CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2854 |
1.2840 |
-0.0014 |
-0.1% |
1.2863 |
| High |
1.2876 |
1.2844 |
-0.0032 |
-0.2% |
1.2999 |
| Low |
1.2832 |
1.2744 |
-0.0088 |
-0.7% |
1.2765 |
| Close |
1.2841 |
1.2775 |
-0.0066 |
-0.5% |
1.2860 |
| Range |
0.0044 |
0.0100 |
0.0056 |
127.3% |
0.0234 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
63,958 |
97,418 |
33,460 |
52.3% |
466,960 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3031 |
1.2830 |
|
| R3 |
1.2988 |
1.2931 |
1.2803 |
|
| R2 |
1.2888 |
1.2888 |
1.2793 |
|
| R1 |
1.2831 |
1.2831 |
1.2784 |
1.2810 |
| PP |
1.2788 |
1.2788 |
1.2788 |
1.2777 |
| S1 |
1.2731 |
1.2731 |
1.2766 |
1.2710 |
| S2 |
1.2688 |
1.2688 |
1.2757 |
|
| S3 |
1.2588 |
1.2631 |
1.2748 |
|
| S4 |
1.2488 |
1.2531 |
1.2720 |
|
|
| 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 |
1.2744 |
0.0255 |
2.0% |
0.0114 |
0.9% |
12% |
False |
True |
95,374 |
| 10 |
1.3046 |
1.2744 |
0.0302 |
2.4% |
0.0114 |
0.9% |
10% |
False |
True |
96,051 |
| 20 |
1.3146 |
1.2676 |
0.0470 |
3.7% |
0.0104 |
0.8% |
21% |
False |
False |
101,618 |
| 40 |
1.3146 |
1.2390 |
0.0756 |
5.9% |
0.0101 |
0.8% |
51% |
False |
False |
91,855 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0096 |
0.7% |
54% |
False |
False |
61,525 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0088 |
0.7% |
54% |
False |
False |
46,221 |
| 100 |
1.3146 |
1.1966 |
0.1180 |
9.2% |
0.0087 |
0.7% |
69% |
False |
False |
37,012 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0081 |
0.6% |
71% |
False |
False |
30,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.3106 |
|
1.618 |
1.3006 |
|
1.000 |
1.2944 |
|
0.618 |
1.2906 |
|
HIGH |
1.2844 |
|
0.618 |
1.2806 |
|
0.500 |
1.2794 |
|
0.382 |
1.2782 |
|
LOW |
1.2744 |
|
0.618 |
1.2682 |
|
1.000 |
1.2644 |
|
1.618 |
1.2582 |
|
2.618 |
1.2482 |
|
4.250 |
1.2319 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2794 |
1.2818 |
| PP |
1.2788 |
1.2804 |
| S1 |
1.2781 |
1.2789 |
|