CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2580 |
0.0119 |
1.0% |
1.2470 |
| High |
1.2581 |
1.2610 |
0.0029 |
0.2% |
1.2610 |
| Low |
1.2457 |
1.2555 |
0.0098 |
0.8% |
1.2390 |
| Close |
1.2576 |
1.2595 |
0.0019 |
0.2% |
1.2595 |
| Range |
0.0124 |
0.0055 |
-0.0069 |
-55.6% |
0.0220 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
12,457 |
35,839 |
23,382 |
187.7% |
79,034 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2728 |
1.2625 |
|
| R3 |
1.2697 |
1.2673 |
1.2610 |
|
| R2 |
1.2642 |
1.2642 |
1.2605 |
|
| R1 |
1.2618 |
1.2618 |
1.2600 |
1.2630 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2593 |
| S1 |
1.2563 |
1.2563 |
1.2590 |
1.2575 |
| S2 |
1.2532 |
1.2532 |
1.2585 |
|
| S3 |
1.2477 |
1.2508 |
1.2580 |
|
| S4 |
1.2422 |
1.2453 |
1.2565 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3113 |
1.2716 |
|
| R3 |
1.2972 |
1.2893 |
1.2656 |
|
| R2 |
1.2752 |
1.2752 |
1.2635 |
|
| R1 |
1.2673 |
1.2673 |
1.2615 |
1.2713 |
| PP |
1.2532 |
1.2532 |
1.2532 |
1.2551 |
| S1 |
1.2453 |
1.2453 |
1.2575 |
1.2493 |
| S2 |
1.2312 |
1.2312 |
1.2555 |
|
| S3 |
1.2092 |
1.2233 |
1.2535 |
|
| S4 |
1.1872 |
1.2013 |
1.2474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2610 |
1.2390 |
0.0220 |
1.7% |
0.0085 |
0.7% |
93% |
True |
False |
15,806 |
| 10 |
1.2610 |
1.2334 |
0.0276 |
2.2% |
0.0095 |
0.8% |
95% |
True |
False |
9,007 |
| 20 |
1.2610 |
1.2333 |
0.0277 |
2.2% |
0.0087 |
0.7% |
95% |
True |
False |
4,794 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0081 |
0.6% |
70% |
False |
False |
2,487 |
| 60 |
1.2705 |
1.2157 |
0.0548 |
4.4% |
0.0075 |
0.6% |
80% |
False |
False |
1,740 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0073 |
0.6% |
87% |
False |
False |
1,346 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0064 |
0.5% |
87% |
False |
False |
1,077 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0060 |
0.5% |
87% |
False |
False |
898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2754 |
|
1.618 |
1.2699 |
|
1.000 |
1.2665 |
|
0.618 |
1.2644 |
|
HIGH |
1.2610 |
|
0.618 |
1.2589 |
|
0.500 |
1.2583 |
|
0.382 |
1.2576 |
|
LOW |
1.2555 |
|
0.618 |
1.2521 |
|
1.000 |
1.2500 |
|
1.618 |
1.2466 |
|
2.618 |
1.2411 |
|
4.250 |
1.2321 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2568 |
| PP |
1.2587 |
1.2541 |
| S1 |
1.2583 |
1.2514 |
|