CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2827 |
1.2875 |
0.0048 |
0.4% |
1.3083 |
| High |
1.2900 |
1.2956 |
0.0056 |
0.4% |
1.3111 |
| Low |
1.2812 |
1.2875 |
0.0063 |
0.5% |
1.2816 |
| Close |
1.2893 |
1.2956 |
0.0063 |
0.5% |
1.2857 |
| Range |
0.0088 |
0.0081 |
-0.0007 |
-8.0% |
0.0295 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
50 |
92 |
42 |
84.0% |
1,433 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3145 |
1.3001 |
|
| R3 |
1.3091 |
1.3064 |
1.2978 |
|
| R2 |
1.3010 |
1.3010 |
1.2971 |
|
| R1 |
1.2983 |
1.2983 |
1.2963 |
1.2997 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2936 |
| S1 |
1.2902 |
1.2902 |
1.2949 |
1.2916 |
| S2 |
1.2848 |
1.2848 |
1.2941 |
|
| S3 |
1.2767 |
1.2821 |
1.2934 |
|
| S4 |
1.2686 |
1.2740 |
1.2911 |
|
|
| 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 |
1.2961 |
1.2801 |
0.0160 |
1.2% |
0.0090 |
0.7% |
97% |
False |
False |
240 |
| 10 |
1.3133 |
1.2801 |
0.0332 |
2.6% |
0.0091 |
0.7% |
47% |
False |
False |
401 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0088 |
0.7% |
68% |
False |
False |
476 |
| 40 |
1.3133 |
1.2393 |
0.0740 |
5.7% |
0.0075 |
0.6% |
76% |
False |
False |
546 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0059 |
0.5% |
78% |
False |
False |
369 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0051 |
0.4% |
78% |
False |
False |
292 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.5% |
0.0050 |
0.4% |
86% |
False |
False |
332 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.5% |
0.0047 |
0.4% |
86% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3300 |
|
2.618 |
1.3168 |
|
1.618 |
1.3087 |
|
1.000 |
1.3037 |
|
0.618 |
1.3006 |
|
HIGH |
1.2956 |
|
0.618 |
1.2925 |
|
0.500 |
1.2916 |
|
0.382 |
1.2906 |
|
LOW |
1.2875 |
|
0.618 |
1.2825 |
|
1.000 |
1.2794 |
|
1.618 |
1.2744 |
|
2.618 |
1.2663 |
|
4.250 |
1.2531 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2943 |
1.2930 |
| PP |
1.2929 |
1.2904 |
| S1 |
1.2916 |
1.2879 |
|