CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2393 |
1.2491 |
0.0098 |
0.8% |
1.2474 |
| High |
1.2448 |
1.2549 |
0.0101 |
0.8% |
1.2474 |
| Low |
1.2393 |
1.2491 |
0.0098 |
0.8% |
1.2336 |
| Close |
1.2448 |
1.2549 |
0.0101 |
0.8% |
1.2375 |
| Range |
0.0055 |
0.0058 |
0.0003 |
5.5% |
0.0138 |
| ATR |
0.0055 |
0.0059 |
0.0003 |
5.9% |
0.0000 |
| Volume |
552 |
20 |
-532 |
-96.4% |
155 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2704 |
1.2684 |
1.2581 |
|
| R3 |
1.2646 |
1.2626 |
1.2565 |
|
| R2 |
1.2588 |
1.2588 |
1.2560 |
|
| R1 |
1.2568 |
1.2568 |
1.2554 |
1.2578 |
| PP |
1.2530 |
1.2530 |
1.2530 |
1.2535 |
| S1 |
1.2510 |
1.2510 |
1.2544 |
1.2520 |
| S2 |
1.2472 |
1.2472 |
1.2538 |
|
| S3 |
1.2414 |
1.2452 |
1.2533 |
|
| S4 |
1.2356 |
1.2394 |
1.2517 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2809 |
1.2730 |
1.2451 |
|
| R3 |
1.2671 |
1.2592 |
1.2413 |
|
| R2 |
1.2533 |
1.2533 |
1.2400 |
|
| R1 |
1.2454 |
1.2454 |
1.2388 |
1.2425 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2380 |
| S1 |
1.2316 |
1.2316 |
1.2362 |
1.2287 |
| S2 |
1.2257 |
1.2257 |
1.2350 |
|
| S3 |
1.2119 |
1.2178 |
1.2337 |
|
| S4 |
1.1981 |
1.2040 |
1.2299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2549 |
1.2336 |
0.0213 |
1.7% |
0.0041 |
0.3% |
100% |
True |
False |
139 |
| 10 |
1.2549 |
1.2336 |
0.0213 |
1.7% |
0.0030 |
0.2% |
100% |
True |
False |
73 |
| 20 |
1.2676 |
1.2336 |
0.0340 |
2.7% |
0.0029 |
0.2% |
63% |
False |
False |
39 |
| 40 |
1.2676 |
1.2336 |
0.0340 |
2.7% |
0.0027 |
0.2% |
63% |
False |
False |
51 |
| 60 |
1.2676 |
1.1925 |
0.0751 |
6.0% |
0.0032 |
0.3% |
83% |
False |
False |
78 |
| 80 |
1.2676 |
1.1904 |
0.0772 |
6.2% |
0.0033 |
0.3% |
84% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2796 |
|
2.618 |
1.2701 |
|
1.618 |
1.2643 |
|
1.000 |
1.2607 |
|
0.618 |
1.2585 |
|
HIGH |
1.2549 |
|
0.618 |
1.2527 |
|
0.500 |
1.2520 |
|
0.382 |
1.2513 |
|
LOW |
1.2491 |
|
0.618 |
1.2455 |
|
1.000 |
1.2433 |
|
1.618 |
1.2397 |
|
2.618 |
1.2339 |
|
4.250 |
1.2245 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2539 |
1.2523 |
| PP |
1.2530 |
1.2497 |
| S1 |
1.2520 |
1.2471 |
|