CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2817 |
1.2859 |
0.0042 |
0.3% |
1.2688 |
| High |
1.2855 |
1.2920 |
0.0065 |
0.5% |
1.2838 |
| Low |
1.2750 |
1.2859 |
0.0109 |
0.9% |
1.2667 |
| Close |
1.2848 |
1.2920 |
0.0072 |
0.6% |
1.2830 |
| Range |
0.0105 |
0.0061 |
-0.0044 |
-41.9% |
0.0171 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
796 |
196 |
-600 |
-75.4% |
3,160 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3083 |
1.3062 |
1.2954 |
|
| R3 |
1.3022 |
1.3001 |
1.2937 |
|
| R2 |
1.2961 |
1.2961 |
1.2931 |
|
| R1 |
1.2940 |
1.2940 |
1.2926 |
1.2951 |
| PP |
1.2900 |
1.2900 |
1.2900 |
1.2905 |
| S1 |
1.2879 |
1.2879 |
1.2914 |
1.2890 |
| S2 |
1.2839 |
1.2839 |
1.2909 |
|
| S3 |
1.2778 |
1.2818 |
1.2903 |
|
| S4 |
1.2717 |
1.2757 |
1.2886 |
|
|
| 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 |
1.2920 |
1.2667 |
0.0253 |
2.0% |
0.0084 |
0.7% |
100% |
True |
False |
787 |
| 10 |
1.2920 |
1.2588 |
0.0332 |
2.6% |
0.0080 |
0.6% |
100% |
True |
False |
479 |
| 20 |
1.2920 |
1.2509 |
0.0411 |
3.2% |
0.0081 |
0.6% |
100% |
True |
False |
658 |
| 40 |
1.2920 |
1.2336 |
0.0584 |
4.5% |
0.0056 |
0.4% |
100% |
True |
False |
430 |
| 60 |
1.2920 |
1.2336 |
0.0584 |
4.5% |
0.0048 |
0.4% |
100% |
True |
False |
289 |
| 80 |
1.2920 |
1.2168 |
0.0752 |
5.8% |
0.0042 |
0.3% |
100% |
True |
False |
232 |
| 100 |
1.2920 |
1.1904 |
0.1016 |
7.9% |
0.0044 |
0.3% |
100% |
True |
False |
286 |
| 120 |
1.2920 |
1.1904 |
0.1016 |
7.9% |
0.0040 |
0.3% |
100% |
True |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3179 |
|
2.618 |
1.3080 |
|
1.618 |
1.3019 |
|
1.000 |
1.2981 |
|
0.618 |
1.2958 |
|
HIGH |
1.2920 |
|
0.618 |
1.2897 |
|
0.500 |
1.2890 |
|
0.382 |
1.2882 |
|
LOW |
1.2859 |
|
0.618 |
1.2821 |
|
1.000 |
1.2798 |
|
1.618 |
1.2760 |
|
2.618 |
1.2699 |
|
4.250 |
1.2600 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2886 |
| PP |
1.2900 |
1.2852 |
| S1 |
1.2890 |
1.2818 |
|