CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2566 |
1.2614 |
0.0048 |
0.4% |
1.2455 |
| High |
1.2611 |
1.2614 |
0.0003 |
0.0% |
1.2611 |
| Low |
1.2559 |
1.2509 |
-0.0050 |
-0.4% |
1.2438 |
| Close |
1.2598 |
1.2527 |
-0.0071 |
-0.6% |
1.2598 |
| Range |
0.0052 |
0.0105 |
0.0053 |
101.9% |
0.0173 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.6% |
0.0000 |
| Volume |
1,039 |
931 |
-108 |
-10.4% |
3,291 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2865 |
1.2801 |
1.2585 |
|
| R3 |
1.2760 |
1.2696 |
1.2556 |
|
| R2 |
1.2655 |
1.2655 |
1.2546 |
|
| R1 |
1.2591 |
1.2591 |
1.2537 |
1.2571 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2540 |
| S1 |
1.2486 |
1.2486 |
1.2517 |
1.2466 |
| S2 |
1.2445 |
1.2445 |
1.2508 |
|
| S3 |
1.2340 |
1.2381 |
1.2498 |
|
| S4 |
1.2235 |
1.2276 |
1.2469 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3006 |
1.2693 |
|
| R3 |
1.2895 |
1.2833 |
1.2646 |
|
| R2 |
1.2722 |
1.2722 |
1.2630 |
|
| R1 |
1.2660 |
1.2660 |
1.2614 |
1.2691 |
| PP |
1.2549 |
1.2549 |
1.2549 |
1.2565 |
| S1 |
1.2487 |
1.2487 |
1.2582 |
1.2518 |
| S2 |
1.2376 |
1.2376 |
1.2566 |
|
| S3 |
1.2203 |
1.2314 |
1.2550 |
|
| S4 |
1.2030 |
1.2141 |
1.2503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2614 |
1.2447 |
0.0167 |
1.3% |
0.0044 |
0.3% |
48% |
True |
False |
731 |
| 10 |
1.2614 |
1.2393 |
0.0221 |
1.8% |
0.0048 |
0.4% |
61% |
True |
False |
480 |
| 20 |
1.2614 |
1.2336 |
0.0278 |
2.2% |
0.0032 |
0.3% |
69% |
True |
False |
248 |
| 40 |
1.2676 |
1.2336 |
0.0340 |
2.7% |
0.0031 |
0.2% |
56% |
False |
False |
128 |
| 60 |
1.2676 |
1.2226 |
0.0450 |
3.6% |
0.0030 |
0.2% |
67% |
False |
False |
106 |
| 80 |
1.2676 |
1.1904 |
0.0772 |
6.2% |
0.0035 |
0.3% |
81% |
False |
False |
204 |
| 100 |
1.2676 |
1.1904 |
0.0772 |
6.2% |
0.0033 |
0.3% |
81% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3060 |
|
2.618 |
1.2889 |
|
1.618 |
1.2784 |
|
1.000 |
1.2719 |
|
0.618 |
1.2679 |
|
HIGH |
1.2614 |
|
0.618 |
1.2574 |
|
0.500 |
1.2562 |
|
0.382 |
1.2549 |
|
LOW |
1.2509 |
|
0.618 |
1.2444 |
|
1.000 |
1.2404 |
|
1.618 |
1.2339 |
|
2.618 |
1.2234 |
|
4.250 |
1.2063 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2562 |
1.2562 |
| PP |
1.2550 |
1.2550 |
| S1 |
1.2539 |
1.2539 |
|