CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2614 |
1.2607 |
-0.0007 |
-0.1% |
1.2455 |
| High |
1.2614 |
1.2625 |
0.0011 |
0.1% |
1.2611 |
| Low |
1.2509 |
1.2593 |
0.0084 |
0.7% |
1.2438 |
| Close |
1.2527 |
1.2619 |
0.0092 |
0.7% |
1.2598 |
| Range |
0.0105 |
0.0032 |
-0.0073 |
-69.5% |
0.0173 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.1% |
0.0000 |
| Volume |
931 |
335 |
-596 |
-64.0% |
3,291 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2696 |
1.2637 |
|
| R3 |
1.2676 |
1.2664 |
1.2628 |
|
| R2 |
1.2644 |
1.2644 |
1.2625 |
|
| R1 |
1.2632 |
1.2632 |
1.2622 |
1.2638 |
| PP |
1.2612 |
1.2612 |
1.2612 |
1.2616 |
| S1 |
1.2600 |
1.2600 |
1.2616 |
1.2606 |
| S2 |
1.2580 |
1.2580 |
1.2613 |
|
| S3 |
1.2548 |
1.2568 |
1.2610 |
|
| S4 |
1.2516 |
1.2536 |
1.2601 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3006 |
1.2693 |
|
| R3 |
1.2895 |
1.2833 |
1.2646 |
|
| R2 |
1.2722 |
1.2722 |
1.2630 |
|
| R1 |
1.2660 |
1.2660 |
1.2614 |
1.2691 |
| PP |
1.2549 |
1.2549 |
1.2549 |
1.2565 |
| S1 |
1.2487 |
1.2487 |
1.2582 |
1.2518 |
| S2 |
1.2376 |
1.2376 |
1.2566 |
|
| S3 |
1.2203 |
1.2314 |
1.2550 |
|
| S4 |
1.2030 |
1.2141 |
1.2503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2625 |
1.2453 |
0.0172 |
1.4% |
0.0049 |
0.4% |
97% |
True |
False |
787 |
| 10 |
1.2625 |
1.2393 |
0.0232 |
1.8% |
0.0048 |
0.4% |
97% |
True |
False |
513 |
| 20 |
1.2625 |
1.2336 |
0.0289 |
2.3% |
0.0034 |
0.3% |
98% |
True |
False |
264 |
| 40 |
1.2676 |
1.2336 |
0.0340 |
2.7% |
0.0032 |
0.2% |
83% |
False |
False |
136 |
| 60 |
1.2676 |
1.2226 |
0.0450 |
3.6% |
0.0031 |
0.2% |
87% |
False |
False |
112 |
| 80 |
1.2676 |
1.1904 |
0.0772 |
6.1% |
0.0034 |
0.3% |
93% |
False |
False |
207 |
| 100 |
1.2676 |
1.1904 |
0.0772 |
6.1% |
0.0033 |
0.3% |
93% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2761 |
|
2.618 |
1.2709 |
|
1.618 |
1.2677 |
|
1.000 |
1.2657 |
|
0.618 |
1.2645 |
|
HIGH |
1.2625 |
|
0.618 |
1.2613 |
|
0.500 |
1.2609 |
|
0.382 |
1.2605 |
|
LOW |
1.2593 |
|
0.618 |
1.2573 |
|
1.000 |
1.2561 |
|
1.618 |
1.2541 |
|
2.618 |
1.2509 |
|
4.250 |
1.2457 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2602 |
| PP |
1.2612 |
1.2584 |
| S1 |
1.2609 |
1.2567 |
|