CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2802 |
1.2854 |
0.0052 |
0.4% |
1.2863 |
| High |
1.2892 |
1.2876 |
-0.0016 |
-0.1% |
1.2999 |
| Low |
1.2765 |
1.2832 |
0.0067 |
0.5% |
1.2765 |
| Close |
1.2860 |
1.2841 |
-0.0019 |
-0.1% |
1.2860 |
| Range |
0.0127 |
0.0044 |
-0.0083 |
-65.4% |
0.0234 |
| ATR |
0.0108 |
0.0104 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
108,240 |
63,958 |
-44,282 |
-40.9% |
466,960 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2955 |
1.2865 |
|
| R3 |
1.2938 |
1.2911 |
1.2853 |
|
| R2 |
1.2894 |
1.2894 |
1.2849 |
|
| R1 |
1.2867 |
1.2867 |
1.2845 |
1.2859 |
| PP |
1.2850 |
1.2850 |
1.2850 |
1.2845 |
| S1 |
1.2823 |
1.2823 |
1.2837 |
1.2815 |
| S2 |
1.2806 |
1.2806 |
1.2833 |
|
| S3 |
1.2762 |
1.2779 |
1.2829 |
|
| S4 |
1.2718 |
1.2735 |
1.2817 |
|
|
| 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% |
0.0113 |
0.9% |
32% |
False |
False |
90,269 |
| 10 |
1.3129 |
1.2765 |
0.0364 |
2.8% |
0.0114 |
0.9% |
21% |
False |
False |
95,800 |
| 20 |
1.3146 |
1.2662 |
0.0484 |
3.8% |
0.0103 |
0.8% |
37% |
False |
False |
100,808 |
| 40 |
1.3146 |
1.2390 |
0.0756 |
5.9% |
0.0101 |
0.8% |
60% |
False |
False |
89,462 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0095 |
0.7% |
62% |
False |
False |
59,906 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0088 |
0.7% |
62% |
False |
False |
45,004 |
| 100 |
1.3146 |
1.1905 |
0.1241 |
9.7% |
0.0086 |
0.7% |
75% |
False |
False |
36,040 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0080 |
0.6% |
76% |
False |
False |
30,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3063 |
|
2.618 |
1.2991 |
|
1.618 |
1.2947 |
|
1.000 |
1.2920 |
|
0.618 |
1.2903 |
|
HIGH |
1.2876 |
|
0.618 |
1.2859 |
|
0.500 |
1.2854 |
|
0.382 |
1.2849 |
|
LOW |
1.2832 |
|
0.618 |
1.2805 |
|
1.000 |
1.2788 |
|
1.618 |
1.2761 |
|
2.618 |
1.2717 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2882 |
| PP |
1.2850 |
1.2868 |
| S1 |
1.2845 |
1.2855 |
|