CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2873 |
1.2863 |
-0.0010 |
-0.1% |
1.3098 |
| High |
1.2907 |
1.2887 |
-0.0020 |
-0.2% |
1.3129 |
| Low |
1.2819 |
1.2801 |
-0.0018 |
-0.1% |
1.2819 |
| Close |
1.2862 |
1.2828 |
-0.0034 |
-0.3% |
1.2862 |
| Range |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0310 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
105,583 |
79,569 |
-26,014 |
-24.6% |
498,678 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3097 |
1.3048 |
1.2875 |
|
| R3 |
1.3011 |
1.2962 |
1.2852 |
|
| R2 |
1.2925 |
1.2925 |
1.2844 |
|
| R1 |
1.2876 |
1.2876 |
1.2836 |
1.2858 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2829 |
| S1 |
1.2790 |
1.2790 |
1.2820 |
1.2772 |
| S2 |
1.2753 |
1.2753 |
1.2812 |
|
| S3 |
1.2667 |
1.2704 |
1.2804 |
|
| S4 |
1.2581 |
1.2618 |
1.2781 |
|
|
| 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 |
1.2801 |
0.0328 |
2.6% |
0.0114 |
0.9% |
8% |
False |
True |
101,330 |
| 10 |
1.3146 |
1.2801 |
0.0345 |
2.7% |
0.0102 |
0.8% |
8% |
False |
True |
102,166 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0098 |
0.8% |
42% |
False |
False |
102,998 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0100 |
0.8% |
61% |
False |
False |
78,442 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0093 |
0.7% |
61% |
False |
False |
52,401 |
| 80 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0086 |
0.7% |
62% |
False |
False |
39,374 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0083 |
0.6% |
75% |
False |
False |
31,535 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0077 |
0.6% |
75% |
False |
False |
26,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3112 |
|
1.618 |
1.3026 |
|
1.000 |
1.2973 |
|
0.618 |
1.2940 |
|
HIGH |
1.2887 |
|
0.618 |
1.2854 |
|
0.500 |
1.2844 |
|
0.382 |
1.2834 |
|
LOW |
1.2801 |
|
0.618 |
1.2748 |
|
1.000 |
1.2715 |
|
1.618 |
1.2662 |
|
2.618 |
1.2576 |
|
4.250 |
1.2436 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2844 |
1.2885 |
| PP |
1.2839 |
1.2866 |
| S1 |
1.2833 |
1.2847 |
|