CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2418 |
0.0058 |
0.5% |
1.2455 |
| High |
1.2453 |
1.2451 |
-0.0002 |
0.0% |
1.2479 |
| Low |
1.2333 |
1.2354 |
0.0021 |
0.2% |
1.2314 |
| Close |
1.2398 |
1.2428 |
0.0030 |
0.2% |
1.2357 |
| Range |
0.0120 |
0.0097 |
-0.0023 |
-19.2% |
0.0165 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.3% |
0.0000 |
| Volume |
117,479 |
136,291 |
18,812 |
16.0% |
467,492 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2702 |
1.2662 |
1.2481 |
|
| R3 |
1.2605 |
1.2565 |
1.2455 |
|
| R2 |
1.2508 |
1.2508 |
1.2446 |
|
| R1 |
1.2468 |
1.2468 |
1.2437 |
1.2488 |
| PP |
1.2411 |
1.2411 |
1.2411 |
1.2421 |
| S1 |
1.2371 |
1.2371 |
1.2419 |
1.2391 |
| S2 |
1.2314 |
1.2314 |
1.2410 |
|
| S3 |
1.2217 |
1.2274 |
1.2401 |
|
| S4 |
1.2120 |
1.2177 |
1.2375 |
|
|
| 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 |
1.2478 |
1.2314 |
0.0164 |
1.3% |
0.0099 |
0.8% |
70% |
False |
False |
112,508 |
| 10 |
1.2519 |
1.2314 |
0.0205 |
1.6% |
0.0091 |
0.7% |
56% |
False |
False |
97,669 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0091 |
0.7% |
30% |
False |
False |
93,028 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0092 |
0.7% |
30% |
False |
False |
88,373 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0100 |
0.8% |
69% |
False |
False |
93,150 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0101 |
0.8% |
69% |
False |
False |
70,950 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0100 |
0.8% |
69% |
False |
False |
56,794 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
7.0% |
0.0097 |
0.8% |
69% |
False |
False |
47,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2863 |
|
2.618 |
1.2705 |
|
1.618 |
1.2608 |
|
1.000 |
1.2548 |
|
0.618 |
1.2511 |
|
HIGH |
1.2451 |
|
0.618 |
1.2414 |
|
0.500 |
1.2403 |
|
0.382 |
1.2391 |
|
LOW |
1.2354 |
|
0.618 |
1.2294 |
|
1.000 |
1.2257 |
|
1.618 |
1.2197 |
|
2.618 |
1.2100 |
|
4.250 |
1.1942 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2420 |
1.2414 |
| PP |
1.2411 |
1.2399 |
| S1 |
1.2403 |
1.2385 |
|