CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2706 |
1.2740 |
0.0034 |
0.3% |
1.2702 |
| High |
1.2784 |
1.2853 |
0.0069 |
0.5% |
1.2853 |
| Low |
1.2676 |
1.2729 |
0.0053 |
0.4% |
1.2662 |
| Close |
1.2743 |
1.2843 |
0.0100 |
0.8% |
1.2843 |
| Range |
0.0108 |
0.0124 |
0.0016 |
14.8% |
0.0191 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.3% |
0.0000 |
| Volume |
133,949 |
110,278 |
-23,671 |
-17.7% |
439,442 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3180 |
1.3136 |
1.2911 |
|
| R3 |
1.3056 |
1.3012 |
1.2877 |
|
| R2 |
1.2932 |
1.2932 |
1.2866 |
|
| R1 |
1.2888 |
1.2888 |
1.2854 |
1.2910 |
| PP |
1.2808 |
1.2808 |
1.2808 |
1.2820 |
| S1 |
1.2764 |
1.2764 |
1.2832 |
1.2786 |
| S2 |
1.2684 |
1.2684 |
1.2820 |
|
| S3 |
1.2560 |
1.2640 |
1.2809 |
|
| S4 |
1.2436 |
1.2516 |
1.2775 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3292 |
1.2948 |
|
| R3 |
1.3168 |
1.3101 |
1.2896 |
|
| R2 |
1.2977 |
1.2977 |
1.2878 |
|
| R1 |
1.2910 |
1.2910 |
1.2861 |
1.2944 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2803 |
| S1 |
1.2719 |
1.2719 |
1.2825 |
1.2753 |
| S2 |
1.2595 |
1.2595 |
1.2808 |
|
| S3 |
1.2404 |
1.2528 |
1.2790 |
|
| S4 |
1.2213 |
1.2337 |
1.2738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2853 |
1.2603 |
0.0250 |
1.9% |
0.0096 |
0.7% |
96% |
True |
False |
109,288 |
| 10 |
1.2853 |
1.2594 |
0.0259 |
2.0% |
0.0089 |
0.7% |
96% |
True |
False |
102,088 |
| 20 |
1.2874 |
1.2457 |
0.0417 |
3.2% |
0.0100 |
0.8% |
93% |
False |
False |
98,466 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0094 |
0.7% |
94% |
False |
False |
50,429 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0086 |
0.7% |
94% |
False |
False |
33,721 |
| 80 |
1.2874 |
1.2063 |
0.0811 |
6.3% |
0.0081 |
0.6% |
96% |
False |
False |
25,329 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.8% |
0.0077 |
0.6% |
97% |
False |
False |
20,287 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.8% |
0.0069 |
0.5% |
97% |
False |
False |
16,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3380 |
|
2.618 |
1.3178 |
|
1.618 |
1.3054 |
|
1.000 |
1.2977 |
|
0.618 |
1.2930 |
|
HIGH |
1.2853 |
|
0.618 |
1.2806 |
|
0.500 |
1.2791 |
|
0.382 |
1.2776 |
|
LOW |
1.2729 |
|
0.618 |
1.2652 |
|
1.000 |
1.2605 |
|
1.618 |
1.2528 |
|
2.618 |
1.2404 |
|
4.250 |
1.2202 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2826 |
1.2817 |
| PP |
1.2808 |
1.2791 |
| S1 |
1.2791 |
1.2765 |
|