CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2716 |
1.2753 |
0.0037 |
0.3% |
1.2840 |
| High |
1.2764 |
1.2757 |
-0.0007 |
-0.1% |
1.2874 |
| Low |
1.2708 |
1.2610 |
-0.0098 |
-0.8% |
1.2688 |
| Close |
1.2755 |
1.2652 |
-0.0103 |
-0.8% |
1.2714 |
| Range |
0.0056 |
0.0147 |
0.0091 |
162.5% |
0.0186 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
4.2% |
0.0000 |
| Volume |
84,764 |
128,434 |
43,670 |
51.5% |
453,665 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3114 |
1.3030 |
1.2733 |
|
| R3 |
1.2967 |
1.2883 |
1.2692 |
|
| R2 |
1.2820 |
1.2820 |
1.2679 |
|
| R1 |
1.2736 |
1.2736 |
1.2665 |
1.2705 |
| PP |
1.2673 |
1.2673 |
1.2673 |
1.2657 |
| S1 |
1.2589 |
1.2589 |
1.2639 |
1.2558 |
| S2 |
1.2526 |
1.2526 |
1.2625 |
|
| S3 |
1.2379 |
1.2442 |
1.2612 |
|
| S4 |
1.2232 |
1.2295 |
1.2571 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3201 |
1.2816 |
|
| R3 |
1.3131 |
1.3015 |
1.2765 |
|
| R2 |
1.2945 |
1.2945 |
1.2748 |
|
| R1 |
1.2829 |
1.2829 |
1.2731 |
1.2794 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2741 |
| S1 |
1.2643 |
1.2643 |
1.2697 |
1.2608 |
| S2 |
1.2573 |
1.2573 |
1.2680 |
|
| S3 |
1.2387 |
1.2457 |
1.2663 |
|
| S4 |
1.2201 |
1.2271 |
1.2612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2874 |
1.2610 |
0.0264 |
2.1% |
0.0095 |
0.7% |
16% |
False |
True |
96,365 |
| 10 |
1.2874 |
1.2610 |
0.0264 |
2.1% |
0.0104 |
0.8% |
16% |
False |
True |
105,776 |
| 20 |
1.2874 |
1.2375 |
0.0499 |
3.9% |
0.0101 |
0.8% |
56% |
False |
False |
67,839 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0090 |
0.7% |
59% |
False |
False |
34,148 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0082 |
0.6% |
59% |
False |
False |
22,870 |
| 80 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0082 |
0.6% |
78% |
False |
False |
17,200 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0073 |
0.6% |
78% |
False |
False |
13,767 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0067 |
0.5% |
78% |
False |
False |
11,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3382 |
|
2.618 |
1.3142 |
|
1.618 |
1.2995 |
|
1.000 |
1.2904 |
|
0.618 |
1.2848 |
|
HIGH |
1.2757 |
|
0.618 |
1.2701 |
|
0.500 |
1.2684 |
|
0.382 |
1.2666 |
|
LOW |
1.2610 |
|
0.618 |
1.2519 |
|
1.000 |
1.2463 |
|
1.618 |
1.2372 |
|
2.618 |
1.2225 |
|
4.250 |
1.1985 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2684 |
1.2687 |
| PP |
1.2673 |
1.2675 |
| S1 |
1.2663 |
1.2664 |
|