CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2702 |
1.2694 |
-0.0008 |
-0.1% |
1.2720 |
| High |
1.2727 |
1.2742 |
0.0015 |
0.1% |
1.2764 |
| Low |
1.2662 |
1.2686 |
0.0024 |
0.2% |
1.2594 |
| Close |
1.2694 |
1.2698 |
0.0004 |
0.0% |
1.2699 |
| Range |
0.0065 |
0.0056 |
-0.0009 |
-13.8% |
0.0170 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
81,205 |
114,010 |
32,805 |
40.4% |
495,153 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2843 |
1.2729 |
|
| R3 |
1.2821 |
1.2787 |
1.2713 |
|
| R2 |
1.2765 |
1.2765 |
1.2708 |
|
| R1 |
1.2731 |
1.2731 |
1.2703 |
1.2748 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2717 |
| S1 |
1.2675 |
1.2675 |
1.2693 |
1.2692 |
| S2 |
1.2653 |
1.2653 |
1.2688 |
|
| S3 |
1.2597 |
1.2619 |
1.2683 |
|
| S4 |
1.2541 |
1.2563 |
1.2667 |
|
|
| 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 |
1.2757 |
1.2594 |
0.0163 |
1.3% |
0.0095 |
0.7% |
64% |
False |
False |
107,244 |
| 10 |
1.2874 |
1.2594 |
0.0280 |
2.2% |
0.0091 |
0.7% |
37% |
False |
False |
100,900 |
| 20 |
1.2874 |
1.2414 |
0.0460 |
3.6% |
0.0097 |
0.8% |
62% |
False |
False |
87,264 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0091 |
0.7% |
67% |
False |
False |
44,325 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.3% |
0.0083 |
0.7% |
67% |
False |
False |
29,655 |
| 80 |
1.2874 |
1.2063 |
0.0811 |
6.4% |
0.0080 |
0.6% |
78% |
False |
False |
22,278 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0076 |
0.6% |
82% |
False |
False |
17,845 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0068 |
0.5% |
82% |
False |
False |
14,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2889 |
|
1.618 |
1.2833 |
|
1.000 |
1.2798 |
|
0.618 |
1.2777 |
|
HIGH |
1.2742 |
|
0.618 |
1.2721 |
|
0.500 |
1.2714 |
|
0.382 |
1.2707 |
|
LOW |
1.2686 |
|
0.618 |
1.2651 |
|
1.000 |
1.2630 |
|
1.618 |
1.2595 |
|
2.618 |
1.2539 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2714 |
1.2690 |
| PP |
1.2709 |
1.2681 |
| S1 |
1.2703 |
1.2673 |
|