CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2639 |
1.2614 |
-0.0025 |
-0.2% |
1.2720 |
| High |
1.2671 |
1.2731 |
0.0060 |
0.5% |
1.2764 |
| Low |
1.2594 |
1.2603 |
0.0009 |
0.1% |
1.2594 |
| Close |
1.2617 |
1.2699 |
0.0082 |
0.6% |
1.2699 |
| Range |
0.0077 |
0.0128 |
0.0051 |
66.2% |
0.0170 |
| ATR |
0.0095 |
0.0098 |
0.0002 |
2.4% |
0.0000 |
| Volume |
105,574 |
107,000 |
1,426 |
1.4% |
495,153 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3062 |
1.3008 |
1.2769 |
|
| R3 |
1.2934 |
1.2880 |
1.2734 |
|
| R2 |
1.2806 |
1.2806 |
1.2722 |
|
| R1 |
1.2752 |
1.2752 |
1.2711 |
1.2779 |
| PP |
1.2678 |
1.2678 |
1.2678 |
1.2691 |
| S1 |
1.2624 |
1.2624 |
1.2687 |
1.2651 |
| S2 |
1.2550 |
1.2550 |
1.2676 |
|
| S3 |
1.2422 |
1.2496 |
1.2664 |
|
| S4 |
1.2294 |
1.2368 |
1.2629 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3117 |
1.2793 |
|
| R3 |
1.3026 |
1.2947 |
1.2746 |
|
| R2 |
1.2856 |
1.2856 |
1.2730 |
|
| R1 |
1.2777 |
1.2777 |
1.2715 |
1.2732 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2663 |
| S1 |
1.2607 |
1.2607 |
1.2683 |
1.2562 |
| S2 |
1.2516 |
1.2516 |
1.2668 |
|
| S3 |
1.2346 |
1.2437 |
1.2652 |
|
| S4 |
1.2176 |
1.2267 |
1.2606 |
|
|
| 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% |
0.0094 |
0.7% |
62% |
False |
False |
99,030 |
| 10 |
1.2874 |
1.2594 |
0.0280 |
2.2% |
0.0100 |
0.8% |
38% |
False |
False |
105,540 |
| 20 |
1.2874 |
1.2390 |
0.0484 |
3.8% |
0.0100 |
0.8% |
64% |
False |
False |
78,116 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0091 |
0.7% |
68% |
False |
False |
39,455 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0083 |
0.6% |
68% |
False |
False |
26,403 |
| 80 |
1.2874 |
1.1905 |
0.0969 |
7.6% |
0.0082 |
0.6% |
82% |
False |
False |
19,848 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0075 |
0.6% |
83% |
False |
False |
15,893 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0067 |
0.5% |
83% |
False |
False |
13,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3275 |
|
2.618 |
1.3066 |
|
1.618 |
1.2938 |
|
1.000 |
1.2859 |
|
0.618 |
1.2810 |
|
HIGH |
1.2731 |
|
0.618 |
1.2682 |
|
0.500 |
1.2667 |
|
0.382 |
1.2652 |
|
LOW |
1.2603 |
|
0.618 |
1.2524 |
|
1.000 |
1.2475 |
|
1.618 |
1.2396 |
|
2.618 |
1.2268 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2691 |
| PP |
1.2678 |
1.2683 |
| S1 |
1.2667 |
1.2676 |
|