CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2436 |
1.2492 |
0.0056 |
0.5% |
1.2482 |
| High |
1.2508 |
1.2492 |
-0.0016 |
-0.1% |
1.2566 |
| Low |
1.2419 |
1.2444 |
0.0025 |
0.2% |
1.2419 |
| Close |
1.2474 |
1.2468 |
-0.0006 |
0.0% |
1.2474 |
| Range |
0.0089 |
0.0048 |
-0.0041 |
-46.1% |
0.0147 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
163 |
256 |
93 |
57.1% |
2,652 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2588 |
1.2494 |
|
| R3 |
1.2564 |
1.2540 |
1.2481 |
|
| R2 |
1.2516 |
1.2516 |
1.2477 |
|
| R1 |
1.2492 |
1.2492 |
1.2472 |
1.2480 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2462 |
| S1 |
1.2444 |
1.2444 |
1.2464 |
1.2432 |
| S2 |
1.2420 |
1.2420 |
1.2459 |
|
| S3 |
1.2372 |
1.2396 |
1.2455 |
|
| S4 |
1.2324 |
1.2348 |
1.2442 |
|
|
| 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% |
0.0075 |
0.6% |
33% |
False |
False |
559 |
| 10 |
1.2705 |
1.2419 |
0.0286 |
2.3% |
0.0079 |
0.6% |
17% |
False |
False |
331 |
| 20 |
1.2705 |
1.2419 |
0.0286 |
2.3% |
0.0079 |
0.6% |
17% |
False |
False |
245 |
| 40 |
1.2705 |
1.2316 |
0.0389 |
3.1% |
0.0071 |
0.6% |
39% |
False |
False |
271 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0071 |
0.6% |
72% |
False |
False |
245 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0064 |
0.5% |
72% |
False |
False |
186 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
72% |
False |
False |
149 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0054 |
0.4% |
72% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2696 |
|
2.618 |
1.2618 |
|
1.618 |
1.2570 |
|
1.000 |
1.2540 |
|
0.618 |
1.2522 |
|
HIGH |
1.2492 |
|
0.618 |
1.2474 |
|
0.500 |
1.2468 |
|
0.382 |
1.2462 |
|
LOW |
1.2444 |
|
0.618 |
1.2414 |
|
1.000 |
1.2396 |
|
1.618 |
1.2366 |
|
2.618 |
1.2318 |
|
4.250 |
1.2240 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2468 |
1.2467 |
| PP |
1.2468 |
1.2466 |
| S1 |
1.2468 |
1.2465 |
|