CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2713 |
-0.0072 |
-0.6% |
1.2863 |
| High |
1.2808 |
1.2731 |
-0.0077 |
-0.6% |
1.2999 |
| Low |
1.2683 |
1.2623 |
-0.0060 |
-0.5% |
1.2765 |
| Close |
1.2722 |
1.2703 |
-0.0019 |
-0.1% |
1.2860 |
| Range |
0.0125 |
0.0108 |
-0.0017 |
-13.6% |
0.0234 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.2% |
0.0000 |
| Volume |
100,145 |
122,581 |
22,436 |
22.4% |
466,960 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.2964 |
1.2762 |
|
| R3 |
1.2902 |
1.2856 |
1.2733 |
|
| R2 |
1.2794 |
1.2794 |
1.2723 |
|
| R1 |
1.2748 |
1.2748 |
1.2713 |
1.2717 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2670 |
| S1 |
1.2640 |
1.2640 |
1.2693 |
1.2609 |
| S2 |
1.2578 |
1.2578 |
1.2683 |
|
| S3 |
1.2470 |
1.2532 |
1.2673 |
|
| S4 |
1.2362 |
1.2424 |
1.2644 |
|
|
| 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 |
1.2892 |
1.2623 |
0.0269 |
2.1% |
0.0101 |
0.8% |
30% |
False |
True |
98,468 |
| 10 |
1.2999 |
1.2623 |
0.0376 |
3.0% |
0.0107 |
0.8% |
21% |
False |
True |
95,664 |
| 20 |
1.3146 |
1.2623 |
0.0523 |
4.1% |
0.0108 |
0.8% |
15% |
False |
True |
100,357 |
| 40 |
1.3146 |
1.2417 |
0.0729 |
5.7% |
0.0104 |
0.8% |
39% |
False |
False |
96,913 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0097 |
0.8% |
46% |
False |
False |
65,234 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0090 |
0.7% |
46% |
False |
False |
49,003 |
| 100 |
1.3146 |
1.2063 |
0.1083 |
8.5% |
0.0086 |
0.7% |
59% |
False |
False |
39,233 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0082 |
0.6% |
65% |
False |
False |
32,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3190 |
|
2.618 |
1.3014 |
|
1.618 |
1.2906 |
|
1.000 |
1.2839 |
|
0.618 |
1.2798 |
|
HIGH |
1.2731 |
|
0.618 |
1.2690 |
|
0.500 |
1.2677 |
|
0.382 |
1.2664 |
|
LOW |
1.2623 |
|
0.618 |
1.2556 |
|
1.000 |
1.2515 |
|
1.618 |
1.2448 |
|
2.618 |
1.2340 |
|
4.250 |
1.2164 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2694 |
1.2734 |
| PP |
1.2686 |
1.2723 |
| S1 |
1.2677 |
1.2713 |
|