CME British Pound Future December 2023


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 1.2725 1.2718 -0.0007 -0.1% 1.2830
High 1.2730 1.2747 0.0017 0.1% 1.2850
Low 1.2690 1.2713 0.0023 0.2% 1.2680
Close 1.2711 1.2742 0.0031 0.2% 1.2700
Range 0.0040 0.0034 -0.0006 -15.0% 0.0170
ATR 0.0075 0.0072 -0.0003 -3.7% 0.0000
Volume 69 71 2 2.9% 2,457
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.2836 1.2823 1.2761
R3 1.2802 1.2789 1.2751
R2 1.2768 1.2768 1.2748
R1 1.2755 1.2755 1.2745 1.2762
PP 1.2734 1.2734 1.2734 1.2737
S1 1.2721 1.2721 1.2739 1.2728
S2 1.2700 1.2700 1.2736
S3 1.2666 1.2687 1.2733
S4 1.2632 1.2653 1.2723
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 1.2848 1.2680 0.0168 1.3% 0.0073 0.6% 37% False False 372
10 1.2859 1.2593 0.0266 2.1% 0.0075 0.6% 56% False False 751
20 1.2859 1.2393 0.0466 3.7% 0.0061 0.5% 75% False False 615
40 1.2859 1.2336 0.0523 4.1% 0.0044 0.3% 78% False False 316
60 1.2859 1.2336 0.0523 4.1% 0.0039 0.3% 78% False False 231
80 1.2859 1.1904 0.0955 7.5% 0.0041 0.3% 88% False False 296
100 1.2859 1.1904 0.0955 7.5% 0.0039 0.3% 88% False False 239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2892
2.618 1.2836
1.618 1.2802
1.000 1.2781
0.618 1.2768
HIGH 1.2747
0.618 1.2734
0.500 1.2730
0.382 1.2726
LOW 1.2713
0.618 1.2692
1.000 1.2679
1.618 1.2658
2.618 1.2624
4.250 1.2569
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 1.2738 1.2733
PP 1.2734 1.2723
S1 1.2730 1.2714

These figures are updated between 7pm and 10pm EST after a trading day.

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