CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2626 |
1.2688 |
0.0062 |
0.5% |
1.2725 |
| High |
1.2717 |
1.2708 |
-0.0009 |
-0.1% |
1.2747 |
| Low |
1.2593 |
1.2672 |
0.0079 |
0.6% |
1.2588 |
| Close |
1.2686 |
1.2681 |
-0.0005 |
0.0% |
1.2686 |
| Range |
0.0124 |
0.0036 |
-0.0088 |
-71.0% |
0.0159 |
| ATR |
0.0080 |
0.0076 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
239 |
215 |
-24 |
-10.0% |
709 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2795 |
1.2774 |
1.2701 |
|
| R3 |
1.2759 |
1.2738 |
1.2691 |
|
| R2 |
1.2723 |
1.2723 |
1.2688 |
|
| R1 |
1.2702 |
1.2702 |
1.2684 |
1.2695 |
| PP |
1.2687 |
1.2687 |
1.2687 |
1.2683 |
| S1 |
1.2666 |
1.2666 |
1.2678 |
1.2659 |
| S2 |
1.2651 |
1.2651 |
1.2674 |
|
| S3 |
1.2615 |
1.2630 |
1.2671 |
|
| S4 |
1.2579 |
1.2594 |
1.2661 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3077 |
1.2773 |
|
| R3 |
1.2992 |
1.2918 |
1.2730 |
|
| R2 |
1.2833 |
1.2833 |
1.2715 |
|
| R1 |
1.2759 |
1.2759 |
1.2701 |
1.2717 |
| PP |
1.2674 |
1.2674 |
1.2674 |
1.2652 |
| S1 |
1.2600 |
1.2600 |
1.2671 |
1.2558 |
| S2 |
1.2515 |
1.2515 |
1.2657 |
|
| S3 |
1.2356 |
1.2441 |
1.2642 |
|
| S4 |
1.2197 |
1.2282 |
1.2599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2747 |
1.2588 |
0.0159 |
1.3% |
0.0076 |
0.6% |
58% |
False |
False |
171 |
| 10 |
1.2850 |
1.2588 |
0.0262 |
2.1% |
0.0083 |
0.7% |
35% |
False |
False |
338 |
| 20 |
1.2859 |
1.2438 |
0.0421 |
3.3% |
0.0067 |
0.5% |
58% |
False |
False |
625 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0050 |
0.4% |
66% |
False |
False |
332 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0041 |
0.3% |
66% |
False |
False |
223 |
| 80 |
1.2859 |
1.1999 |
0.0860 |
6.8% |
0.0041 |
0.3% |
79% |
False |
False |
194 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0040 |
0.3% |
81% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2861 |
|
2.618 |
1.2802 |
|
1.618 |
1.2766 |
|
1.000 |
1.2744 |
|
0.618 |
1.2730 |
|
HIGH |
1.2708 |
|
0.618 |
1.2694 |
|
0.500 |
1.2690 |
|
0.382 |
1.2686 |
|
LOW |
1.2672 |
|
0.618 |
1.2650 |
|
1.000 |
1.2636 |
|
1.618 |
1.2614 |
|
2.618 |
1.2578 |
|
4.250 |
1.2519 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2690 |
1.2672 |
| PP |
1.2687 |
1.2662 |
| S1 |
1.2684 |
1.2653 |
|