CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2494 |
1.2499 |
0.0005 |
0.0% |
1.2641 |
| High |
1.2519 |
1.2501 |
-0.0018 |
-0.1% |
1.2692 |
| Low |
1.2430 |
1.2400 |
-0.0030 |
-0.2% |
1.2454 |
| Close |
1.2492 |
1.2411 |
-0.0081 |
-0.6% |
1.2457 |
| Range |
0.0089 |
0.0101 |
0.0012 |
13.5% |
0.0238 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
86,626 |
81,878 |
-4,748 |
-5.5% |
447,628 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2740 |
1.2677 |
1.2467 |
|
| R3 |
1.2639 |
1.2576 |
1.2439 |
|
| R2 |
1.2538 |
1.2538 |
1.2430 |
|
| R1 |
1.2475 |
1.2475 |
1.2420 |
1.2456 |
| PP |
1.2437 |
1.2437 |
1.2437 |
1.2428 |
| S1 |
1.2374 |
1.2374 |
1.2402 |
1.2355 |
| S2 |
1.2336 |
1.2336 |
1.2392 |
|
| S3 |
1.2235 |
1.2273 |
1.2383 |
|
| S4 |
1.2134 |
1.2172 |
1.2355 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3091 |
1.2588 |
|
| R3 |
1.3010 |
1.2853 |
1.2522 |
|
| R2 |
1.2772 |
1.2772 |
1.2501 |
|
| R1 |
1.2615 |
1.2615 |
1.2479 |
1.2575 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2514 |
| S1 |
1.2377 |
1.2377 |
1.2435 |
1.2337 |
| S2 |
1.2296 |
1.2296 |
1.2413 |
|
| S3 |
1.2058 |
1.2139 |
1.2392 |
|
| S4 |
1.1820 |
1.1901 |
1.2326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2556 |
1.2400 |
0.0156 |
1.3% |
0.0092 |
0.7% |
7% |
False |
True |
87,887 |
| 10 |
1.2692 |
1.2400 |
0.0292 |
2.4% |
0.0093 |
0.7% |
4% |
False |
True |
89,099 |
| 20 |
1.2692 |
1.2381 |
0.0311 |
2.5% |
0.0095 |
0.8% |
10% |
False |
False |
89,968 |
| 40 |
1.2692 |
1.2211 |
0.0481 |
3.9% |
0.0093 |
0.7% |
42% |
False |
False |
84,289 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0102 |
0.8% |
67% |
False |
False |
81,024 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0102 |
0.8% |
67% |
False |
False |
60,871 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0099 |
0.8% |
67% |
False |
False |
48,717 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0095 |
0.8% |
67% |
False |
False |
40,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2930 |
|
2.618 |
1.2765 |
|
1.618 |
1.2664 |
|
1.000 |
1.2602 |
|
0.618 |
1.2563 |
|
HIGH |
1.2501 |
|
0.618 |
1.2462 |
|
0.500 |
1.2451 |
|
0.382 |
1.2439 |
|
LOW |
1.2400 |
|
0.618 |
1.2338 |
|
1.000 |
1.2299 |
|
1.618 |
1.2237 |
|
2.618 |
1.2136 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2451 |
1.2478 |
| PP |
1.2437 |
1.2456 |
| S1 |
1.2424 |
1.2433 |
|