CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2510 |
1.2436 |
-0.0074 |
-0.6% |
1.2482 |
| High |
1.2510 |
1.2508 |
-0.0002 |
0.0% |
1.2566 |
| Low |
1.2422 |
1.2419 |
-0.0003 |
0.0% |
1.2419 |
| Close |
1.2429 |
1.2474 |
0.0045 |
0.4% |
1.2474 |
| Range |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0147 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
215 |
163 |
-52 |
-24.2% |
2,652 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2734 |
1.2693 |
1.2523 |
|
| R3 |
1.2645 |
1.2604 |
1.2498 |
|
| R2 |
1.2556 |
1.2556 |
1.2490 |
|
| R1 |
1.2515 |
1.2515 |
1.2482 |
1.2536 |
| PP |
1.2467 |
1.2467 |
1.2467 |
1.2477 |
| S1 |
1.2426 |
1.2426 |
1.2466 |
1.2447 |
| S2 |
1.2378 |
1.2378 |
1.2458 |
|
| S3 |
1.2289 |
1.2337 |
1.2450 |
|
| S4 |
1.2200 |
1.2248 |
1.2425 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2927 |
1.2848 |
1.2555 |
|
| R3 |
1.2780 |
1.2701 |
1.2514 |
|
| R2 |
1.2633 |
1.2633 |
1.2501 |
|
| R1 |
1.2554 |
1.2554 |
1.2487 |
1.2520 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2470 |
| S1 |
1.2407 |
1.2407 |
1.2461 |
1.2373 |
| S2 |
1.2339 |
1.2339 |
1.2447 |
|
| S3 |
1.2192 |
1.2260 |
1.2434 |
|
| S4 |
1.2045 |
1.2113 |
1.2393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2566 |
1.2419 |
0.0147 |
1.2% |
0.0081 |
0.6% |
37% |
False |
True |
530 |
| 10 |
1.2705 |
1.2419 |
0.0286 |
2.3% |
0.0079 |
0.6% |
19% |
False |
True |
310 |
| 20 |
1.2705 |
1.2419 |
0.0286 |
2.3% |
0.0080 |
0.6% |
19% |
False |
True |
233 |
| 40 |
1.2705 |
1.2256 |
0.0449 |
3.6% |
0.0071 |
0.6% |
49% |
False |
False |
270 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0070 |
0.6% |
72% |
False |
False |
241 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0064 |
0.5% |
72% |
False |
False |
183 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
72% |
False |
False |
146 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0054 |
0.4% |
72% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2886 |
|
2.618 |
1.2741 |
|
1.618 |
1.2652 |
|
1.000 |
1.2597 |
|
0.618 |
1.2563 |
|
HIGH |
1.2508 |
|
0.618 |
1.2474 |
|
0.500 |
1.2464 |
|
0.382 |
1.2453 |
|
LOW |
1.2419 |
|
0.618 |
1.2364 |
|
1.000 |
1.2330 |
|
1.618 |
1.2275 |
|
2.618 |
1.2186 |
|
4.250 |
1.2041 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2477 |
| PP |
1.2467 |
1.2476 |
| S1 |
1.2464 |
1.2475 |
|