CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2859 |
1.2922 |
0.0063 |
0.5% |
1.2688 |
| High |
1.2920 |
1.2990 |
0.0070 |
0.5% |
1.2838 |
| Low |
1.2859 |
1.2900 |
0.0041 |
0.3% |
1.2667 |
| Close |
1.2920 |
1.2986 |
0.0066 |
0.5% |
1.2830 |
| Range |
0.0061 |
0.0090 |
0.0029 |
47.5% |
0.0171 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
196 |
802 |
606 |
309.2% |
3,160 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3229 |
1.3197 |
1.3036 |
|
| R3 |
1.3139 |
1.3107 |
1.3011 |
|
| R2 |
1.3049 |
1.3049 |
1.3003 |
|
| R1 |
1.3017 |
1.3017 |
1.2994 |
1.3033 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2967 |
| S1 |
1.2927 |
1.2927 |
1.2978 |
1.2943 |
| S2 |
1.2869 |
1.2869 |
1.2970 |
|
| S3 |
1.2779 |
1.2837 |
1.2961 |
|
| S4 |
1.2689 |
1.2747 |
1.2937 |
|
|
| 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 |
1.2990 |
1.2667 |
0.0323 |
2.5% |
0.0096 |
0.7% |
99% |
True |
False |
891 |
| 10 |
1.2990 |
1.2588 |
0.0402 |
3.1% |
0.0086 |
0.7% |
99% |
True |
False |
552 |
| 20 |
1.2990 |
1.2588 |
0.0402 |
3.1% |
0.0080 |
0.6% |
99% |
True |
False |
651 |
| 40 |
1.2990 |
1.2336 |
0.0654 |
5.0% |
0.0056 |
0.4% |
99% |
True |
False |
449 |
| 60 |
1.2990 |
1.2336 |
0.0654 |
5.0% |
0.0047 |
0.4% |
99% |
True |
False |
302 |
| 80 |
1.2990 |
1.2226 |
0.0764 |
5.9% |
0.0043 |
0.3% |
99% |
True |
False |
242 |
| 100 |
1.2990 |
1.1904 |
0.1086 |
8.4% |
0.0044 |
0.3% |
100% |
True |
False |
293 |
| 120 |
1.2990 |
1.1904 |
0.1086 |
8.4% |
0.0041 |
0.3% |
100% |
True |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3373 |
|
2.618 |
1.3226 |
|
1.618 |
1.3136 |
|
1.000 |
1.3080 |
|
0.618 |
1.3046 |
|
HIGH |
1.2990 |
|
0.618 |
1.2956 |
|
0.500 |
1.2945 |
|
0.382 |
1.2934 |
|
LOW |
1.2900 |
|
0.618 |
1.2844 |
|
1.000 |
1.2810 |
|
1.618 |
1.2754 |
|
2.618 |
1.2664 |
|
4.250 |
1.2518 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2947 |
| PP |
1.2959 |
1.2909 |
| S1 |
1.2945 |
1.2870 |
|