CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2436 |
1.2425 |
-0.0011 |
-0.1% |
1.2360 |
| High |
1.2462 |
1.2505 |
0.0043 |
0.3% |
1.2549 |
| Low |
1.2395 |
1.2398 |
0.0003 |
0.0% |
1.2333 |
| Close |
1.2434 |
1.2443 |
0.0009 |
0.1% |
1.2456 |
| Range |
0.0067 |
0.0107 |
0.0040 |
59.7% |
0.0216 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.0% |
0.0000 |
| Volume |
72,038 |
98,007 |
25,969 |
36.0% |
468,999 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2713 |
1.2502 |
|
| R3 |
1.2663 |
1.2606 |
1.2472 |
|
| R2 |
1.2556 |
1.2556 |
1.2463 |
|
| R1 |
1.2499 |
1.2499 |
1.2453 |
1.2528 |
| PP |
1.2449 |
1.2449 |
1.2449 |
1.2463 |
| S1 |
1.2392 |
1.2392 |
1.2433 |
1.2421 |
| S2 |
1.2342 |
1.2342 |
1.2423 |
|
| S3 |
1.2235 |
1.2285 |
1.2414 |
|
| S4 |
1.2128 |
1.2178 |
1.2384 |
|
|
| 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 |
1.2372 |
0.0177 |
1.4% |
0.0100 |
0.8% |
40% |
False |
False |
97,109 |
| 10 |
1.2549 |
1.2314 |
0.0235 |
1.9% |
0.0100 |
0.8% |
55% |
False |
False |
104,809 |
| 20 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0095 |
0.8% |
34% |
False |
False |
97,946 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0093 |
0.7% |
34% |
False |
False |
91,117 |
| 60 |
1.2692 |
1.2036 |
0.0656 |
5.3% |
0.0096 |
0.8% |
62% |
False |
False |
90,320 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0102 |
0.8% |
71% |
False |
False |
76,973 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
71% |
False |
False |
61,643 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0100 |
0.8% |
71% |
False |
False |
51,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2960 |
|
2.618 |
1.2785 |
|
1.618 |
1.2678 |
|
1.000 |
1.2612 |
|
0.618 |
1.2571 |
|
HIGH |
1.2505 |
|
0.618 |
1.2464 |
|
0.500 |
1.2452 |
|
0.382 |
1.2439 |
|
LOW |
1.2398 |
|
0.618 |
1.2332 |
|
1.000 |
1.2291 |
|
1.618 |
1.2225 |
|
2.618 |
1.2118 |
|
4.250 |
1.1943 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2442 |
| PP |
1.2449 |
1.2440 |
| S1 |
1.2446 |
1.2439 |
|