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 |
|
|
|
| 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 |
|