CME British Pound Future June 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2588 |
1.2515 |
-0.0073 |
-0.6% |
1.2451 |
| High |
1.2601 |
1.2628 |
0.0027 |
0.2% |
1.2593 |
| Low |
1.2489 |
1.2511 |
0.0022 |
0.2% |
1.2372 |
| Close |
1.2507 |
1.2604 |
0.0097 |
0.8% |
1.2578 |
| Range |
0.0112 |
0.0117 |
0.0005 |
4.5% |
0.0221 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
130,455 |
239,805 |
109,350 |
83.8% |
470,184 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2885 |
1.2668 |
|
| R3 |
1.2815 |
1.2768 |
1.2636 |
|
| R2 |
1.2698 |
1.2698 |
1.2625 |
|
| R1 |
1.2651 |
1.2651 |
1.2615 |
1.2675 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2593 |
| S1 |
1.2534 |
1.2534 |
1.2593 |
1.2558 |
| S2 |
1.2464 |
1.2464 |
1.2583 |
|
| S3 |
1.2347 |
1.2417 |
1.2572 |
|
| S4 |
1.2230 |
1.2300 |
1.2540 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3177 |
1.3099 |
1.2700 |
|
| R3 |
1.2956 |
1.2878 |
1.2639 |
|
| R2 |
1.2735 |
1.2735 |
1.2619 |
|
| R1 |
1.2657 |
1.2657 |
1.2598 |
1.2696 |
| PP |
1.2514 |
1.2514 |
1.2514 |
1.2534 |
| S1 |
1.2436 |
1.2436 |
1.2558 |
1.2475 |
| S2 |
1.2293 |
1.2293 |
1.2537 |
|
| S3 |
1.2072 |
1.2215 |
1.2517 |
|
| S4 |
1.1851 |
1.1994 |
1.2456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2628 |
1.2398 |
0.0230 |
1.8% |
0.0103 |
0.8% |
90% |
True |
False |
133,626 |
| 10 |
1.2628 |
1.2354 |
0.0274 |
2.2% |
0.0101 |
0.8% |
91% |
True |
False |
119,196 |
| 20 |
1.2628 |
1.2314 |
0.0314 |
2.5% |
0.0095 |
0.8% |
92% |
True |
False |
107,141 |
| 40 |
1.2692 |
1.2314 |
0.0378 |
3.0% |
0.0094 |
0.7% |
77% |
False |
False |
97,330 |
| 60 |
1.2692 |
1.2191 |
0.0501 |
4.0% |
0.0095 |
0.8% |
82% |
False |
False |
92,018 |
| 80 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0101 |
0.8% |
90% |
False |
False |
84,077 |
| 100 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0101 |
0.8% |
90% |
False |
False |
67,338 |
| 120 |
1.2692 |
1.1828 |
0.0864 |
6.9% |
0.0099 |
0.8% |
90% |
False |
False |
56,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3125 |
|
2.618 |
1.2934 |
|
1.618 |
1.2817 |
|
1.000 |
1.2745 |
|
0.618 |
1.2700 |
|
HIGH |
1.2628 |
|
0.618 |
1.2583 |
|
0.500 |
1.2570 |
|
0.382 |
1.2556 |
|
LOW |
1.2511 |
|
0.618 |
1.2439 |
|
1.000 |
1.2394 |
|
1.618 |
1.2322 |
|
2.618 |
1.2205 |
|
4.250 |
1.2014 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2593 |
1.2589 |
| PP |
1.2581 |
1.2574 |
| S1 |
1.2570 |
1.2559 |
|