CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2801 |
1.2830 |
0.0029 |
0.2% |
1.2614 |
| High |
1.2859 |
1.2850 |
-0.0009 |
-0.1% |
1.2859 |
| Low |
1.2801 |
1.2730 |
-0.0071 |
-0.6% |
1.2509 |
| Close |
1.2846 |
1.2771 |
-0.0075 |
-0.6% |
1.2846 |
| Range |
0.0058 |
0.0120 |
0.0062 |
106.9% |
0.0350 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.1% |
0.0000 |
| Volume |
115 |
737 |
622 |
540.9% |
5,845 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3144 |
1.3077 |
1.2837 |
|
| R3 |
1.3024 |
1.2957 |
1.2804 |
|
| R2 |
1.2904 |
1.2904 |
1.2793 |
|
| R1 |
1.2837 |
1.2837 |
1.2782 |
1.2811 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2770 |
| S1 |
1.2717 |
1.2717 |
1.2760 |
1.2691 |
| S2 |
1.2664 |
1.2664 |
1.2749 |
|
| S3 |
1.2544 |
1.2597 |
1.2738 |
|
| S4 |
1.2424 |
1.2477 |
1.2705 |
|
|
| 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 |
1.2593 |
0.0266 |
2.1% |
0.0077 |
0.6% |
67% |
False |
False |
1,130 |
| 10 |
1.2859 |
1.2447 |
0.0412 |
3.2% |
0.0060 |
0.5% |
79% |
False |
False |
931 |
| 20 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0046 |
0.4% |
83% |
False |
False |
530 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0038 |
0.3% |
83% |
False |
False |
269 |
| 60 |
1.2859 |
1.2325 |
0.0534 |
4.2% |
0.0035 |
0.3% |
84% |
False |
False |
200 |
| 80 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0036 |
0.3% |
91% |
False |
False |
273 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0036 |
0.3% |
91% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.3164 |
|
1.618 |
1.3044 |
|
1.000 |
1.2970 |
|
0.618 |
1.2924 |
|
HIGH |
1.2850 |
|
0.618 |
1.2804 |
|
0.500 |
1.2790 |
|
0.382 |
1.2776 |
|
LOW |
1.2730 |
|
0.618 |
1.2656 |
|
1.000 |
1.2610 |
|
1.618 |
1.2536 |
|
2.618 |
1.2416 |
|
4.250 |
1.2220 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2790 |
1.2769 |
| PP |
1.2784 |
1.2767 |
| S1 |
1.2777 |
1.2766 |
|