CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2906 |
1.2947 |
0.0041 |
0.3% |
1.3098 |
| High |
1.2964 |
1.2999 |
0.0035 |
0.3% |
1.3129 |
| Low |
1.2879 |
1.2786 |
-0.0093 |
-0.7% |
1.2819 |
| Close |
1.2960 |
1.2804 |
-0.0156 |
-1.2% |
1.2862 |
| Range |
0.0085 |
0.0213 |
0.0128 |
150.6% |
0.0310 |
| ATR |
0.0099 |
0.0107 |
0.0008 |
8.2% |
0.0000 |
| Volume |
77,156 |
130,099 |
52,943 |
68.6% |
498,678 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3366 |
1.2921 |
|
| R3 |
1.3289 |
1.3153 |
1.2863 |
|
| R2 |
1.3076 |
1.3076 |
1.2843 |
|
| R1 |
1.2940 |
1.2940 |
1.2824 |
1.2902 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2844 |
| S1 |
1.2727 |
1.2727 |
1.2784 |
1.2689 |
| S2 |
1.2650 |
1.2650 |
1.2765 |
|
| S3 |
1.2437 |
1.2514 |
1.2745 |
|
| S4 |
1.2224 |
1.2301 |
1.2687 |
|
|
| 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 |
1.2999 |
1.2786 |
0.0213 |
1.7% |
0.0114 |
0.9% |
8% |
True |
True |
92,860 |
| 10 |
1.3146 |
1.2786 |
0.0360 |
2.8% |
0.0108 |
0.8% |
5% |
False |
True |
94,789 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0104 |
0.8% |
38% |
False |
False |
102,827 |
| 40 |
1.3146 |
1.2375 |
0.0771 |
6.0% |
0.0103 |
0.8% |
56% |
False |
False |
85,333 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0095 |
0.7% |
58% |
False |
False |
57,041 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0087 |
0.7% |
58% |
False |
False |
42,859 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0086 |
0.7% |
73% |
False |
False |
34,325 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0079 |
0.6% |
73% |
False |
False |
28,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3904 |
|
2.618 |
1.3557 |
|
1.618 |
1.3344 |
|
1.000 |
1.3212 |
|
0.618 |
1.3131 |
|
HIGH |
1.2999 |
|
0.618 |
1.2918 |
|
0.500 |
1.2893 |
|
0.382 |
1.2867 |
|
LOW |
1.2786 |
|
0.618 |
1.2654 |
|
1.000 |
1.2573 |
|
1.618 |
1.2441 |
|
2.618 |
1.2228 |
|
4.250 |
1.1881 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2893 |
| PP |
1.2863 |
1.2863 |
| S1 |
1.2834 |
1.2834 |
|