CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2451 |
1.2436 |
-0.0015 |
-0.1% |
1.2360 |
| High |
1.2455 |
1.2462 |
0.0007 |
0.1% |
1.2549 |
| Low |
1.2372 |
1.2395 |
0.0023 |
0.2% |
1.2333 |
| Close |
1.2439 |
1.2434 |
-0.0005 |
0.0% |
1.2456 |
| Range |
0.0083 |
0.0067 |
-0.0016 |
-19.3% |
0.0216 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
100,274 |
72,038 |
-28,236 |
-28.2% |
468,999 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2631 |
1.2600 |
1.2471 |
|
| R3 |
1.2564 |
1.2533 |
1.2452 |
|
| R2 |
1.2497 |
1.2497 |
1.2446 |
|
| R1 |
1.2466 |
1.2466 |
1.2440 |
1.2448 |
| PP |
1.2430 |
1.2430 |
1.2430 |
1.2422 |
| S1 |
1.2399 |
1.2399 |
1.2428 |
1.2381 |
| S2 |
1.2363 |
1.2363 |
1.2422 |
|
| S3 |
1.2296 |
1.2332 |
1.2416 |
|
| S4 |
1.2229 |
1.2265 |
1.2397 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3094 |
1.2991 |
1.2575 |
|
| R3 |
1.2878 |
1.2775 |
1.2515 |
|
| R2 |
1.2662 |
1.2662 |
1.2496 |
|
| R1 |
1.2559 |
1.2559 |
1.2476 |
1.2611 |
| PP |
1.2446 |
1.2446 |
1.2446 |
1.2472 |
| S1 |
1.2343 |
1.2343 |
1.2436 |
1.2395 |
| S2 |
1.2230 |
1.2230 |
1.2416 |
|
| S3 |
1.2014 |
1.2127 |
1.2397 |
|
| S4 |
1.1798 |
1.1911 |
1.2337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2549 |
1.2354 |
0.0195 |
1.6% |
0.0098 |
0.8% |
41% |
False |
False |
104,766 |
| 10 |
1.2549 |
1.2314 |
0.0235 |
1.9% |
0.0096 |
0.8% |
51% |
False |
False |
104,265 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0093 |
0.7% |
32% |
False |
False |
96,868 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0092 |
0.7% |
32% |
False |
False |
90,308 |
| 60 |
1.2692 |
1.2036 |
0.0656 |
5.3% |
0.0097 |
0.8% |
61% |
False |
False |
91,192 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
70% |
False |
False |
75,749 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
70% |
False |
False |
60,665 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
70% |
False |
False |
50,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2747 |
|
2.618 |
1.2637 |
|
1.618 |
1.2570 |
|
1.000 |
1.2529 |
|
0.618 |
1.2503 |
|
HIGH |
1.2462 |
|
0.618 |
1.2436 |
|
0.500 |
1.2429 |
|
0.382 |
1.2421 |
|
LOW |
1.2395 |
|
0.618 |
1.2354 |
|
1.000 |
1.2328 |
|
1.618 |
1.2287 |
|
2.618 |
1.2220 |
|
4.250 |
1.2110 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2432 |
1.2461 |
| PP |
1.2430 |
1.2452 |
| S1 |
1.2429 |
1.2443 |
|