CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2937 |
1.2801 |
-0.0136 |
-1.1% |
1.2850 |
| High |
1.2981 |
1.2883 |
-0.0098 |
-0.8% |
1.2981 |
| Low |
1.2785 |
1.2763 |
-0.0022 |
-0.2% |
1.2763 |
| Close |
1.2801 |
1.2858 |
0.0057 |
0.4% |
1.2858 |
| Range |
0.0196 |
0.0120 |
-0.0076 |
-38.8% |
0.0218 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
310 |
158 |
-152 |
-49.0% |
1,318 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3146 |
1.2924 |
|
| R3 |
1.3075 |
1.3026 |
1.2891 |
|
| R2 |
1.2955 |
1.2955 |
1.2880 |
|
| R1 |
1.2906 |
1.2906 |
1.2869 |
1.2931 |
| PP |
1.2835 |
1.2835 |
1.2835 |
1.2847 |
| S1 |
1.2786 |
1.2786 |
1.2847 |
1.2811 |
| S2 |
1.2715 |
1.2715 |
1.2836 |
|
| S3 |
1.2595 |
1.2666 |
1.2825 |
|
| S4 |
1.2475 |
1.2546 |
1.2792 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3521 |
1.3408 |
1.2978 |
|
| R3 |
1.3303 |
1.3190 |
1.2918 |
|
| R2 |
1.3085 |
1.3085 |
1.2898 |
|
| R1 |
1.2972 |
1.2972 |
1.2878 |
1.3029 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2896 |
| S1 |
1.2754 |
1.2754 |
1.2838 |
1.2811 |
| S2 |
1.2649 |
1.2649 |
1.2818 |
|
| S3 |
1.2431 |
1.2536 |
1.2798 |
|
| S4 |
1.2213 |
1.2318 |
1.2738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2981 |
1.2763 |
0.0218 |
1.7% |
0.0113 |
0.9% |
44% |
False |
True |
263 |
| 10 |
1.3111 |
1.2763 |
0.0348 |
2.7% |
0.0104 |
0.8% |
27% |
False |
True |
275 |
| 20 |
1.3133 |
1.2593 |
0.0540 |
4.2% |
0.0095 |
0.7% |
49% |
False |
False |
483 |
| 40 |
1.3133 |
1.2438 |
0.0695 |
5.4% |
0.0081 |
0.6% |
60% |
False |
False |
544 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0063 |
0.5% |
65% |
False |
False |
377 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0053 |
0.4% |
65% |
False |
False |
297 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0051 |
0.4% |
78% |
False |
False |
299 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0048 |
0.4% |
78% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3393 |
|
2.618 |
1.3197 |
|
1.618 |
1.3077 |
|
1.000 |
1.3003 |
|
0.618 |
1.2957 |
|
HIGH |
1.2883 |
|
0.618 |
1.2837 |
|
0.500 |
1.2823 |
|
0.382 |
1.2809 |
|
LOW |
1.2763 |
|
0.618 |
1.2689 |
|
1.000 |
1.2643 |
|
1.618 |
1.2569 |
|
2.618 |
1.2449 |
|
4.250 |
1.2253 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2846 |
1.2872 |
| PP |
1.2835 |
1.2867 |
| S1 |
1.2823 |
1.2863 |
|