CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2718 |
1.2728 |
0.0010 |
0.1% |
1.2830 |
| High |
1.2747 |
1.2728 |
-0.0019 |
-0.1% |
1.2850 |
| Low |
1.2713 |
1.2602 |
-0.0111 |
-0.9% |
1.2680 |
| Close |
1.2742 |
1.2640 |
-0.0102 |
-0.8% |
1.2700 |
| Range |
0.0034 |
0.0126 |
0.0092 |
270.6% |
0.0170 |
| ATR |
0.0072 |
0.0077 |
0.0005 |
6.7% |
0.0000 |
| Volume |
71 |
173 |
102 |
143.7% |
2,457 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3035 |
1.2963 |
1.2709 |
|
| R3 |
1.2909 |
1.2837 |
1.2675 |
|
| R2 |
1.2783 |
1.2783 |
1.2663 |
|
| R1 |
1.2711 |
1.2711 |
1.2652 |
1.2684 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2643 |
| S1 |
1.2585 |
1.2585 |
1.2628 |
1.2558 |
| S2 |
1.2531 |
1.2531 |
1.2617 |
|
| S3 |
1.2405 |
1.2459 |
1.2605 |
|
| S4 |
1.2279 |
1.2333 |
1.2571 |
|
|
| 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 |
1.2602 |
0.0246 |
1.9% |
0.0076 |
0.6% |
15% |
False |
True |
377 |
| 10 |
1.2859 |
1.2602 |
0.0257 |
2.0% |
0.0084 |
0.7% |
15% |
False |
True |
734 |
| 20 |
1.2859 |
1.2393 |
0.0466 |
3.7% |
0.0066 |
0.5% |
53% |
False |
False |
624 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0045 |
0.4% |
58% |
False |
False |
319 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0039 |
0.3% |
58% |
False |
False |
233 |
| 80 |
1.2859 |
1.1904 |
0.0955 |
7.6% |
0.0042 |
0.3% |
77% |
False |
False |
276 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.6% |
0.0038 |
0.3% |
77% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3264 |
|
2.618 |
1.3058 |
|
1.618 |
1.2932 |
|
1.000 |
1.2854 |
|
0.618 |
1.2806 |
|
HIGH |
1.2728 |
|
0.618 |
1.2680 |
|
0.500 |
1.2665 |
|
0.382 |
1.2650 |
|
LOW |
1.2602 |
|
0.618 |
1.2524 |
|
1.000 |
1.2476 |
|
1.618 |
1.2398 |
|
2.618 |
1.2272 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2675 |
| PP |
1.2657 |
1.2663 |
| S1 |
1.2648 |
1.2652 |
|