CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2713 |
1.2713 |
0.0000 |
0.0% |
1.2854 |
| High |
1.2731 |
1.2796 |
0.0065 |
0.5% |
1.2876 |
| Low |
1.2623 |
1.2655 |
0.0032 |
0.3% |
1.2623 |
| Close |
1.2703 |
1.2757 |
0.0054 |
0.4% |
1.2757 |
| Range |
0.0108 |
0.0141 |
0.0033 |
30.6% |
0.0253 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.4% |
0.0000 |
| Volume |
122,581 |
93,962 |
-28,619 |
-23.3% |
478,064 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3099 |
1.2835 |
|
| R3 |
1.3018 |
1.2958 |
1.2796 |
|
| R2 |
1.2877 |
1.2877 |
1.2783 |
|
| R1 |
1.2817 |
1.2817 |
1.2770 |
1.2847 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2751 |
| S1 |
1.2676 |
1.2676 |
1.2744 |
1.2706 |
| S2 |
1.2595 |
1.2595 |
1.2731 |
|
| S3 |
1.2454 |
1.2535 |
1.2718 |
|
| S4 |
1.2313 |
1.2394 |
1.2679 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3387 |
1.2896 |
|
| R3 |
1.3258 |
1.3134 |
1.2827 |
|
| R2 |
1.3005 |
1.3005 |
1.2803 |
|
| R1 |
1.2881 |
1.2881 |
1.2780 |
1.2817 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2720 |
| S1 |
1.2628 |
1.2628 |
1.2734 |
1.2564 |
| S2 |
1.2499 |
1.2499 |
1.2711 |
|
| S3 |
1.2246 |
1.2375 |
1.2687 |
|
| S4 |
1.1993 |
1.2122 |
1.2618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2876 |
1.2623 |
0.0253 |
2.0% |
0.0104 |
0.8% |
53% |
False |
False |
95,612 |
| 10 |
1.2999 |
1.2623 |
0.0376 |
2.9% |
0.0113 |
0.9% |
36% |
False |
False |
94,502 |
| 20 |
1.3146 |
1.2623 |
0.0523 |
4.1% |
0.0109 |
0.9% |
26% |
False |
False |
99,541 |
| 40 |
1.3146 |
1.2457 |
0.0689 |
5.4% |
0.0104 |
0.8% |
44% |
False |
False |
99,004 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0099 |
0.8% |
52% |
False |
False |
66,799 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0092 |
0.7% |
52% |
False |
False |
50,176 |
| 100 |
1.3146 |
1.2063 |
0.1083 |
8.5% |
0.0087 |
0.7% |
64% |
False |
False |
40,171 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0083 |
0.6% |
70% |
False |
False |
33,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3395 |
|
2.618 |
1.3165 |
|
1.618 |
1.3024 |
|
1.000 |
1.2937 |
|
0.618 |
1.2883 |
|
HIGH |
1.2796 |
|
0.618 |
1.2742 |
|
0.500 |
1.2726 |
|
0.382 |
1.2709 |
|
LOW |
1.2655 |
|
0.618 |
1.2568 |
|
1.000 |
1.2514 |
|
1.618 |
1.2427 |
|
2.618 |
1.2286 |
|
4.250 |
1.2056 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2743 |
| PP |
1.2736 |
1.2729 |
| S1 |
1.2726 |
1.2716 |
|