CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2931 |
1.2993 |
0.0062 |
0.5% |
1.2702 |
| High |
1.3005 |
1.3145 |
0.0140 |
1.1% |
1.2853 |
| Low |
1.2908 |
1.2986 |
0.0078 |
0.6% |
1.2662 |
| Close |
1.2997 |
1.3135 |
0.0138 |
1.1% |
1.2843 |
| Range |
0.0097 |
0.0159 |
0.0062 |
63.9% |
0.0191 |
| ATR |
0.0096 |
0.0101 |
0.0004 |
4.7% |
0.0000 |
| Volume |
124,974 |
112,797 |
-12,177 |
-9.7% |
439,442 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3509 |
1.3222 |
|
| R3 |
1.3407 |
1.3350 |
1.3179 |
|
| R2 |
1.3248 |
1.3248 |
1.3164 |
|
| R1 |
1.3191 |
1.3191 |
1.3150 |
1.3220 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3103 |
| S1 |
1.3032 |
1.3032 |
1.3120 |
1.3061 |
| S2 |
1.2930 |
1.2930 |
1.3106 |
|
| S3 |
1.2771 |
1.2873 |
1.3091 |
|
| S4 |
1.2612 |
1.2714 |
1.3048 |
|
|
| 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 |
1.3145 |
1.2729 |
0.0416 |
3.2% |
0.0115 |
0.9% |
98% |
True |
False |
113,382 |
| 10 |
1.3145 |
1.2594 |
0.0551 |
4.2% |
0.0101 |
0.8% |
98% |
True |
False |
110,865 |
| 20 |
1.3145 |
1.2594 |
0.0551 |
4.2% |
0.0103 |
0.8% |
98% |
True |
False |
108,320 |
| 40 |
1.3145 |
1.2333 |
0.0812 |
6.2% |
0.0096 |
0.7% |
99% |
True |
False |
61,832 |
| 60 |
1.3145 |
1.2333 |
0.0812 |
6.2% |
0.0088 |
0.7% |
99% |
True |
False |
41,269 |
| 80 |
1.3145 |
1.2218 |
0.0927 |
7.1% |
0.0083 |
0.6% |
99% |
True |
False |
31,024 |
| 100 |
1.3145 |
1.1870 |
0.1275 |
9.7% |
0.0080 |
0.6% |
99% |
True |
False |
24,852 |
| 120 |
1.3145 |
1.1870 |
0.1275 |
9.7% |
0.0072 |
0.5% |
99% |
True |
False |
20,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3821 |
|
2.618 |
1.3561 |
|
1.618 |
1.3402 |
|
1.000 |
1.3304 |
|
0.618 |
1.3243 |
|
HIGH |
1.3145 |
|
0.618 |
1.3084 |
|
0.500 |
1.3066 |
|
0.382 |
1.3047 |
|
LOW |
1.2986 |
|
0.618 |
1.2888 |
|
1.000 |
1.2827 |
|
1.618 |
1.2729 |
|
2.618 |
1.2570 |
|
4.250 |
1.2310 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3112 |
1.3091 |
| PP |
1.3089 |
1.3047 |
| S1 |
1.3066 |
1.3003 |
|