CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2828 |
1.2906 |
0.0078 |
0.6% |
1.3098 |
| High |
1.2909 |
1.2964 |
0.0055 |
0.4% |
1.3129 |
| Low |
1.2813 |
1.2879 |
0.0066 |
0.5% |
1.2819 |
| Close |
1.2897 |
1.2960 |
0.0063 |
0.5% |
1.2862 |
| Range |
0.0096 |
0.0085 |
-0.0011 |
-11.5% |
0.0310 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
71,896 |
77,156 |
5,260 |
7.3% |
498,678 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3160 |
1.3007 |
|
| R3 |
1.3104 |
1.3075 |
1.2983 |
|
| R2 |
1.3019 |
1.3019 |
1.2976 |
|
| R1 |
1.2990 |
1.2990 |
1.2968 |
1.3005 |
| PP |
1.2934 |
1.2934 |
1.2934 |
1.2942 |
| S1 |
1.2905 |
1.2905 |
1.2952 |
1.2920 |
| S2 |
1.2849 |
1.2849 |
1.2944 |
|
| S3 |
1.2764 |
1.2820 |
1.2937 |
|
| S4 |
1.2679 |
1.2735 |
1.2913 |
|
|
| 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 |
1.2968 |
1.2801 |
0.0167 |
1.3% |
0.0096 |
0.7% |
95% |
False |
False |
85,172 |
| 10 |
1.3146 |
1.2801 |
0.0345 |
2.7% |
0.0102 |
0.8% |
46% |
False |
False |
93,058 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0101 |
0.8% |
66% |
False |
False |
102,743 |
| 40 |
1.3146 |
1.2353 |
0.0793 |
6.1% |
0.0100 |
0.8% |
77% |
False |
False |
82,116 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0093 |
0.7% |
77% |
False |
False |
54,883 |
| 80 |
1.3146 |
1.2316 |
0.0830 |
6.4% |
0.0086 |
0.7% |
78% |
False |
False |
41,236 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.8% |
0.0085 |
0.7% |
85% |
False |
False |
33,025 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.8% |
0.0078 |
0.6% |
85% |
False |
False |
27,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3325 |
|
2.618 |
1.3187 |
|
1.618 |
1.3102 |
|
1.000 |
1.3049 |
|
0.618 |
1.3017 |
|
HIGH |
1.2964 |
|
0.618 |
1.2932 |
|
0.500 |
1.2922 |
|
0.382 |
1.2911 |
|
LOW |
1.2879 |
|
0.618 |
1.2826 |
|
1.000 |
1.2794 |
|
1.618 |
1.2741 |
|
2.618 |
1.2656 |
|
4.250 |
1.2518 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2947 |
1.2934 |
| PP |
1.2934 |
1.2908 |
| S1 |
1.2922 |
1.2883 |
|