CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2675 |
1.2801 |
0.0126 |
1.0% |
1.2614 |
| High |
1.2794 |
1.2859 |
0.0065 |
0.5% |
1.2859 |
| Low |
1.2672 |
1.2801 |
0.0129 |
1.0% |
1.2509 |
| Close |
1.2794 |
1.2846 |
0.0052 |
0.4% |
1.2846 |
| Range |
0.0122 |
0.0058 |
-0.0064 |
-52.5% |
0.0350 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
3,796 |
115 |
-3,681 |
-97.0% |
5,845 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3009 |
1.2986 |
1.2878 |
|
| R3 |
1.2951 |
1.2928 |
1.2862 |
|
| R2 |
1.2893 |
1.2893 |
1.2857 |
|
| R1 |
1.2870 |
1.2870 |
1.2851 |
1.2882 |
| PP |
1.2835 |
1.2835 |
1.2835 |
1.2841 |
| S1 |
1.2812 |
1.2812 |
1.2841 |
1.2824 |
| S2 |
1.2777 |
1.2777 |
1.2835 |
|
| S3 |
1.2719 |
1.2754 |
1.2830 |
|
| S4 |
1.2661 |
1.2696 |
1.2814 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3788 |
1.3667 |
1.3039 |
|
| R3 |
1.3438 |
1.3317 |
1.2942 |
|
| R2 |
1.3088 |
1.3088 |
1.2910 |
|
| R1 |
1.2967 |
1.2967 |
1.2878 |
1.3028 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2768 |
| S1 |
1.2617 |
1.2617 |
1.2814 |
1.2678 |
| S2 |
1.2388 |
1.2388 |
1.2782 |
|
| S3 |
1.2038 |
1.2267 |
1.2750 |
|
| S4 |
1.1688 |
1.1917 |
1.2654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2859 |
1.2509 |
0.0350 |
2.7% |
0.0074 |
0.6% |
96% |
True |
False |
1,169 |
| 10 |
1.2859 |
1.2438 |
0.0421 |
3.3% |
0.0051 |
0.4% |
97% |
True |
False |
913 |
| 20 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0044 |
0.3% |
98% |
True |
False |
493 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0037 |
0.3% |
98% |
True |
False |
251 |
| 60 |
1.2859 |
1.2226 |
0.0633 |
4.9% |
0.0034 |
0.3% |
98% |
True |
False |
188 |
| 80 |
1.2859 |
1.1904 |
0.0955 |
7.4% |
0.0036 |
0.3% |
99% |
True |
False |
264 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.4% |
0.0035 |
0.3% |
99% |
True |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3106 |
|
2.618 |
1.3011 |
|
1.618 |
1.2953 |
|
1.000 |
1.2917 |
|
0.618 |
1.2895 |
|
HIGH |
1.2859 |
|
0.618 |
1.2837 |
|
0.500 |
1.2830 |
|
0.382 |
1.2823 |
|
LOW |
1.2801 |
|
0.618 |
1.2765 |
|
1.000 |
1.2743 |
|
1.618 |
1.2707 |
|
2.618 |
1.2649 |
|
4.250 |
1.2555 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2841 |
1.2817 |
| PP |
1.2835 |
1.2788 |
| S1 |
1.2830 |
1.2759 |
|