CME British Pound Future September 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 |
1.2610 |
1.2533 |
-0.0077 |
-0.6% |
1.2470 |
| High |
1.2618 |
1.2643 |
0.0025 |
0.2% |
1.2610 |
| Low |
1.2507 |
1.2528 |
0.0021 |
0.2% |
1.2390 |
| Close |
1.2524 |
1.2619 |
0.0095 |
0.8% |
1.2595 |
| Range |
0.0111 |
0.0115 |
0.0004 |
3.6% |
0.0220 |
| ATR |
0.0088 |
0.0091 |
0.0002 |
2.5% |
0.0000 |
| Volume |
51,572 |
159,689 |
108,117 |
209.6% |
79,034 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2942 |
1.2895 |
1.2682 |
|
| R3 |
1.2827 |
1.2780 |
1.2651 |
|
| R2 |
1.2712 |
1.2712 |
1.2640 |
|
| R1 |
1.2665 |
1.2665 |
1.2630 |
1.2689 |
| PP |
1.2597 |
1.2597 |
1.2597 |
1.2608 |
| S1 |
1.2550 |
1.2550 |
1.2608 |
1.2574 |
| S2 |
1.2482 |
1.2482 |
1.2598 |
|
| S3 |
1.2367 |
1.2435 |
1.2587 |
|
| S4 |
1.2252 |
1.2320 |
1.2556 |
|
|
| 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 |
1.2643 |
1.2417 |
0.0226 |
1.8% |
0.0102 |
0.8% |
89% |
True |
False |
53,983 |
| 10 |
1.2643 |
1.2375 |
0.0268 |
2.1% |
0.0098 |
0.8% |
91% |
True |
False |
29,902 |
| 20 |
1.2643 |
1.2333 |
0.0310 |
2.5% |
0.0090 |
0.7% |
92% |
True |
False |
15,345 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
2.9% |
0.0081 |
0.6% |
77% |
False |
False |
7,744 |
| 60 |
1.2705 |
1.2218 |
0.0487 |
3.9% |
0.0076 |
0.6% |
82% |
False |
False |
5,259 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0074 |
0.6% |
90% |
False |
False |
3,985 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0066 |
0.5% |
90% |
False |
False |
3,190 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.6% |
0.0062 |
0.5% |
90% |
False |
False |
2,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.2944 |
|
1.618 |
1.2829 |
|
1.000 |
1.2758 |
|
0.618 |
1.2714 |
|
HIGH |
1.2643 |
|
0.618 |
1.2599 |
|
0.500 |
1.2586 |
|
0.382 |
1.2572 |
|
LOW |
1.2528 |
|
0.618 |
1.2457 |
|
1.000 |
1.2413 |
|
1.618 |
1.2342 |
|
2.618 |
1.2227 |
|
4.250 |
1.2039 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2604 |
| PP |
1.2597 |
1.2590 |
| S1 |
1.2586 |
1.2575 |
|