CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2870 |
1.2850 |
-0.0020 |
-0.2% |
1.3083 |
| High |
1.2901 |
1.2881 |
-0.0020 |
-0.2% |
1.3111 |
| Low |
1.2816 |
1.2801 |
-0.0015 |
-0.1% |
1.2816 |
| Close |
1.2857 |
1.2824 |
-0.0033 |
-0.3% |
1.2857 |
| Range |
0.0085 |
0.0080 |
-0.0005 |
-5.9% |
0.0295 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
251 |
708 |
457 |
182.1% |
1,433 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3030 |
1.2868 |
|
| R3 |
1.2995 |
1.2950 |
1.2846 |
|
| R2 |
1.2915 |
1.2915 |
1.2839 |
|
| R1 |
1.2870 |
1.2870 |
1.2831 |
1.2853 |
| PP |
1.2835 |
1.2835 |
1.2835 |
1.2827 |
| S1 |
1.2790 |
1.2790 |
1.2817 |
1.2773 |
| S2 |
1.2755 |
1.2755 |
1.2809 |
|
| S3 |
1.2675 |
1.2710 |
1.2802 |
|
| S4 |
1.2595 |
1.2630 |
1.2780 |
|
|
| 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 |
1.2801 |
0.0310 |
2.4% |
0.0102 |
0.8% |
7% |
False |
True |
314 |
| 10 |
1.3133 |
1.2801 |
0.0332 |
2.6% |
0.0089 |
0.7% |
7% |
False |
True |
487 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0084 |
0.7% |
43% |
False |
False |
476 |
| 40 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0072 |
0.6% |
61% |
False |
False |
545 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0058 |
0.5% |
61% |
False |
False |
367 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0050 |
0.4% |
61% |
False |
False |
291 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0049 |
0.4% |
75% |
False |
False |
331 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0046 |
0.4% |
75% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3221 |
|
2.618 |
1.3090 |
|
1.618 |
1.3010 |
|
1.000 |
1.2961 |
|
0.618 |
1.2930 |
|
HIGH |
1.2881 |
|
0.618 |
1.2850 |
|
0.500 |
1.2841 |
|
0.382 |
1.2832 |
|
LOW |
1.2801 |
|
0.618 |
1.2752 |
|
1.000 |
1.2721 |
|
1.618 |
1.2672 |
|
2.618 |
1.2592 |
|
4.250 |
1.2461 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2841 |
1.2881 |
| PP |
1.2835 |
1.2862 |
| S1 |
1.2830 |
1.2843 |
|