CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2720 |
1.2716 |
-0.0004 |
0.0% |
1.2840 |
| High |
1.2753 |
1.2764 |
0.0011 |
0.1% |
1.2874 |
| Low |
1.2692 |
1.2708 |
0.0016 |
0.1% |
1.2688 |
| Close |
1.2724 |
1.2755 |
0.0031 |
0.2% |
1.2714 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-8.2% |
0.0186 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
69,381 |
84,764 |
15,383 |
22.2% |
453,665 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2910 |
1.2889 |
1.2786 |
|
| R3 |
1.2854 |
1.2833 |
1.2770 |
|
| R2 |
1.2798 |
1.2798 |
1.2765 |
|
| R1 |
1.2777 |
1.2777 |
1.2760 |
1.2788 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2748 |
| S1 |
1.2721 |
1.2721 |
1.2750 |
1.2732 |
| S2 |
1.2686 |
1.2686 |
1.2745 |
|
| S3 |
1.2630 |
1.2665 |
1.2740 |
|
| S4 |
1.2574 |
1.2609 |
1.2724 |
|
|
| 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% |
0.0088 |
0.7% |
36% |
False |
False |
94,556 |
| 10 |
1.2874 |
1.2528 |
0.0346 |
2.7% |
0.0101 |
0.8% |
66% |
False |
False |
108,901 |
| 20 |
1.2874 |
1.2353 |
0.0521 |
4.1% |
0.0099 |
0.8% |
77% |
False |
False |
61,488 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0089 |
0.7% |
78% |
False |
False |
30,953 |
| 60 |
1.2874 |
1.2316 |
0.0558 |
4.4% |
0.0081 |
0.6% |
79% |
False |
False |
20,734 |
| 80 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0080 |
0.6% |
88% |
False |
False |
15,595 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0074 |
0.6% |
88% |
False |
False |
12,483 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0066 |
0.5% |
88% |
False |
False |
10,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3002 |
|
2.618 |
1.2911 |
|
1.618 |
1.2855 |
|
1.000 |
1.2820 |
|
0.618 |
1.2799 |
|
HIGH |
1.2764 |
|
0.618 |
1.2743 |
|
0.500 |
1.2736 |
|
0.382 |
1.2729 |
|
LOW |
1.2708 |
|
0.618 |
1.2673 |
|
1.000 |
1.2652 |
|
1.618 |
1.2617 |
|
2.618 |
1.2561 |
|
4.250 |
1.2470 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2745 |
| PP |
1.2742 |
1.2736 |
| S1 |
1.2736 |
1.2726 |
|