CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.2873 |
-0.0067 |
-0.5% |
1.3098 |
| High |
1.2968 |
1.2907 |
-0.0061 |
-0.5% |
1.3129 |
| Low |
1.2843 |
1.2819 |
-0.0024 |
-0.2% |
1.2819 |
| Close |
1.2861 |
1.2862 |
0.0001 |
0.0% |
1.2862 |
| Range |
0.0125 |
0.0088 |
-0.0037 |
-29.6% |
0.0310 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
91,656 |
105,583 |
13,927 |
15.2% |
498,678 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3082 |
1.2910 |
|
| R3 |
1.3039 |
1.2994 |
1.2886 |
|
| R2 |
1.2951 |
1.2951 |
1.2878 |
|
| R1 |
1.2906 |
1.2906 |
1.2870 |
1.2885 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2852 |
| S1 |
1.2818 |
1.2818 |
1.2854 |
1.2797 |
| S2 |
1.2775 |
1.2775 |
1.2846 |
|
| S3 |
1.2687 |
1.2730 |
1.2838 |
|
| S4 |
1.2599 |
1.2642 |
1.2814 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3674 |
1.3033 |
|
| R3 |
1.3557 |
1.3364 |
1.2947 |
|
| R2 |
1.3247 |
1.3247 |
1.2919 |
|
| R1 |
1.3054 |
1.3054 |
1.2890 |
1.2996 |
| PP |
1.2937 |
1.2937 |
1.2937 |
1.2907 |
| S1 |
1.2744 |
1.2744 |
1.2834 |
1.2686 |
| S2 |
1.2627 |
1.2627 |
1.2805 |
|
| S3 |
1.2317 |
1.2434 |
1.2777 |
|
| S4 |
1.2007 |
1.2124 |
1.2692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2819 |
0.0310 |
2.4% |
0.0109 |
0.8% |
14% |
False |
True |
99,735 |
| 10 |
1.3146 |
1.2753 |
0.0393 |
3.1% |
0.0105 |
0.8% |
28% |
False |
False |
104,580 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0097 |
0.8% |
49% |
False |
False |
103,334 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0100 |
0.8% |
65% |
False |
False |
76,484 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0093 |
0.7% |
65% |
False |
False |
51,075 |
| 80 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0086 |
0.7% |
66% |
False |
False |
38,381 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0083 |
0.6% |
78% |
False |
False |
30,743 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0076 |
0.6% |
78% |
False |
False |
25,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.3137 |
|
1.618 |
1.3049 |
|
1.000 |
1.2995 |
|
0.618 |
1.2961 |
|
HIGH |
1.2907 |
|
0.618 |
1.2873 |
|
0.500 |
1.2863 |
|
0.382 |
1.2853 |
|
LOW |
1.2819 |
|
0.618 |
1.2765 |
|
1.000 |
1.2731 |
|
1.618 |
1.2677 |
|
2.618 |
1.2589 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2863 |
1.2933 |
| PP |
1.2863 |
1.2909 |
| S1 |
1.2862 |
1.2886 |
|