536 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0073 |
0.6% |
85% |
False |
False |
11,635 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0066 |
0.5% |
85% |
False |
False |
9,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3012 |
|
2.618 |
1.2913 |
|
1.618 |
1.2852 |
|
1.000 |
1.2814 |
|
0.618 |
1.2791 |
|
HIGH |
1.2753 |
|
0.618 |
1.2730 |
|
0.500 |
1.2723 |
|
0.382 |
1.2715 |
|
LOW |
1.2692 |
|
0.618 |
1.2654 |
|
1.000 |
1.2631 |
|
1.618 |
1.2593 |
|
2.618 |
1.2532 |
|
4.250 |
1.2433 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2724 |
1.2781 |
| PP |
1.2723 |
1.2762 |
| S1 |
1.2723 |
1.2743 |
|