CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2688 |
1.2691 |
0.0003 |
0.0% |
1.2725 |
| High |
1.2708 |
1.2718 |
0.0010 |
0.1% |
1.2747 |
| Low |
1.2672 |
1.2685 |
0.0013 |
0.1% |
1.2588 |
| Close |
1.2681 |
1.2685 |
0.0004 |
0.0% |
1.2686 |
| Range |
0.0036 |
0.0033 |
-0.0003 |
-8.3% |
0.0159 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
215 |
283 |
68 |
31.6% |
709 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2795 |
1.2773 |
1.2703 |
|
| R3 |
1.2762 |
1.2740 |
1.2694 |
|
| R2 |
1.2729 |
1.2729 |
1.2691 |
|
| R1 |
1.2707 |
1.2707 |
1.2688 |
1.2702 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2693 |
| S1 |
1.2674 |
1.2674 |
1.2682 |
1.2669 |
| S2 |
1.2663 |
1.2663 |
1.2679 |
|
| S3 |
1.2630 |
1.2641 |
1.2676 |
|
| S4 |
1.2597 |
1.2608 |
1.2667 |
|
|
| 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 |
1.2728 |
1.2588 |
0.0140 |
1.1% |
0.0076 |
0.6% |
69% |
False |
False |
213 |
| 10 |
1.2848 |
1.2588 |
0.0260 |
2.0% |
0.0074 |
0.6% |
37% |
False |
False |
292 |
| 20 |
1.2859 |
1.2447 |
0.0412 |
3.2% |
0.0067 |
0.5% |
58% |
False |
False |
611 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0049 |
0.4% |
67% |
False |
False |
339 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0042 |
0.3% |
67% |
False |
False |
228 |
| 80 |
1.2859 |
1.2052 |
0.0807 |
6.4% |
0.0039 |
0.3% |
78% |
False |
False |
187 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0041 |
0.3% |
82% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2858 |
|
2.618 |
1.2804 |
|
1.618 |
1.2771 |
|
1.000 |
1.2751 |
|
0.618 |
1.2738 |
|
HIGH |
1.2718 |
|
0.618 |
1.2705 |
|
0.500 |
1.2702 |
|
0.382 |
1.2698 |
|
LOW |
1.2685 |
|
0.618 |
1.2665 |
|
1.000 |
1.2652 |
|
1.618 |
1.2632 |
|
2.618 |
1.2599 |
|
4.250 |
1.2545 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2702 |
1.2675 |
| PP |
1.2696 |
1.2665 |
| S1 |
1.2691 |
1.2656 |
|