CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2614 |
1.2702 |
0.0088 |
0.7% |
1.2720 |
| High |
1.2731 |
1.2727 |
-0.0004 |
0.0% |
1.2764 |
| Low |
1.2603 |
1.2662 |
0.0059 |
0.5% |
1.2594 |
| Close |
1.2699 |
1.2694 |
-0.0005 |
0.0% |
1.2699 |
| Range |
0.0128 |
0.0065 |
-0.0063 |
-49.2% |
0.0170 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
107,000 |
81,205 |
-25,795 |
-24.1% |
495,153 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2889 |
1.2857 |
1.2730 |
|
| R3 |
1.2824 |
1.2792 |
1.2712 |
|
| R2 |
1.2759 |
1.2759 |
1.2706 |
|
| R1 |
1.2727 |
1.2727 |
1.2700 |
1.2711 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2686 |
| S1 |
1.2662 |
1.2662 |
1.2688 |
1.2646 |
| S2 |
1.2629 |
1.2629 |
1.2682 |
|
| S3 |
1.2564 |
1.2597 |
1.2676 |
|
| S4 |
1.2499 |
1.2532 |
1.2658 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3117 |
1.2793 |
|
| R3 |
1.3026 |
1.2947 |
1.2746 |
|
| R2 |
1.2856 |
1.2856 |
1.2730 |
|
| R1 |
1.2777 |
1.2777 |
1.2715 |
1.2732 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2663 |
| S1 |
1.2607 |
1.2607 |
1.2683 |
1.2562 |
| S2 |
1.2516 |
1.2516 |
1.2668 |
|
| S3 |
1.2346 |
1.2437 |
1.2652 |
|
| S4 |
1.2176 |
1.2267 |
1.2606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2764 |
1.2594 |
0.0170 |
1.3% |
0.0095 |
0.7% |
59% |
False |
False |
101,395 |
| 10 |
1.2874 |
1.2594 |
0.0280 |
2.2% |
0.0098 |
0.8% |
36% |
False |
False |
103,002 |
| 20 |
1.2874 |
1.2390 |
0.0484 |
3.8% |
0.0098 |
0.8% |
63% |
False |
False |
82,091 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0091 |
0.7% |
67% |
False |
False |
41,478 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0083 |
0.7% |
67% |
False |
False |
27,755 |
| 80 |
1.2874 |
1.1966 |
0.0908 |
7.2% |
0.0082 |
0.6% |
80% |
False |
False |
20,860 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0076 |
0.6% |
82% |
False |
False |
16,705 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0067 |
0.5% |
82% |
False |
False |
13,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2897 |
|
1.618 |
1.2832 |
|
1.000 |
1.2792 |
|
0.618 |
1.2767 |
|
HIGH |
1.2727 |
|
0.618 |
1.2702 |
|
0.500 |
1.2695 |
|
0.382 |
1.2687 |
|
LOW |
1.2662 |
|
0.618 |
1.2622 |
|
1.000 |
1.2597 |
|
1.618 |
1.2557 |
|
2.618 |
1.2492 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2695 |
1.2684 |
| PP |
1.2694 |
1.2673 |
| S1 |
1.2694 |
1.2663 |
|