CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2376 |
1.2346 |
-0.0030 |
-0.2% |
1.2492 |
| High |
1.2405 |
1.2418 |
0.0013 |
0.1% |
1.2492 |
| Low |
1.2333 |
1.2334 |
0.0001 |
0.0% |
1.2333 |
| Close |
1.2338 |
1.2374 |
0.0036 |
0.3% |
1.2374 |
| Range |
0.0072 |
0.0084 |
0.0012 |
16.7% |
0.0159 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,222 |
895 |
-327 |
-26.8% |
3,917 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2585 |
1.2420 |
|
| R3 |
1.2543 |
1.2501 |
1.2397 |
|
| R2 |
1.2459 |
1.2459 |
1.2389 |
|
| R1 |
1.2417 |
1.2417 |
1.2382 |
1.2438 |
| PP |
1.2375 |
1.2375 |
1.2375 |
1.2386 |
| S1 |
1.2333 |
1.2333 |
1.2366 |
1.2354 |
| S2 |
1.2291 |
1.2291 |
1.2359 |
|
| S3 |
1.2207 |
1.2249 |
1.2351 |
|
| S4 |
1.2123 |
1.2165 |
1.2328 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2784 |
1.2461 |
|
| R3 |
1.2718 |
1.2625 |
1.2418 |
|
| R2 |
1.2559 |
1.2559 |
1.2403 |
|
| R1 |
1.2466 |
1.2466 |
1.2389 |
1.2433 |
| PP |
1.2400 |
1.2400 |
1.2400 |
1.2383 |
| S1 |
1.2307 |
1.2307 |
1.2359 |
1.2274 |
| S2 |
1.2241 |
1.2241 |
1.2345 |
|
| S3 |
1.2082 |
1.2148 |
1.2330 |
|
| S4 |
1.1923 |
1.1989 |
1.2287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2492 |
1.2333 |
0.0159 |
1.3% |
0.0075 |
0.6% |
26% |
False |
False |
783 |
| 10 |
1.2566 |
1.2333 |
0.0233 |
1.9% |
0.0078 |
0.6% |
18% |
False |
False |
656 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0078 |
0.6% |
11% |
False |
False |
418 |
| 40 |
1.2705 |
1.2316 |
0.0389 |
3.1% |
0.0073 |
0.6% |
15% |
False |
False |
357 |
| 60 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0074 |
0.6% |
60% |
False |
False |
298 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0068 |
0.5% |
60% |
False |
False |
232 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
60% |
False |
False |
185 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0056 |
0.4% |
60% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2775 |
|
2.618 |
1.2638 |
|
1.618 |
1.2554 |
|
1.000 |
1.2502 |
|
0.618 |
1.2470 |
|
HIGH |
1.2418 |
|
0.618 |
1.2386 |
|
0.500 |
1.2376 |
|
0.382 |
1.2366 |
|
LOW |
1.2334 |
|
0.618 |
1.2282 |
|
1.000 |
1.2250 |
|
1.618 |
1.2198 |
|
2.618 |
1.2114 |
|
4.250 |
1.1977 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2412 |
| PP |
1.2375 |
1.2399 |
| S1 |
1.2375 |
1.2387 |
|