CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2726 |
1.2725 |
-0.0001 |
0.0% |
1.2830 |
| High |
1.2741 |
1.2730 |
-0.0011 |
-0.1% |
1.2850 |
| Low |
1.2680 |
1.2690 |
0.0010 |
0.1% |
1.2680 |
| Close |
1.2700 |
1.2711 |
0.0011 |
0.1% |
1.2700 |
| Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0170 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
1,230 |
69 |
-1,161 |
-94.4% |
2,457 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2830 |
1.2811 |
1.2733 |
|
| R3 |
1.2790 |
1.2771 |
1.2722 |
|
| R2 |
1.2750 |
1.2750 |
1.2718 |
|
| R1 |
1.2731 |
1.2731 |
1.2715 |
1.2721 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2705 |
| S1 |
1.2691 |
1.2691 |
1.2707 |
1.2681 |
| S2 |
1.2670 |
1.2670 |
1.2704 |
|
| S3 |
1.2630 |
1.2651 |
1.2700 |
|
| S4 |
1.2590 |
1.2611 |
1.2689 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3147 |
1.2794 |
|
| R3 |
1.3083 |
1.2977 |
1.2747 |
|
| R2 |
1.2913 |
1.2913 |
1.2731 |
|
| R1 |
1.2807 |
1.2807 |
1.2716 |
1.2775 |
| PP |
1.2743 |
1.2743 |
1.2743 |
1.2728 |
| S1 |
1.2637 |
1.2637 |
1.2684 |
1.2605 |
| S2 |
1.2573 |
1.2573 |
1.2669 |
|
| S3 |
1.2403 |
1.2467 |
1.2653 |
|
| S4 |
1.2233 |
1.2297 |
1.2607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2850 |
1.2680 |
0.0170 |
1.3% |
0.0090 |
0.7% |
18% |
False |
False |
505 |
| 10 |
1.2859 |
1.2509 |
0.0350 |
2.8% |
0.0082 |
0.6% |
58% |
False |
False |
837 |
| 20 |
1.2859 |
1.2375 |
0.0484 |
3.8% |
0.0062 |
0.5% |
69% |
False |
False |
612 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0046 |
0.4% |
72% |
False |
False |
314 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0040 |
0.3% |
72% |
False |
False |
230 |
| 80 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0040 |
0.3% |
85% |
False |
False |
295 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0038 |
0.3% |
85% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2900 |
|
2.618 |
1.2835 |
|
1.618 |
1.2795 |
|
1.000 |
1.2770 |
|
0.618 |
1.2755 |
|
HIGH |
1.2730 |
|
0.618 |
1.2715 |
|
0.500 |
1.2710 |
|
0.382 |
1.2705 |
|
LOW |
1.2690 |
|
0.618 |
1.2665 |
|
1.000 |
1.2650 |
|
1.618 |
1.2625 |
|
2.618 |
1.2585 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2711 |
1.2764 |
| PP |
1.2710 |
1.2746 |
| S1 |
1.2710 |
1.2729 |
|