CME British Pound Future December 2023


Trading Metrics calculated at close of trading on 23-Jun-2023
Day Change Summary
Previous Current
22-Jun-2023 23-Jun-2023 Change Change % Previous Week
Open 1.2770 1.2726 -0.0044 -0.3% 1.2830
High 1.2848 1.2741 -0.0107 -0.8% 1.2850
Low 1.2731 1.2680 -0.0051 -0.4% 1.2680
Close 1.2738 1.2700 -0.0038 -0.3% 1.2700
Range 0.0117 0.0061 -0.0056 -47.9% 0.0170
ATR 0.0079 0.0078 -0.0001 -1.6% 0.0000
Volume 345 1,230 885 256.5% 2,457
Daily Pivots for day following 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.2890 1.2856 1.2734
R3 1.2829 1.2795 1.2717
R2 1.2768 1.2768 1.2711
R1 1.2734 1.2734 1.2706 1.2721
PP 1.2707 1.2707 1.2707 1.2700
S1 1.2673 1.2673 1.2694 1.2660
S2 1.2646 1.2646 1.2689
S3 1.2585 1.2612 1.2683
S4 1.2524 1.2551 1.2666
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 1.2859 1.2680 0.0179 1.4% 0.0093 0.7% 11% False True 514
10 1.2859 1.2509 0.0350 2.8% 0.0083 0.7% 55% False False 934
20 1.2859 1.2336 0.0523 4.1% 0.0061 0.5% 70% False False 614
40 1.2859 1.2336 0.0523 4.1% 0.0045 0.4% 70% False False 312
60 1.2859 1.2336 0.0523 4.1% 0.0039 0.3% 70% False False 229
80 1.2859 1.1904 0.0955 7.5% 0.0040 0.3% 83% False False 295
100 1.2859 1.1904 0.0955 7.5% 0.0038 0.3% 83% False False 238
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3000
2.618 1.2901
1.618 1.2840
1.000 1.2802
0.618 1.2779
HIGH 1.2741
0.618 1.2718
0.500 1.2711
0.382 1.2703
LOW 1.2680
0.618 1.2642
1.000 1.2619
1.618 1.2581
2.618 1.2520
4.250 1.2421
Fisher Pivots for day following 23-Jun-2023
Pivot 1 day 3 day
R1 1.2711 1.2764
PP 1.2707 1.2743
S1 1.2704 1.2721

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

View Archives - Comment on this page... - Back to Index of Symbols