CME British Pound Future September 2023


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 1.2840 1.2863 0.0023 0.2% 1.2702
High 1.2872 1.2939 0.0067 0.5% 1.2853
Low 1.2753 1.2861 0.0108 0.8% 1.2662
Close 1.2861 1.2932 0.0071 0.6% 1.2843
Range 0.0119 0.0078 -0.0041 -34.5% 0.0191
ATR 0.0098 0.0096 -0.0001 -1.4% 0.0000
Volume 103,705 115,159 11,454 11.0% 439,442
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.3145 1.3116 1.2975
R3 1.3067 1.3038 1.2953
R2 1.2989 1.2989 1.2946
R1 1.2960 1.2960 1.2939 1.2975
PP 1.2911 1.2911 1.2911 1.2918
S1 1.2882 1.2882 1.2925 1.2897
S2 1.2833 1.2833 1.2918
S3 1.2755 1.2804 1.2911
S4 1.2677 1.2726 1.2889
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 1.2939 1.2676 0.0263 2.0% 0.0097 0.8% 97% True False 115,420
10 1.2939 1.2594 0.0345 2.7% 0.0096 0.7% 98% True False 108,407
20 1.2939 1.2507 0.0432 3.3% 0.0101 0.8% 98% True False 106,995
40 1.2939 1.2333 0.0606 4.7% 0.0094 0.7% 99% True False 55,894
60 1.2939 1.2333 0.0606 4.7% 0.0087 0.7% 99% True False 37,323
80 1.2939 1.2157 0.0782 6.0% 0.0082 0.6% 99% True False 28,054
100 1.2939 1.1870 0.1069 8.3% 0.0079 0.6% 99% True False 22,476
120 1.2939 1.1870 0.1069 8.3% 0.0070 0.5% 99% True False 18,730
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3271
2.618 1.3143
1.618 1.3065
1.000 1.3017
0.618 1.2987
HIGH 1.2939
0.618 1.2909
0.500 1.2900
0.382 1.2891
LOW 1.2861
0.618 1.2813
1.000 1.2783
1.618 1.2735
2.618 1.2657
4.250 1.2530
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 1.2921 1.2899
PP 1.2911 1.2867
S1 1.2900 1.2834

These figures are updated between 7pm and 10pm EST after a trading day.

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