CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2418 |
1.2447 |
0.0029 |
0.2% |
1.2455 |
| High |
1.2451 |
1.2545 |
0.0094 |
0.8% |
1.2479 |
| Low |
1.2354 |
1.2404 |
0.0050 |
0.4% |
1.2314 |
| Close |
1.2428 |
1.2531 |
0.0103 |
0.8% |
1.2357 |
| Range |
0.0097 |
0.0141 |
0.0044 |
45.4% |
0.0165 |
| ATR |
0.0093 |
0.0097 |
0.0003 |
3.7% |
0.0000 |
| Volume |
136,291 |
118,392 |
-17,899 |
-13.1% |
467,492 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2865 |
1.2609 |
|
| R3 |
1.2775 |
1.2724 |
1.2570 |
|
| R2 |
1.2634 |
1.2634 |
1.2557 |
|
| R1 |
1.2583 |
1.2583 |
1.2544 |
1.2609 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2506 |
| S1 |
1.2442 |
1.2442 |
1.2518 |
1.2468 |
| S2 |
1.2352 |
1.2352 |
1.2505 |
|
| S3 |
1.2211 |
1.2301 |
1.2492 |
|
| S4 |
1.2070 |
1.2160 |
1.2453 |
|
|
| 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 |
1.2545 |
1.2314 |
0.0231 |
1.8% |
0.0104 |
0.8% |
94% |
True |
False |
111,315 |
| 10 |
1.2545 |
1.2314 |
0.0231 |
1.8% |
0.0096 |
0.8% |
94% |
True |
False |
100,845 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0092 |
0.7% |
57% |
False |
False |
94,993 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0093 |
0.7% |
57% |
False |
False |
88,573 |
| 60 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
81% |
False |
False |
93,932 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
81% |
False |
False |
72,416 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0098 |
0.8% |
81% |
False |
False |
57,975 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0098 |
0.8% |
81% |
False |
False |
48,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3144 |
|
2.618 |
1.2914 |
|
1.618 |
1.2773 |
|
1.000 |
1.2686 |
|
0.618 |
1.2632 |
|
HIGH |
1.2545 |
|
0.618 |
1.2491 |
|
0.500 |
1.2475 |
|
0.382 |
1.2458 |
|
LOW |
1.2404 |
|
0.618 |
1.2317 |
|
1.000 |
1.2263 |
|
1.618 |
1.2176 |
|
2.618 |
1.2035 |
|
4.250 |
1.1805 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2512 |
1.2500 |
| PP |
1.2493 |
1.2470 |
| S1 |
1.2475 |
1.2439 |
|