CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2922 |
1.3000 |
0.0078 |
0.6% |
1.2688 |
| High |
1.2990 |
1.3123 |
0.0133 |
1.0% |
1.2838 |
| Low |
1.2900 |
1.2995 |
0.0095 |
0.7% |
1.2667 |
| Close |
1.2986 |
1.3123 |
0.0137 |
1.1% |
1.2830 |
| Range |
0.0090 |
0.0128 |
0.0038 |
42.2% |
0.0171 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
5.0% |
0.0000 |
| Volume |
802 |
1,590 |
788 |
98.3% |
3,160 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3464 |
1.3422 |
1.3193 |
|
| R3 |
1.3336 |
1.3294 |
1.3158 |
|
| R2 |
1.3208 |
1.3208 |
1.3146 |
|
| R1 |
1.3166 |
1.3166 |
1.3135 |
1.3187 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3091 |
| S1 |
1.3038 |
1.3038 |
1.3111 |
1.3059 |
| S2 |
1.2952 |
1.2952 |
1.3100 |
|
| S3 |
1.2824 |
1.2910 |
1.3088 |
|
| S4 |
1.2696 |
1.2782 |
1.3053 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3232 |
1.2924 |
|
| R3 |
1.3120 |
1.3061 |
1.2877 |
|
| R2 |
1.2949 |
1.2949 |
1.2861 |
|
| R1 |
1.2890 |
1.2890 |
1.2846 |
1.2920 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2793 |
| S1 |
1.2719 |
1.2719 |
1.2814 |
1.2749 |
| S2 |
1.2607 |
1.2607 |
1.2799 |
|
| S3 |
1.2436 |
1.2548 |
1.2783 |
|
| S4 |
1.2265 |
1.2377 |
1.2736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3123 |
1.2716 |
0.0407 |
3.1% |
0.0101 |
0.8% |
100% |
True |
False |
789 |
| 10 |
1.3123 |
1.2588 |
0.0535 |
4.1% |
0.0086 |
0.7% |
100% |
True |
False |
694 |
| 20 |
1.3123 |
1.2588 |
0.0535 |
4.1% |
0.0085 |
0.6% |
100% |
True |
False |
714 |
| 40 |
1.3123 |
1.2336 |
0.0787 |
6.0% |
0.0059 |
0.5% |
100% |
True |
False |
489 |
| 60 |
1.3123 |
1.2336 |
0.0787 |
6.0% |
0.0049 |
0.4% |
100% |
True |
False |
329 |
| 80 |
1.3123 |
1.2226 |
0.0897 |
6.8% |
0.0044 |
0.3% |
100% |
True |
False |
262 |
| 100 |
1.3123 |
1.1904 |
0.1219 |
9.3% |
0.0044 |
0.3% |
100% |
True |
False |
308 |
| 120 |
1.3123 |
1.1904 |
0.1219 |
9.3% |
0.0041 |
0.3% |
100% |
True |
False |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3667 |
|
2.618 |
1.3458 |
|
1.618 |
1.3330 |
|
1.000 |
1.3251 |
|
0.618 |
1.3202 |
|
HIGH |
1.3123 |
|
0.618 |
1.3074 |
|
0.500 |
1.3059 |
|
0.382 |
1.3044 |
|
LOW |
1.2995 |
|
0.618 |
1.2916 |
|
1.000 |
1.2867 |
|
1.618 |
1.2788 |
|
2.618 |
1.2660 |
|
4.250 |
1.2451 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3079 |
| PP |
1.3080 |
1.3035 |
| S1 |
1.3059 |
1.2991 |
|