CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2993 |
1.3136 |
0.0143 |
1.1% |
1.2840 |
| High |
1.3145 |
1.3146 |
0.0001 |
0.0% |
1.3146 |
| Low |
1.2986 |
1.3093 |
0.0107 |
0.8% |
1.2753 |
| Close |
1.3135 |
1.3106 |
-0.0029 |
-0.2% |
1.3106 |
| Range |
0.0159 |
0.0053 |
-0.0106 |
-66.7% |
0.0393 |
| ATR |
0.0101 |
0.0097 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
112,797 |
90,492 |
-22,305 |
-19.8% |
547,127 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3274 |
1.3243 |
1.3135 |
|
| R3 |
1.3221 |
1.3190 |
1.3121 |
|
| R2 |
1.3168 |
1.3168 |
1.3116 |
|
| R1 |
1.3137 |
1.3137 |
1.3111 |
1.3126 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3110 |
| S1 |
1.3084 |
1.3084 |
1.3101 |
1.3073 |
| S2 |
1.3062 |
1.3062 |
1.3096 |
|
| S3 |
1.3009 |
1.3031 |
1.3091 |
|
| S4 |
1.2956 |
1.2978 |
1.3077 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.4036 |
1.3322 |
|
| R3 |
1.3788 |
1.3643 |
1.3214 |
|
| R2 |
1.3395 |
1.3395 |
1.3178 |
|
| R1 |
1.3250 |
1.3250 |
1.3142 |
1.3323 |
| PP |
1.3002 |
1.3002 |
1.3002 |
1.3038 |
| S1 |
1.2857 |
1.2857 |
1.3070 |
1.2930 |
| S2 |
1.2609 |
1.2609 |
1.3034 |
|
| S3 |
1.2216 |
1.2464 |
1.2998 |
|
| S4 |
1.1823 |
1.2071 |
1.2890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3146 |
1.2753 |
0.0393 |
3.0% |
0.0101 |
0.8% |
90% |
True |
False |
109,425 |
| 10 |
1.3146 |
1.2603 |
0.0543 |
4.1% |
0.0099 |
0.8% |
93% |
True |
False |
109,356 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.2% |
0.0100 |
0.8% |
93% |
True |
False |
107,392 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.2% |
0.0096 |
0.7% |
95% |
True |
False |
64,048 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.2% |
0.0088 |
0.7% |
95% |
True |
False |
42,775 |
| 80 |
1.3146 |
1.2218 |
0.0928 |
7.1% |
0.0083 |
0.6% |
96% |
True |
False |
32,155 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.7% |
0.0079 |
0.6% |
97% |
True |
False |
25,757 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.7% |
0.0072 |
0.6% |
97% |
True |
False |
21,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3285 |
|
1.618 |
1.3232 |
|
1.000 |
1.3199 |
|
0.618 |
1.3179 |
|
HIGH |
1.3146 |
|
0.618 |
1.3126 |
|
0.500 |
1.3120 |
|
0.382 |
1.3113 |
|
LOW |
1.3093 |
|
0.618 |
1.3060 |
|
1.000 |
1.3040 |
|
1.618 |
1.3007 |
|
2.618 |
1.2954 |
|
4.250 |
1.2868 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3120 |
1.3080 |
| PP |
1.3115 |
1.3053 |
| S1 |
1.3111 |
1.3027 |
|