CME British Pound Future March 2024
Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.2949 |
1.2973 |
0.0024 |
0.2% |
1.3058 |
High |
1.2949 |
1.2988 |
0.0039 |
0.3% |
1.3065 |
Low |
1.2949 |
1.2780 |
-0.0169 |
-1.3% |
1.2835 |
Close |
1.2949 |
1.2796 |
-0.0153 |
-1.2% |
1.2849 |
Range |
0.0000 |
0.0208 |
0.0208 |
|
0.0230 |
ATR |
0.0058 |
0.0069 |
0.0011 |
18.3% |
0.0000 |
Volume |
0 |
21 |
21 |
|
5 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3479 |
1.3345 |
1.2910 |
|
R3 |
1.3271 |
1.3137 |
1.2853 |
|
R2 |
1.3063 |
1.3063 |
1.2834 |
|
R1 |
1.2929 |
1.2929 |
1.2815 |
1.2892 |
PP |
1.2855 |
1.2855 |
1.2855 |
1.2836 |
S1 |
1.2721 |
1.2721 |
1.2777 |
1.2684 |
S2 |
1.2647 |
1.2647 |
1.2758 |
|
S3 |
1.2439 |
1.2513 |
1.2739 |
|
S4 |
1.2231 |
1.2305 |
1.2682 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3606 |
1.3458 |
1.2976 |
|
R3 |
1.3376 |
1.3228 |
1.2912 |
|
R2 |
1.3146 |
1.3146 |
1.2891 |
|
R1 |
1.2998 |
1.2998 |
1.2870 |
1.2957 |
PP |
1.2916 |
1.2916 |
1.2916 |
1.2896 |
S1 |
1.2768 |
1.2768 |
1.2828 |
1.2727 |
S2 |
1.2686 |
1.2686 |
1.2807 |
|
S3 |
1.2456 |
1.2538 |
1.2786 |
|
S4 |
1.2226 |
1.2308 |
1.2723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2988 |
1.2780 |
0.0208 |
1.6% |
0.0054 |
0.4% |
8% |
True |
True |
4 |
10 |
1.3095 |
1.2780 |
0.0315 |
2.5% |
0.0032 |
0.3% |
5% |
False |
True |
3 |
20 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0035 |
0.3% |
40% |
False |
False |
3 |
40 |
1.3105 |
1.2419 |
0.0686 |
5.4% |
0.0029 |
0.2% |
55% |
False |
False |
5 |
60 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0025 |
0.2% |
60% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3872 |
2.618 |
1.3533 |
1.618 |
1.3325 |
1.000 |
1.3196 |
0.618 |
1.3117 |
HIGH |
1.2988 |
0.618 |
1.2909 |
0.500 |
1.2884 |
0.382 |
1.2859 |
LOW |
1.2780 |
0.618 |
1.2651 |
1.000 |
1.2572 |
1.618 |
1.2443 |
2.618 |
1.2235 |
4.250 |
1.1896 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2884 |
1.2884 |
PP |
1.2855 |
1.2855 |
S1 |
1.2825 |
1.2825 |
|