CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2778 |
1.2704 |
-0.0074 |
-0.6% |
1.2850 |
| High |
1.2783 |
1.2726 |
-0.0057 |
-0.4% |
1.2981 |
| Low |
1.2684 |
1.2631 |
-0.0053 |
-0.4% |
1.2763 |
| Close |
1.2720 |
1.2704 |
-0.0016 |
-0.1% |
1.2858 |
| Range |
0.0099 |
0.0095 |
-0.0004 |
-4.0% |
0.0218 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.2% |
0.0000 |
| Volume |
189 |
229 |
40 |
21.2% |
1,318 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2933 |
1.2756 |
|
| R3 |
1.2877 |
1.2838 |
1.2730 |
|
| R2 |
1.2782 |
1.2782 |
1.2721 |
|
| R1 |
1.2743 |
1.2743 |
1.2713 |
1.2752 |
| PP |
1.2687 |
1.2687 |
1.2687 |
1.2691 |
| S1 |
1.2648 |
1.2648 |
1.2695 |
1.2657 |
| S2 |
1.2592 |
1.2592 |
1.2687 |
|
| S3 |
1.2497 |
1.2553 |
1.2678 |
|
| S4 |
1.2402 |
1.2458 |
1.2652 |
|
|
| 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 |
1.2883 |
1.2631 |
0.0252 |
2.0% |
0.0083 |
0.7% |
29% |
False |
True |
188 |
| 10 |
1.2981 |
1.2631 |
0.0350 |
2.8% |
0.0095 |
0.7% |
21% |
False |
True |
235 |
| 20 |
1.3133 |
1.2631 |
0.0502 |
4.0% |
0.0095 |
0.7% |
15% |
False |
True |
381 |
| 40 |
1.3133 |
1.2453 |
0.0680 |
5.4% |
0.0083 |
0.7% |
37% |
False |
False |
547 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0066 |
0.5% |
46% |
False |
False |
388 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0056 |
0.4% |
46% |
False |
False |
293 |
| 100 |
1.3133 |
1.2052 |
0.1081 |
8.5% |
0.0051 |
0.4% |
60% |
False |
False |
246 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0050 |
0.4% |
65% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3130 |
|
2.618 |
1.2975 |
|
1.618 |
1.2880 |
|
1.000 |
1.2821 |
|
0.618 |
1.2785 |
|
HIGH |
1.2726 |
|
0.618 |
1.2690 |
|
0.500 |
1.2679 |
|
0.382 |
1.2667 |
|
LOW |
1.2631 |
|
0.618 |
1.2572 |
|
1.000 |
1.2536 |
|
1.618 |
1.2477 |
|
2.618 |
1.2382 |
|
4.250 |
1.2227 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2696 |
1.2730 |
| PP |
1.2687 |
1.2721 |
| S1 |
1.2679 |
1.2713 |
|