CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2933 |
1.2870 |
-0.0063 |
-0.5% |
1.3083 |
| High |
1.2961 |
1.2901 |
-0.0060 |
-0.5% |
1.3111 |
| Low |
1.2843 |
1.2816 |
-0.0027 |
-0.2% |
1.2816 |
| Close |
1.2856 |
1.2857 |
0.0001 |
0.0% |
1.2857 |
| Range |
0.0118 |
0.0085 |
-0.0033 |
-28.0% |
0.0295 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
100 |
251 |
151 |
151.0% |
1,433 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3113 |
1.3070 |
1.2904 |
|
| R3 |
1.3028 |
1.2985 |
1.2880 |
|
| R2 |
1.2943 |
1.2943 |
1.2873 |
|
| R1 |
1.2900 |
1.2900 |
1.2865 |
1.2879 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2848 |
| S1 |
1.2815 |
1.2815 |
1.2849 |
1.2794 |
| S2 |
1.2773 |
1.2773 |
1.2841 |
|
| S3 |
1.2688 |
1.2730 |
1.2834 |
|
| S4 |
1.2603 |
1.2645 |
1.2810 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3813 |
1.3630 |
1.3019 |
|
| R3 |
1.3518 |
1.3335 |
1.2938 |
|
| R2 |
1.3223 |
1.3223 |
1.2911 |
|
| R1 |
1.3040 |
1.3040 |
1.2884 |
1.2984 |
| PP |
1.2928 |
1.2928 |
1.2928 |
1.2900 |
| S1 |
1.2745 |
1.2745 |
1.2830 |
1.2689 |
| S2 |
1.2633 |
1.2633 |
1.2803 |
|
| S3 |
1.2338 |
1.2450 |
1.2776 |
|
| S4 |
1.2043 |
1.2155 |
1.2695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3111 |
1.2816 |
0.0295 |
2.3% |
0.0096 |
0.7% |
14% |
False |
True |
286 |
| 10 |
1.3133 |
1.2750 |
0.0383 |
3.0% |
0.0091 |
0.7% |
28% |
False |
False |
495 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0083 |
0.6% |
49% |
False |
False |
502 |
| 40 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0070 |
0.5% |
65% |
False |
False |
528 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0057 |
0.4% |
65% |
False |
False |
355 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0049 |
0.4% |
65% |
False |
False |
282 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0048 |
0.4% |
78% |
False |
False |
324 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0045 |
0.4% |
78% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3262 |
|
2.618 |
1.3124 |
|
1.618 |
1.3039 |
|
1.000 |
1.2986 |
|
0.618 |
1.2954 |
|
HIGH |
1.2901 |
|
0.618 |
1.2869 |
|
0.500 |
1.2859 |
|
0.382 |
1.2848 |
|
LOW |
1.2816 |
|
0.618 |
1.2763 |
|
1.000 |
1.2731 |
|
1.618 |
1.2678 |
|
2.618 |
1.2593 |
|
4.250 |
1.2455 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2859 |
1.2917 |
| PP |
1.2858 |
1.2897 |
| S1 |
1.2858 |
1.2877 |
|