CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2753 |
1.2639 |
-0.0114 |
-0.9% |
1.2840 |
| High |
1.2757 |
1.2671 |
-0.0086 |
-0.7% |
1.2874 |
| Low |
1.2610 |
1.2594 |
-0.0016 |
-0.1% |
1.2688 |
| Close |
1.2652 |
1.2617 |
-0.0035 |
-0.3% |
1.2714 |
| Range |
0.0147 |
0.0077 |
-0.0070 |
-47.6% |
0.0186 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
128,434 |
105,574 |
-22,860 |
-17.8% |
453,665 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2858 |
1.2815 |
1.2659 |
|
| R3 |
1.2781 |
1.2738 |
1.2638 |
|
| R2 |
1.2704 |
1.2704 |
1.2631 |
|
| R1 |
1.2661 |
1.2661 |
1.2624 |
1.2644 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2619 |
| S1 |
1.2584 |
1.2584 |
1.2610 |
1.2567 |
| S2 |
1.2550 |
1.2550 |
1.2603 |
|
| S3 |
1.2473 |
1.2507 |
1.2596 |
|
| S4 |
1.2396 |
1.2430 |
1.2575 |
|
|
| 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 |
1.2764 |
1.2594 |
0.0170 |
1.3% |
0.0081 |
0.6% |
14% |
False |
True |
94,889 |
| 10 |
1.2874 |
1.2594 |
0.0280 |
2.2% |
0.0102 |
0.8% |
8% |
False |
True |
105,429 |
| 20 |
1.2874 |
1.2390 |
0.0484 |
3.8% |
0.0100 |
0.8% |
47% |
False |
False |
72,884 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0091 |
0.7% |
52% |
False |
False |
36,783 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0081 |
0.6% |
52% |
False |
False |
24,621 |
| 80 |
1.2874 |
1.1870 |
0.1004 |
8.0% |
0.0081 |
0.6% |
74% |
False |
False |
18,516 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
8.0% |
0.0074 |
0.6% |
74% |
False |
False |
14,823 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
8.0% |
0.0066 |
0.5% |
74% |
False |
False |
12,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2998 |
|
2.618 |
1.2873 |
|
1.618 |
1.2796 |
|
1.000 |
1.2748 |
|
0.618 |
1.2719 |
|
HIGH |
1.2671 |
|
0.618 |
1.2642 |
|
0.500 |
1.2633 |
|
0.382 |
1.2623 |
|
LOW |
1.2594 |
|
0.618 |
1.2546 |
|
1.000 |
1.2517 |
|
1.618 |
1.2469 |
|
2.618 |
1.2392 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2633 |
1.2679 |
| PP |
1.2627 |
1.2658 |
| S1 |
1.2622 |
1.2638 |
|