CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2931 |
0.0068 |
0.5% |
1.2702 |
| High |
1.2939 |
1.3005 |
0.0066 |
0.5% |
1.2853 |
| Low |
1.2861 |
1.2908 |
0.0047 |
0.4% |
1.2662 |
| Close |
1.2932 |
1.2997 |
0.0065 |
0.5% |
1.2843 |
| Range |
0.0078 |
0.0097 |
0.0019 |
24.4% |
0.0191 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.1% |
0.0000 |
| Volume |
115,159 |
124,974 |
9,815 |
8.5% |
439,442 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3261 |
1.3226 |
1.3050 |
|
| R3 |
1.3164 |
1.3129 |
1.3024 |
|
| R2 |
1.3067 |
1.3067 |
1.3015 |
|
| R1 |
1.3032 |
1.3032 |
1.3006 |
1.3050 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2979 |
| S1 |
1.2935 |
1.2935 |
1.2988 |
1.2953 |
| S2 |
1.2873 |
1.2873 |
1.2979 |
|
| S3 |
1.2776 |
1.2838 |
1.2970 |
|
| S4 |
1.2679 |
1.2741 |
1.2944 |
|
|
| 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 |
1.3005 |
1.2676 |
0.0329 |
2.5% |
0.0105 |
0.8% |
98% |
True |
False |
117,613 |
| 10 |
1.3005 |
1.2594 |
0.0411 |
3.2% |
0.0100 |
0.8% |
98% |
True |
False |
112,428 |
| 20 |
1.3005 |
1.2528 |
0.0477 |
3.7% |
0.0100 |
0.8% |
98% |
True |
False |
110,665 |
| 40 |
1.3005 |
1.2333 |
0.0672 |
5.2% |
0.0094 |
0.7% |
99% |
True |
False |
59,015 |
| 60 |
1.3005 |
1.2333 |
0.0672 |
5.2% |
0.0087 |
0.7% |
99% |
True |
False |
39,393 |
| 80 |
1.3005 |
1.2218 |
0.0787 |
6.1% |
0.0082 |
0.6% |
99% |
True |
False |
29,616 |
| 100 |
1.3005 |
1.1870 |
0.1135 |
8.7% |
0.0079 |
0.6% |
99% |
True |
False |
23,724 |
| 120 |
1.3005 |
1.1870 |
0.1135 |
8.7% |
0.0071 |
0.5% |
99% |
True |
False |
19,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3417 |
|
2.618 |
1.3259 |
|
1.618 |
1.3162 |
|
1.000 |
1.3102 |
|
0.618 |
1.3065 |
|
HIGH |
1.3005 |
|
0.618 |
1.2968 |
|
0.500 |
1.2957 |
|
0.382 |
1.2945 |
|
LOW |
1.2908 |
|
0.618 |
1.2848 |
|
1.000 |
1.2811 |
|
1.618 |
1.2751 |
|
2.618 |
1.2654 |
|
4.250 |
1.2496 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.2958 |
| PP |
1.2970 |
1.2918 |
| S1 |
1.2957 |
1.2879 |
|