CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2659 |
0.0052 |
0.4% |
1.2455 |
| High |
1.2625 |
1.2711 |
0.0086 |
0.7% |
1.2611 |
| Low |
1.2593 |
1.2659 |
0.0066 |
0.5% |
1.2438 |
| Close |
1.2619 |
1.2686 |
0.0067 |
0.5% |
1.2598 |
| Range |
0.0032 |
0.0052 |
0.0020 |
62.5% |
0.0173 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
335 |
668 |
333 |
99.4% |
3,291 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2841 |
1.2816 |
1.2715 |
|
| R3 |
1.2789 |
1.2764 |
1.2700 |
|
| R2 |
1.2737 |
1.2737 |
1.2696 |
|
| R1 |
1.2712 |
1.2712 |
1.2691 |
1.2725 |
| PP |
1.2685 |
1.2685 |
1.2685 |
1.2692 |
| S1 |
1.2660 |
1.2660 |
1.2681 |
1.2673 |
| S2 |
1.2633 |
1.2633 |
1.2676 |
|
| S3 |
1.2581 |
1.2608 |
1.2672 |
|
| S4 |
1.2529 |
1.2556 |
1.2657 |
|
|
| 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 |
1.2711 |
1.2509 |
0.0202 |
1.6% |
0.0051 |
0.4% |
88% |
True |
False |
594 |
| 10 |
1.2711 |
1.2438 |
0.0273 |
2.2% |
0.0048 |
0.4% |
91% |
True |
False |
525 |
| 20 |
1.2711 |
1.2336 |
0.0375 |
3.0% |
0.0036 |
0.3% |
93% |
True |
False |
298 |
| 40 |
1.2711 |
1.2336 |
0.0375 |
3.0% |
0.0033 |
0.3% |
93% |
True |
False |
153 |
| 60 |
1.2711 |
1.2226 |
0.0485 |
3.8% |
0.0031 |
0.2% |
95% |
True |
False |
123 |
| 80 |
1.2711 |
1.1904 |
0.0807 |
6.4% |
0.0034 |
0.3% |
97% |
True |
False |
215 |
| 100 |
1.2711 |
1.1904 |
0.0807 |
6.4% |
0.0033 |
0.3% |
97% |
True |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2932 |
|
2.618 |
1.2847 |
|
1.618 |
1.2795 |
|
1.000 |
1.2763 |
|
0.618 |
1.2743 |
|
HIGH |
1.2711 |
|
0.618 |
1.2691 |
|
0.500 |
1.2685 |
|
0.382 |
1.2679 |
|
LOW |
1.2659 |
|
0.618 |
1.2627 |
|
1.000 |
1.2607 |
|
1.618 |
1.2575 |
|
2.618 |
1.2523 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2686 |
1.2661 |
| PP |
1.2685 |
1.2635 |
| S1 |
1.2685 |
1.2610 |
|