CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2853 |
1.2818 |
-0.0035 |
-0.3% |
1.2850 |
| High |
1.2867 |
1.2828 |
-0.0039 |
-0.3% |
1.2981 |
| Low |
1.2837 |
1.2755 |
-0.0082 |
-0.6% |
1.2763 |
| Close |
1.2837 |
1.2772 |
-0.0065 |
-0.5% |
1.2858 |
| Range |
0.0030 |
0.0073 |
0.0043 |
143.3% |
0.0218 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79 |
286 |
207 |
262.0% |
1,318 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3004 |
1.2961 |
1.2812 |
|
| R3 |
1.2931 |
1.2888 |
1.2792 |
|
| R2 |
1.2858 |
1.2858 |
1.2785 |
|
| R1 |
1.2815 |
1.2815 |
1.2779 |
1.2800 |
| PP |
1.2785 |
1.2785 |
1.2785 |
1.2778 |
| S1 |
1.2742 |
1.2742 |
1.2765 |
1.2727 |
| S2 |
1.2712 |
1.2712 |
1.2759 |
|
| S3 |
1.2639 |
1.2669 |
1.2752 |
|
| S4 |
1.2566 |
1.2596 |
1.2732 |
|
|
| 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 |
1.2755 |
0.0226 |
1.8% |
0.0100 |
0.8% |
8% |
False |
True |
185 |
| 10 |
1.3018 |
1.2755 |
0.0263 |
2.1% |
0.0101 |
0.8% |
6% |
False |
True |
232 |
| 20 |
1.3133 |
1.2667 |
0.0466 |
3.6% |
0.0092 |
0.7% |
23% |
False |
False |
479 |
| 40 |
1.3133 |
1.2438 |
0.0695 |
5.4% |
0.0079 |
0.6% |
48% |
False |
False |
552 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0064 |
0.5% |
55% |
False |
False |
381 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0054 |
0.4% |
55% |
False |
False |
287 |
| 100 |
1.3133 |
1.1999 |
0.1134 |
8.9% |
0.0051 |
0.4% |
68% |
False |
False |
251 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0049 |
0.4% |
71% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3138 |
|
2.618 |
1.3019 |
|
1.618 |
1.2946 |
|
1.000 |
1.2901 |
|
0.618 |
1.2873 |
|
HIGH |
1.2828 |
|
0.618 |
1.2800 |
|
0.500 |
1.2792 |
|
0.382 |
1.2783 |
|
LOW |
1.2755 |
|
0.618 |
1.2710 |
|
1.000 |
1.2682 |
|
1.618 |
1.2637 |
|
2.618 |
1.2564 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2792 |
1.2819 |
| PP |
1.2785 |
1.2803 |
| S1 |
1.2779 |
1.2788 |
|