CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.2810 |
-0.0020 |
-0.2% |
1.2614 |
| High |
1.2850 |
1.2810 |
-0.0040 |
-0.3% |
1.2859 |
| Low |
1.2730 |
1.2699 |
-0.0031 |
-0.2% |
1.2509 |
| Close |
1.2771 |
1.2778 |
0.0007 |
0.1% |
1.2846 |
| Range |
0.0120 |
0.0111 |
-0.0009 |
-7.5% |
0.0350 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.6% |
0.0000 |
| Volume |
737 |
145 |
-592 |
-80.3% |
5,845 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3048 |
1.2839 |
|
| R3 |
1.2984 |
1.2937 |
1.2809 |
|
| R2 |
1.2873 |
1.2873 |
1.2798 |
|
| R1 |
1.2826 |
1.2826 |
1.2788 |
1.2794 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2747 |
| S1 |
1.2715 |
1.2715 |
1.2768 |
1.2683 |
| S2 |
1.2651 |
1.2651 |
1.2758 |
|
| S3 |
1.2540 |
1.2604 |
1.2747 |
|
| S4 |
1.2429 |
1.2493 |
1.2717 |
|
|
| 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 |
1.2659 |
0.0200 |
1.6% |
0.0093 |
0.7% |
60% |
False |
False |
1,092 |
| 10 |
1.2859 |
1.2453 |
0.0406 |
3.2% |
0.0071 |
0.6% |
80% |
False |
False |
939 |
| 20 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0052 |
0.4% |
85% |
False |
False |
537 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0041 |
0.3% |
85% |
False |
False |
273 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0036 |
0.3% |
85% |
False |
False |
202 |
| 80 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0038 |
0.3% |
92% |
False |
False |
275 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0037 |
0.3% |
92% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3282 |
|
2.618 |
1.3101 |
|
1.618 |
1.2990 |
|
1.000 |
1.2921 |
|
0.618 |
1.2879 |
|
HIGH |
1.2810 |
|
0.618 |
1.2768 |
|
0.500 |
1.2755 |
|
0.382 |
1.2741 |
|
LOW |
1.2699 |
|
0.618 |
1.2630 |
|
1.000 |
1.2588 |
|
1.618 |
1.2519 |
|
2.618 |
1.2408 |
|
4.250 |
1.2227 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2770 |
1.2779 |
| PP |
1.2762 |
1.2779 |
| S1 |
1.2755 |
1.2778 |
|