CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3015 |
-0.0071 |
-0.5% |
1.2817 |
| High |
1.3111 |
1.3018 |
-0.0093 |
-0.7% |
1.3133 |
| Low |
1.3025 |
1.2878 |
-0.0147 |
-1.1% |
1.2750 |
| Close |
1.3039 |
1.2927 |
-0.0112 |
-0.9% |
1.3094 |
| Range |
0.0086 |
0.0140 |
0.0054 |
62.8% |
0.0383 |
| ATR |
0.0081 |
0.0086 |
0.0006 |
7.1% |
0.0000 |
| Volume |
219 |
293 |
74 |
33.8% |
3,525 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3284 |
1.3004 |
|
| R3 |
1.3221 |
1.3144 |
1.2966 |
|
| R2 |
1.3081 |
1.3081 |
1.2953 |
|
| R1 |
1.3004 |
1.3004 |
1.2940 |
1.2973 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2925 |
| S1 |
1.2864 |
1.2864 |
1.2914 |
1.2833 |
| S2 |
1.2801 |
1.2801 |
1.2901 |
|
| S3 |
1.2661 |
1.2724 |
1.2889 |
|
| S4 |
1.2521 |
1.2584 |
1.2850 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4141 |
1.4001 |
1.3305 |
|
| R3 |
1.3758 |
1.3618 |
1.3199 |
|
| R2 |
1.3375 |
1.3375 |
1.3164 |
|
| R1 |
1.3235 |
1.3235 |
1.3129 |
1.3305 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.3028 |
| S1 |
1.2852 |
1.2852 |
1.3059 |
1.2922 |
| S2 |
1.2609 |
1.2609 |
1.3024 |
|
| S3 |
1.2226 |
1.2469 |
1.2989 |
|
| S4 |
1.1843 |
1.2086 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3133 |
1.2878 |
0.0255 |
2.0% |
0.0091 |
0.7% |
19% |
False |
True |
562 |
| 10 |
1.3133 |
1.2667 |
0.0466 |
3.6% |
0.0093 |
0.7% |
56% |
False |
False |
726 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0084 |
0.6% |
62% |
False |
False |
509 |
| 40 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0065 |
0.5% |
74% |
False |
False |
520 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0054 |
0.4% |
74% |
False |
False |
349 |
| 80 |
1.3133 |
1.2325 |
0.0808 |
6.3% |
0.0047 |
0.4% |
75% |
False |
False |
277 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.5% |
0.0046 |
0.4% |
83% |
False |
False |
321 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.5% |
0.0044 |
0.3% |
83% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3385 |
|
1.618 |
1.3245 |
|
1.000 |
1.3158 |
|
0.618 |
1.3105 |
|
HIGH |
1.3018 |
|
0.618 |
1.2965 |
|
0.500 |
1.2948 |
|
0.382 |
1.2931 |
|
LOW |
1.2878 |
|
0.618 |
1.2791 |
|
1.000 |
1.2738 |
|
1.618 |
1.2651 |
|
2.618 |
1.2511 |
|
4.250 |
1.2283 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2948 |
1.2995 |
| PP |
1.2941 |
1.2972 |
| S1 |
1.2934 |
1.2950 |
|