CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2801 |
1.2853 |
0.0052 |
0.4% |
1.2850 |
| High |
1.2883 |
1.2867 |
-0.0016 |
-0.1% |
1.2981 |
| Low |
1.2763 |
1.2837 |
0.0074 |
0.6% |
1.2763 |
| Close |
1.2858 |
1.2837 |
-0.0021 |
-0.2% |
1.2858 |
| Range |
0.0120 |
0.0030 |
-0.0090 |
-75.0% |
0.0218 |
| ATR |
0.0097 |
0.0092 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
158 |
79 |
-79 |
-50.0% |
1,318 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2937 |
1.2917 |
1.2854 |
|
| R3 |
1.2907 |
1.2887 |
1.2845 |
|
| R2 |
1.2877 |
1.2877 |
1.2843 |
|
| R1 |
1.2857 |
1.2857 |
1.2840 |
1.2852 |
| PP |
1.2847 |
1.2847 |
1.2847 |
1.2845 |
| S1 |
1.2827 |
1.2827 |
1.2834 |
1.2822 |
| S2 |
1.2817 |
1.2817 |
1.2832 |
|
| S3 |
1.2787 |
1.2797 |
1.2829 |
|
| S4 |
1.2757 |
1.2767 |
1.2821 |
|
|
| 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% |
0.0103 |
0.8% |
34% |
False |
False |
137 |
| 10 |
1.3111 |
1.2763 |
0.0348 |
2.7% |
0.0102 |
0.8% |
21% |
False |
False |
226 |
| 20 |
1.3133 |
1.2667 |
0.0466 |
3.6% |
0.0090 |
0.7% |
36% |
False |
False |
475 |
| 40 |
1.3133 |
1.2438 |
0.0695 |
5.4% |
0.0080 |
0.6% |
57% |
False |
False |
545 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0063 |
0.5% |
63% |
False |
False |
376 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0053 |
0.4% |
63% |
False |
False |
298 |
| 100 |
1.3133 |
1.1925 |
0.1208 |
9.4% |
0.0051 |
0.4% |
75% |
False |
False |
265 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0048 |
0.4% |
76% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2995 |
|
2.618 |
1.2946 |
|
1.618 |
1.2916 |
|
1.000 |
1.2897 |
|
0.618 |
1.2886 |
|
HIGH |
1.2867 |
|
0.618 |
1.2856 |
|
0.500 |
1.2852 |
|
0.382 |
1.2848 |
|
LOW |
1.2837 |
|
0.618 |
1.2818 |
|
1.000 |
1.2807 |
|
1.618 |
1.2788 |
|
2.618 |
1.2758 |
|
4.250 |
1.2710 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.2872 |
| PP |
1.2847 |
1.2860 |
| S1 |
1.2842 |
1.2849 |
|