CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2713 |
1.2756 |
0.0043 |
0.3% |
1.2854 |
| High |
1.2796 |
1.2793 |
-0.0003 |
0.0% |
1.2876 |
| Low |
1.2655 |
1.2717 |
0.0062 |
0.5% |
1.2623 |
| Close |
1.2757 |
1.2787 |
0.0030 |
0.2% |
1.2757 |
| Range |
0.0141 |
0.0076 |
-0.0065 |
-46.1% |
0.0253 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
93,962 |
57,872 |
-36,090 |
-38.4% |
478,064 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2994 |
1.2966 |
1.2829 |
|
| R3 |
1.2918 |
1.2890 |
1.2808 |
|
| R2 |
1.2842 |
1.2842 |
1.2801 |
|
| R1 |
1.2814 |
1.2814 |
1.2794 |
1.2828 |
| PP |
1.2766 |
1.2766 |
1.2766 |
1.2773 |
| S1 |
1.2738 |
1.2738 |
1.2780 |
1.2752 |
| S2 |
1.2690 |
1.2690 |
1.2773 |
|
| S3 |
1.2614 |
1.2662 |
1.2766 |
|
| S4 |
1.2538 |
1.2586 |
1.2745 |
|
|
| 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 |
1.2844 |
1.2623 |
0.0221 |
1.7% |
0.0110 |
0.9% |
74% |
False |
False |
94,395 |
| 10 |
1.2999 |
1.2623 |
0.0376 |
2.9% |
0.0112 |
0.9% |
44% |
False |
False |
92,332 |
| 20 |
1.3146 |
1.2623 |
0.0523 |
4.1% |
0.0107 |
0.8% |
31% |
False |
False |
97,249 |
| 40 |
1.3146 |
1.2507 |
0.0639 |
5.0% |
0.0103 |
0.8% |
44% |
False |
False |
100,139 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0099 |
0.8% |
56% |
False |
False |
67,762 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0092 |
0.7% |
56% |
False |
False |
50,866 |
| 100 |
1.3146 |
1.2092 |
0.1054 |
8.2% |
0.0087 |
0.7% |
66% |
False |
False |
40,747 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0083 |
0.6% |
72% |
False |
False |
33,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3116 |
|
2.618 |
1.2992 |
|
1.618 |
1.2916 |
|
1.000 |
1.2869 |
|
0.618 |
1.2840 |
|
HIGH |
1.2793 |
|
0.618 |
1.2764 |
|
0.500 |
1.2755 |
|
0.382 |
1.2746 |
|
LOW |
1.2717 |
|
0.618 |
1.2670 |
|
1.000 |
1.2641 |
|
1.618 |
1.2594 |
|
2.618 |
1.2518 |
|
4.250 |
1.2394 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2776 |
1.2761 |
| PP |
1.2766 |
1.2735 |
| S1 |
1.2755 |
1.2710 |
|