CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2691 |
1.2691 |
0.0000 |
0.0% |
1.2725 |
| High |
1.2718 |
1.2767 |
0.0049 |
0.4% |
1.2747 |
| Low |
1.2685 |
1.2667 |
-0.0018 |
-0.1% |
1.2588 |
| Close |
1.2685 |
1.2730 |
0.0045 |
0.4% |
1.2686 |
| Range |
0.0033 |
0.0100 |
0.0067 |
203.0% |
0.0159 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.6% |
0.0000 |
| Volume |
283 |
2,100 |
1,817 |
642.0% |
709 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3021 |
1.2976 |
1.2785 |
|
| R3 |
1.2921 |
1.2876 |
1.2758 |
|
| R2 |
1.2821 |
1.2821 |
1.2748 |
|
| R1 |
1.2776 |
1.2776 |
1.2739 |
1.2799 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2733 |
| S1 |
1.2676 |
1.2676 |
1.2721 |
1.2699 |
| S2 |
1.2621 |
1.2621 |
1.2712 |
|
| S3 |
1.2521 |
1.2576 |
1.2703 |
|
| S4 |
1.2421 |
1.2476 |
1.2675 |
|
|
| 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 |
1.2767 |
1.2588 |
0.0179 |
1.4% |
0.0071 |
0.6% |
79% |
True |
False |
598 |
| 10 |
1.2848 |
1.2588 |
0.0260 |
2.0% |
0.0073 |
0.6% |
55% |
False |
False |
488 |
| 20 |
1.2859 |
1.2453 |
0.0406 |
3.2% |
0.0072 |
0.6% |
68% |
False |
False |
714 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0051 |
0.4% |
75% |
False |
False |
391 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0043 |
0.3% |
75% |
False |
False |
263 |
| 80 |
1.2859 |
1.2052 |
0.0807 |
6.3% |
0.0040 |
0.3% |
84% |
False |
False |
213 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.5% |
0.0041 |
0.3% |
86% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3192 |
|
2.618 |
1.3029 |
|
1.618 |
1.2929 |
|
1.000 |
1.2867 |
|
0.618 |
1.2829 |
|
HIGH |
1.2767 |
|
0.618 |
1.2729 |
|
0.500 |
1.2717 |
|
0.382 |
1.2705 |
|
LOW |
1.2667 |
|
0.618 |
1.2605 |
|
1.000 |
1.2567 |
|
1.618 |
1.2505 |
|
2.618 |
1.2405 |
|
4.250 |
1.2242 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2726 |
| PP |
1.2721 |
1.2721 |
| S1 |
1.2717 |
1.2717 |
|