CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2731 |
1.2817 |
0.0086 |
0.7% |
1.2688 |
| High |
1.2838 |
1.2855 |
0.0017 |
0.1% |
1.2838 |
| Low |
1.2716 |
1.2750 |
0.0034 |
0.3% |
1.2667 |
| Close |
1.2830 |
1.2848 |
0.0018 |
0.1% |
1.2830 |
| Range |
0.0122 |
0.0105 |
-0.0017 |
-13.9% |
0.0171 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.4% |
0.0000 |
| Volume |
562 |
796 |
234 |
41.6% |
3,160 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3133 |
1.3095 |
1.2906 |
|
| R3 |
1.3028 |
1.2990 |
1.2877 |
|
| R2 |
1.2923 |
1.2923 |
1.2867 |
|
| R1 |
1.2885 |
1.2885 |
1.2858 |
1.2904 |
| PP |
1.2818 |
1.2818 |
1.2818 |
1.2827 |
| S1 |
1.2780 |
1.2780 |
1.2838 |
1.2799 |
| S2 |
1.2713 |
1.2713 |
1.2829 |
|
| S3 |
1.2608 |
1.2675 |
1.2819 |
|
| S4 |
1.2503 |
1.2570 |
1.2790 |
|
|
| 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 |
1.2855 |
1.2667 |
0.0188 |
1.5% |
0.0079 |
0.6% |
96% |
True |
False |
791 |
| 10 |
1.2855 |
1.2588 |
0.0267 |
2.1% |
0.0078 |
0.6% |
97% |
True |
False |
466 |
| 20 |
1.2859 |
1.2509 |
0.0350 |
2.7% |
0.0081 |
0.6% |
97% |
False |
False |
700 |
| 40 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0057 |
0.4% |
98% |
False |
False |
425 |
| 60 |
1.2859 |
1.2336 |
0.0523 |
4.1% |
0.0047 |
0.4% |
98% |
False |
False |
286 |
| 80 |
1.2859 |
1.2168 |
0.0691 |
5.4% |
0.0042 |
0.3% |
98% |
False |
False |
230 |
| 100 |
1.2859 |
1.1904 |
0.0955 |
7.4% |
0.0043 |
0.3% |
99% |
False |
False |
284 |
| 120 |
1.2859 |
1.1904 |
0.0955 |
7.4% |
0.0041 |
0.3% |
99% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3301 |
|
2.618 |
1.3130 |
|
1.618 |
1.3025 |
|
1.000 |
1.2960 |
|
0.618 |
1.2920 |
|
HIGH |
1.2855 |
|
0.618 |
1.2815 |
|
0.500 |
1.2803 |
|
0.382 |
1.2790 |
|
LOW |
1.2750 |
|
0.618 |
1.2685 |
|
1.000 |
1.2645 |
|
1.618 |
1.2580 |
|
2.618 |
1.2475 |
|
4.250 |
1.2304 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2833 |
1.2819 |
| PP |
1.2818 |
1.2790 |
| S1 |
1.2803 |
1.2761 |
|