CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2875 |
1.2937 |
0.0062 |
0.5% |
1.3083 |
| High |
1.2956 |
1.2981 |
0.0025 |
0.2% |
1.3111 |
| Low |
1.2875 |
1.2785 |
-0.0090 |
-0.7% |
1.2816 |
| Close |
1.2956 |
1.2801 |
-0.0155 |
-1.2% |
1.2857 |
| Range |
0.0081 |
0.0196 |
0.0115 |
142.0% |
0.0295 |
| ATR |
0.0087 |
0.0095 |
0.0008 |
8.9% |
0.0000 |
| Volume |
92 |
310 |
218 |
237.0% |
1,433 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3444 |
1.3318 |
1.2909 |
|
| R3 |
1.3248 |
1.3122 |
1.2855 |
|
| R2 |
1.3052 |
1.3052 |
1.2837 |
|
| R1 |
1.2926 |
1.2926 |
1.2819 |
1.2891 |
| PP |
1.2856 |
1.2856 |
1.2856 |
1.2838 |
| S1 |
1.2730 |
1.2730 |
1.2783 |
1.2695 |
| S2 |
1.2660 |
1.2660 |
1.2765 |
|
| S3 |
1.2464 |
1.2534 |
1.2747 |
|
| S4 |
1.2268 |
1.2338 |
1.2693 |
|
|
| 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 |
1.2981 |
1.2785 |
0.0196 |
1.5% |
0.0106 |
0.8% |
8% |
True |
True |
282 |
| 10 |
1.3133 |
1.2785 |
0.0348 |
2.7% |
0.0098 |
0.8% |
5% |
False |
True |
273 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0092 |
0.7% |
39% |
False |
False |
483 |
| 40 |
1.3133 |
1.2393 |
0.0740 |
5.8% |
0.0079 |
0.6% |
55% |
False |
False |
553 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0061 |
0.5% |
58% |
False |
False |
374 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0052 |
0.4% |
58% |
False |
False |
296 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0052 |
0.4% |
73% |
False |
False |
317 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0047 |
0.4% |
73% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3814 |
|
2.618 |
1.3494 |
|
1.618 |
1.3298 |
|
1.000 |
1.3177 |
|
0.618 |
1.3102 |
|
HIGH |
1.2981 |
|
0.618 |
1.2906 |
|
0.500 |
1.2883 |
|
0.382 |
1.2860 |
|
LOW |
1.2785 |
|
0.618 |
1.2664 |
|
1.000 |
1.2589 |
|
1.618 |
1.2468 |
|
2.618 |
1.2272 |
|
4.250 |
1.1952 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2883 |
1.2883 |
| PP |
1.2856 |
1.2856 |
| S1 |
1.2828 |
1.2828 |
|