CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2682 |
1.2798 |
0.0116 |
0.9% |
1.2610 |
| High |
1.2800 |
1.2863 |
0.0063 |
0.5% |
1.2863 |
| Low |
1.2646 |
1.2784 |
0.0138 |
1.1% |
1.2507 |
| Close |
1.2796 |
1.2847 |
0.0051 |
0.4% |
1.2847 |
| Range |
0.0154 |
0.0079 |
-0.0075 |
-48.7% |
0.0356 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
105,884 |
106,588 |
704 |
0.7% |
532,777 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3037 |
1.2890 |
|
| R3 |
1.2989 |
1.2958 |
1.2869 |
|
| R2 |
1.2910 |
1.2910 |
1.2861 |
|
| R1 |
1.2879 |
1.2879 |
1.2854 |
1.2895 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2839 |
| S1 |
1.2800 |
1.2800 |
1.2840 |
1.2816 |
| S2 |
1.2752 |
1.2752 |
1.2833 |
|
| S3 |
1.2673 |
1.2721 |
1.2825 |
|
| S4 |
1.2594 |
1.2642 |
1.2804 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3683 |
1.3043 |
|
| R3 |
1.3451 |
1.3327 |
1.2945 |
|
| R2 |
1.3095 |
1.3095 |
1.2912 |
|
| R1 |
1.2971 |
1.2971 |
1.2880 |
1.3033 |
| PP |
1.2739 |
1.2739 |
1.2739 |
1.2770 |
| S1 |
1.2615 |
1.2615 |
1.2814 |
1.2677 |
| S2 |
1.2383 |
1.2383 |
1.2782 |
|
| S3 |
1.2027 |
1.2259 |
1.2749 |
|
| S4 |
1.1671 |
1.1903 |
1.2651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2863 |
1.2507 |
0.0356 |
2.8% |
0.0111 |
0.9% |
96% |
True |
False |
106,555 |
| 10 |
1.2863 |
1.2390 |
0.0473 |
3.7% |
0.0098 |
0.8% |
97% |
True |
False |
61,181 |
| 20 |
1.2863 |
1.2333 |
0.0530 |
4.1% |
0.0094 |
0.7% |
97% |
True |
False |
31,301 |
| 40 |
1.2863 |
1.2333 |
0.0530 |
4.1% |
0.0087 |
0.7% |
97% |
True |
False |
15,767 |
| 60 |
1.2863 |
1.2218 |
0.0645 |
5.0% |
0.0079 |
0.6% |
98% |
True |
False |
10,613 |
| 80 |
1.2863 |
1.1870 |
0.0993 |
7.7% |
0.0077 |
0.6% |
98% |
True |
False |
8,004 |
| 100 |
1.2863 |
1.1870 |
0.0993 |
7.7% |
0.0069 |
0.5% |
98% |
True |
False |
6,405 |
| 120 |
1.2863 |
1.1870 |
0.0993 |
7.7% |
0.0064 |
0.5% |
98% |
True |
False |
5,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3199 |
|
2.618 |
1.3070 |
|
1.618 |
1.2991 |
|
1.000 |
1.2942 |
|
0.618 |
1.2912 |
|
HIGH |
1.2863 |
|
0.618 |
1.2833 |
|
0.500 |
1.2824 |
|
0.382 |
1.2814 |
|
LOW |
1.2784 |
|
0.618 |
1.2735 |
|
1.000 |
1.2705 |
|
1.618 |
1.2656 |
|
2.618 |
1.2577 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2839 |
1.2812 |
| PP |
1.2831 |
1.2776 |
| S1 |
1.2824 |
1.2741 |
|