CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2947 |
1.2802 |
-0.0145 |
-1.1% |
1.2863 |
| High |
1.2999 |
1.2892 |
-0.0107 |
-0.8% |
1.2999 |
| Low |
1.2786 |
1.2765 |
-0.0021 |
-0.2% |
1.2765 |
| Close |
1.2804 |
1.2860 |
0.0056 |
0.4% |
1.2860 |
| Range |
0.0213 |
0.0127 |
-0.0086 |
-40.4% |
0.0234 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.3% |
0.0000 |
| Volume |
130,099 |
108,240 |
-21,859 |
-16.8% |
466,960 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3220 |
1.3167 |
1.2930 |
|
| R3 |
1.3093 |
1.3040 |
1.2895 |
|
| R2 |
1.2966 |
1.2966 |
1.2883 |
|
| R1 |
1.2913 |
1.2913 |
1.2872 |
1.2940 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2852 |
| S1 |
1.2786 |
1.2786 |
1.2848 |
1.2813 |
| S2 |
1.2712 |
1.2712 |
1.2837 |
|
| S3 |
1.2585 |
1.2659 |
1.2825 |
|
| S4 |
1.2458 |
1.2532 |
1.2790 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3452 |
1.2989 |
|
| R3 |
1.3343 |
1.3218 |
1.2924 |
|
| R2 |
1.3109 |
1.3109 |
1.2903 |
|
| R1 |
1.2984 |
1.2984 |
1.2881 |
1.2930 |
| PP |
1.2875 |
1.2875 |
1.2875 |
1.2847 |
| S1 |
1.2750 |
1.2750 |
1.2839 |
1.2696 |
| S2 |
1.2641 |
1.2641 |
1.2817 |
|
| S3 |
1.2407 |
1.2516 |
1.2796 |
|
| S4 |
1.2173 |
1.2282 |
1.2731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2999 |
1.2765 |
0.0234 |
1.8% |
0.0121 |
0.9% |
41% |
False |
True |
93,392 |
| 10 |
1.3129 |
1.2765 |
0.0364 |
2.8% |
0.0115 |
0.9% |
26% |
False |
True |
96,563 |
| 20 |
1.3146 |
1.2603 |
0.0543 |
4.2% |
0.0107 |
0.8% |
47% |
False |
False |
102,960 |
| 40 |
1.3146 |
1.2390 |
0.0756 |
5.9% |
0.0104 |
0.8% |
62% |
False |
False |
87,922 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0096 |
0.7% |
65% |
False |
False |
58,842 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0088 |
0.7% |
65% |
False |
False |
44,206 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0086 |
0.7% |
78% |
False |
False |
35,405 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0079 |
0.6% |
78% |
False |
False |
29,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3432 |
|
2.618 |
1.3224 |
|
1.618 |
1.3097 |
|
1.000 |
1.3019 |
|
0.618 |
1.2970 |
|
HIGH |
1.2892 |
|
0.618 |
1.2843 |
|
0.500 |
1.2829 |
|
0.382 |
1.2814 |
|
LOW |
1.2765 |
|
0.618 |
1.2687 |
|
1.000 |
1.2638 |
|
1.618 |
1.2560 |
|
2.618 |
1.2433 |
|
4.250 |
1.2225 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2850 |
1.2882 |
| PP |
1.2839 |
1.2875 |
| S1 |
1.2829 |
1.2867 |
|