CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2818 |
1.2778 |
-0.0040 |
-0.3% |
1.2850 |
| High |
1.2828 |
1.2783 |
-0.0045 |
-0.4% |
1.2981 |
| Low |
1.2755 |
1.2684 |
-0.0071 |
-0.6% |
1.2763 |
| Close |
1.2772 |
1.2720 |
-0.0052 |
-0.4% |
1.2858 |
| Range |
0.0073 |
0.0099 |
0.0026 |
35.6% |
0.0218 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.6% |
0.0000 |
| Volume |
286 |
189 |
-97 |
-33.9% |
1,318 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2972 |
1.2774 |
|
| R3 |
1.2927 |
1.2873 |
1.2747 |
|
| R2 |
1.2828 |
1.2828 |
1.2738 |
|
| R1 |
1.2774 |
1.2774 |
1.2729 |
1.2752 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2718 |
| S1 |
1.2675 |
1.2675 |
1.2711 |
1.2653 |
| S2 |
1.2630 |
1.2630 |
1.2702 |
|
| S3 |
1.2531 |
1.2576 |
1.2693 |
|
| S4 |
1.2432 |
1.2477 |
1.2666 |
|
|
| 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 |
1.2684 |
0.0297 |
2.3% |
0.0104 |
0.8% |
12% |
False |
True |
204 |
| 10 |
1.2981 |
1.2684 |
0.0297 |
2.3% |
0.0097 |
0.8% |
12% |
False |
True |
222 |
| 20 |
1.3133 |
1.2667 |
0.0466 |
3.7% |
0.0095 |
0.7% |
11% |
False |
False |
474 |
| 40 |
1.3133 |
1.2447 |
0.0686 |
5.4% |
0.0081 |
0.6% |
40% |
False |
False |
543 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0064 |
0.5% |
48% |
False |
False |
384 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0055 |
0.4% |
48% |
False |
False |
290 |
| 100 |
1.3133 |
1.2052 |
0.1081 |
8.5% |
0.0050 |
0.4% |
62% |
False |
False |
244 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0050 |
0.4% |
66% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.3042 |
|
1.618 |
1.2943 |
|
1.000 |
1.2882 |
|
0.618 |
1.2844 |
|
HIGH |
1.2783 |
|
0.618 |
1.2745 |
|
0.500 |
1.2734 |
|
0.382 |
1.2722 |
|
LOW |
1.2684 |
|
0.618 |
1.2623 |
|
1.000 |
1.2585 |
|
1.618 |
1.2524 |
|
2.618 |
1.2425 |
|
4.250 |
1.2263 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2776 |
| PP |
1.2729 |
1.2757 |
| S1 |
1.2725 |
1.2739 |
|