CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2725 |
0.0021 |
0.2% |
1.2853 |
| High |
1.2726 |
1.2790 |
0.0064 |
0.5% |
1.2867 |
| Low |
1.2631 |
1.2656 |
0.0025 |
0.2% |
1.2631 |
| Close |
1.2704 |
1.2757 |
0.0053 |
0.4% |
1.2757 |
| Range |
0.0095 |
0.0134 |
0.0039 |
41.1% |
0.0236 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.3% |
0.0000 |
| Volume |
229 |
125 |
-104 |
-45.4% |
908 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3081 |
1.2831 |
|
| R3 |
1.3002 |
1.2947 |
1.2794 |
|
| R2 |
1.2868 |
1.2868 |
1.2782 |
|
| R1 |
1.2813 |
1.2813 |
1.2769 |
1.2841 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2748 |
| S1 |
1.2679 |
1.2679 |
1.2745 |
1.2707 |
| S2 |
1.2600 |
1.2600 |
1.2732 |
|
| S3 |
1.2466 |
1.2545 |
1.2720 |
|
| S4 |
1.2332 |
1.2411 |
1.2683 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3344 |
1.2887 |
|
| R3 |
1.3224 |
1.3108 |
1.2822 |
|
| R2 |
1.2988 |
1.2988 |
1.2800 |
|
| R1 |
1.2872 |
1.2872 |
1.2779 |
1.2812 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2722 |
| S1 |
1.2636 |
1.2636 |
1.2735 |
1.2576 |
| S2 |
1.2516 |
1.2516 |
1.2714 |
|
| S3 |
1.2280 |
1.2400 |
1.2692 |
|
| S4 |
1.2044 |
1.2164 |
1.2627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2867 |
1.2631 |
0.0236 |
1.8% |
0.0086 |
0.7% |
53% |
False |
False |
181 |
| 10 |
1.2981 |
1.2631 |
0.0350 |
2.7% |
0.0100 |
0.8% |
36% |
False |
False |
222 |
| 20 |
1.3133 |
1.2631 |
0.0502 |
3.9% |
0.0096 |
0.7% |
25% |
False |
False |
359 |
| 40 |
1.3133 |
1.2509 |
0.0624 |
4.9% |
0.0086 |
0.7% |
40% |
False |
False |
509 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0068 |
0.5% |
53% |
False |
False |
390 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0058 |
0.5% |
53% |
False |
False |
294 |
| 100 |
1.3133 |
1.2052 |
0.1081 |
8.5% |
0.0053 |
0.4% |
65% |
False |
False |
248 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0051 |
0.4% |
69% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.3141 |
|
1.618 |
1.3007 |
|
1.000 |
1.2924 |
|
0.618 |
1.2873 |
|
HIGH |
1.2790 |
|
0.618 |
1.2739 |
|
0.500 |
1.2723 |
|
0.382 |
1.2707 |
|
LOW |
1.2656 |
|
0.618 |
1.2573 |
|
1.000 |
1.2522 |
|
1.618 |
1.2439 |
|
2.618 |
1.2305 |
|
4.250 |
1.2087 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2742 |
| PP |
1.2734 |
1.2726 |
| S1 |
1.2723 |
1.2711 |
|