CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2659 |
1.2675 |
0.0016 |
0.1% |
1.2455 |
| High |
1.2711 |
1.2794 |
0.0083 |
0.7% |
1.2611 |
| Low |
1.2659 |
1.2672 |
0.0013 |
0.1% |
1.2438 |
| Close |
1.2686 |
1.2794 |
0.0108 |
0.9% |
1.2598 |
| Range |
0.0052 |
0.0122 |
0.0070 |
134.6% |
0.0173 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.9% |
0.0000 |
| Volume |
668 |
3,796 |
3,128 |
468.3% |
3,291 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3119 |
1.3079 |
1.2861 |
|
| R3 |
1.2997 |
1.2957 |
1.2828 |
|
| R2 |
1.2875 |
1.2875 |
1.2816 |
|
| R1 |
1.2835 |
1.2835 |
1.2805 |
1.2855 |
| PP |
1.2753 |
1.2753 |
1.2753 |
1.2764 |
| S1 |
1.2713 |
1.2713 |
1.2783 |
1.2733 |
| S2 |
1.2631 |
1.2631 |
1.2772 |
|
| S3 |
1.2509 |
1.2591 |
1.2760 |
|
| S4 |
1.2387 |
1.2469 |
1.2727 |
|
|
| 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 |
1.2794 |
1.2509 |
0.0285 |
2.2% |
0.0073 |
0.6% |
100% |
True |
False |
1,353 |
| 10 |
1.2794 |
1.2438 |
0.0356 |
2.8% |
0.0054 |
0.4% |
100% |
True |
False |
902 |
| 20 |
1.2794 |
1.2336 |
0.0458 |
3.6% |
0.0042 |
0.3% |
100% |
True |
False |
488 |
| 40 |
1.2794 |
1.2336 |
0.0458 |
3.6% |
0.0036 |
0.3% |
100% |
True |
False |
248 |
| 60 |
1.2794 |
1.2226 |
0.0568 |
4.4% |
0.0033 |
0.3% |
100% |
True |
False |
186 |
| 80 |
1.2794 |
1.1904 |
0.0890 |
7.0% |
0.0036 |
0.3% |
100% |
True |
False |
263 |
| 100 |
1.2794 |
1.1904 |
0.0890 |
7.0% |
0.0034 |
0.3% |
100% |
True |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3313 |
|
2.618 |
1.3113 |
|
1.618 |
1.2991 |
|
1.000 |
1.2916 |
|
0.618 |
1.2869 |
|
HIGH |
1.2794 |
|
0.618 |
1.2747 |
|
0.500 |
1.2733 |
|
0.382 |
1.2719 |
|
LOW |
1.2672 |
|
0.618 |
1.2597 |
|
1.000 |
1.2550 |
|
1.618 |
1.2475 |
|
2.618 |
1.2353 |
|
4.250 |
1.2154 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2774 |
1.2761 |
| PP |
1.2753 |
1.2727 |
| S1 |
1.2733 |
1.2694 |
|