CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2828 |
-0.0035 |
-0.3% |
1.3098 |
| High |
1.2887 |
1.2909 |
0.0022 |
0.2% |
1.3129 |
| Low |
1.2801 |
1.2813 |
0.0012 |
0.1% |
1.2819 |
| Close |
1.2828 |
1.2897 |
0.0069 |
0.5% |
1.2862 |
| Range |
0.0086 |
0.0096 |
0.0010 |
11.6% |
0.0310 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
79,569 |
71,896 |
-7,673 |
-9.6% |
498,678 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3125 |
1.2950 |
|
| R3 |
1.3065 |
1.3029 |
1.2923 |
|
| R2 |
1.2969 |
1.2969 |
1.2915 |
|
| R1 |
1.2933 |
1.2933 |
1.2906 |
1.2951 |
| PP |
1.2873 |
1.2873 |
1.2873 |
1.2882 |
| S1 |
1.2837 |
1.2837 |
1.2888 |
1.2855 |
| S2 |
1.2777 |
1.2777 |
1.2879 |
|
| S3 |
1.2681 |
1.2741 |
1.2871 |
|
| S4 |
1.2585 |
1.2645 |
1.2844 |
|
|
| 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 |
1.3046 |
1.2801 |
0.0245 |
1.9% |
0.0114 |
0.9% |
39% |
False |
False |
96,728 |
| 10 |
1.3146 |
1.2801 |
0.0345 |
2.7% |
0.0103 |
0.8% |
28% |
False |
False |
97,840 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0100 |
0.8% |
55% |
False |
False |
103,124 |
| 40 |
1.3146 |
1.2334 |
0.0812 |
6.3% |
0.0100 |
0.8% |
69% |
False |
False |
80,209 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0094 |
0.7% |
69% |
False |
False |
53,599 |
| 80 |
1.3146 |
1.2316 |
0.0830 |
6.4% |
0.0086 |
0.7% |
70% |
False |
False |
40,272 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0084 |
0.7% |
80% |
False |
False |
32,253 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0078 |
0.6% |
80% |
False |
False |
26,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3317 |
|
2.618 |
1.3160 |
|
1.618 |
1.3064 |
|
1.000 |
1.3005 |
|
0.618 |
1.2968 |
|
HIGH |
1.2909 |
|
0.618 |
1.2872 |
|
0.500 |
1.2861 |
|
0.382 |
1.2850 |
|
LOW |
1.2813 |
|
0.618 |
1.2754 |
|
1.000 |
1.2717 |
|
1.618 |
1.2658 |
|
2.618 |
1.2562 |
|
4.250 |
1.2405 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2885 |
1.2883 |
| PP |
1.2873 |
1.2869 |
| S1 |
1.2861 |
1.2855 |
|