CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2377 |
1.2328 |
-0.0049 |
-0.4% |
1.2455 |
| High |
1.2394 |
1.2401 |
0.0007 |
0.1% |
1.2479 |
| Low |
1.2314 |
1.2317 |
0.0003 |
0.0% |
1.2314 |
| Close |
1.2323 |
1.2357 |
0.0034 |
0.3% |
1.2357 |
| Range |
0.0080 |
0.0084 |
0.0004 |
5.0% |
0.0165 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
95,922 |
88,491 |
-7,431 |
-7.7% |
467,492 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2610 |
1.2568 |
1.2403 |
|
| R3 |
1.2526 |
1.2484 |
1.2380 |
|
| R2 |
1.2442 |
1.2442 |
1.2372 |
|
| R1 |
1.2400 |
1.2400 |
1.2365 |
1.2421 |
| PP |
1.2358 |
1.2358 |
1.2358 |
1.2369 |
| S1 |
1.2316 |
1.2316 |
1.2349 |
1.2337 |
| S2 |
1.2274 |
1.2274 |
1.2342 |
|
| S3 |
1.2190 |
1.2232 |
1.2334 |
|
| S4 |
1.2106 |
1.2148 |
1.2311 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2783 |
1.2448 |
|
| R3 |
1.2713 |
1.2618 |
1.2402 |
|
| R2 |
1.2548 |
1.2548 |
1.2387 |
|
| R1 |
1.2453 |
1.2453 |
1.2372 |
1.2418 |
| PP |
1.2383 |
1.2383 |
1.2383 |
1.2366 |
| S1 |
1.2288 |
1.2288 |
1.2342 |
1.2253 |
| S2 |
1.2218 |
1.2218 |
1.2327 |
|
| S3 |
1.2053 |
1.2123 |
1.2312 |
|
| S4 |
1.1888 |
1.1958 |
1.2266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2479 |
1.2314 |
0.0165 |
1.3% |
0.0082 |
0.7% |
26% |
False |
False |
93,498 |
| 10 |
1.2556 |
1.2314 |
0.0242 |
2.0% |
0.0086 |
0.7% |
18% |
False |
False |
90,285 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.1% |
0.0090 |
0.7% |
11% |
False |
False |
89,049 |
| 40 |
1.2692 |
1.2293 |
0.0399 |
3.2% |
0.0093 |
0.8% |
16% |
False |
False |
86,707 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0099 |
0.8% |
61% |
False |
False |
89,940 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0103 |
0.8% |
61% |
False |
False |
67,795 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0100 |
0.8% |
61% |
False |
False |
54,261 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0096 |
0.8% |
61% |
False |
False |
45,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2758 |
|
2.618 |
1.2621 |
|
1.618 |
1.2537 |
|
1.000 |
1.2485 |
|
0.618 |
1.2453 |
|
HIGH |
1.2401 |
|
0.618 |
1.2369 |
|
0.500 |
1.2359 |
|
0.382 |
1.2349 |
|
LOW |
1.2317 |
|
0.618 |
1.2265 |
|
1.000 |
1.2233 |
|
1.618 |
1.2181 |
|
2.618 |
1.2097 |
|
4.250 |
1.1960 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2359 |
1.2396 |
| PP |
1.2358 |
1.2383 |
| S1 |
1.2358 |
1.2370 |
|