CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2691 |
1.2731 |
0.0040 |
0.3% |
1.2688 |
| High |
1.2767 |
1.2838 |
0.0071 |
0.6% |
1.2838 |
| Low |
1.2667 |
1.2716 |
0.0049 |
0.4% |
1.2667 |
| Close |
1.2730 |
1.2830 |
0.0100 |
0.8% |
1.2830 |
| Range |
0.0100 |
0.0122 |
0.0022 |
22.0% |
0.0171 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.4% |
0.0000 |
| Volume |
2,100 |
562 |
-1,538 |
-73.2% |
3,160 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3117 |
1.2897 |
|
| R3 |
1.3039 |
1.2995 |
1.2864 |
|
| R2 |
1.2917 |
1.2917 |
1.2852 |
|
| R1 |
1.2873 |
1.2873 |
1.2841 |
1.2895 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2806 |
| S1 |
1.2751 |
1.2751 |
1.2819 |
1.2773 |
| S2 |
1.2673 |
1.2673 |
1.2808 |
|
| S3 |
1.2551 |
1.2629 |
1.2796 |
|
| S4 |
1.2429 |
1.2507 |
1.2763 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3232 |
1.2924 |
|
| R3 |
1.3120 |
1.3061 |
1.2877 |
|
| R2 |
1.2949 |
1.2949 |
1.2861 |
|
| R1 |
1.2890 |
1.2890 |
1.2846 |
1.2920 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2793 |
| S1 |
1.2719 |
1.2719 |
1.2814 |
1.2749 |
| S2 |
1.2607 |
1.2607 |
1.2799 |
|
| S3 |
1.2436 |
1.2548 |
1.2783 |
|
| S4 |
1.2265 |
1.2377 |
1.2736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2838 |
1.2593 |
0.0245 |
1.9% |
0.0083 |
0.6% |
97% |
True |
False |
679 |
| 10 |
1.2838 |
1.2588 |
0.0250 |
1.9% |
0.0074 |
0.6% |
97% |
True |
False |
509 |
| 20 |
1.2859 |
1.2509 |
0.0350 |
2.7% |
0.0076 |
0.6% |
92% |
False |
False |
660 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0054 |
0.4% |
94% |
False |
False |
405 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0045 |
0.4% |
94% |
False |
False |
273 |
| 80 |
1.2859 |
1.2052 |
0.0807 |
6.3% |
0.0042 |
0.3% |
96% |
False |
False |
220 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.4% |
0.0042 |
0.3% |
97% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.3157 |
|
1.618 |
1.3035 |
|
1.000 |
1.2960 |
|
0.618 |
1.2913 |
|
HIGH |
1.2838 |
|
0.618 |
1.2791 |
|
0.500 |
1.2777 |
|
0.382 |
1.2763 |
|
LOW |
1.2716 |
|
0.618 |
1.2641 |
|
1.000 |
1.2594 |
|
1.618 |
1.2519 |
|
2.618 |
1.2397 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2812 |
1.2804 |
| PP |
1.2795 |
1.2778 |
| S1 |
1.2777 |
1.2753 |
|