CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.3113 |
0.0113 |
0.9% |
1.2817 |
| High |
1.3123 |
1.3133 |
0.0010 |
0.1% |
1.3133 |
| Low |
1.2995 |
1.3082 |
0.0087 |
0.7% |
1.2750 |
| Close |
1.3123 |
1.3094 |
-0.0029 |
-0.2% |
1.3094 |
| Range |
0.0128 |
0.0051 |
-0.0077 |
-60.2% |
0.0383 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,590 |
141 |
-1,449 |
-91.1% |
3,525 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3226 |
1.3122 |
|
| R3 |
1.3205 |
1.3175 |
1.3108 |
|
| R2 |
1.3154 |
1.3154 |
1.3103 |
|
| R1 |
1.3124 |
1.3124 |
1.3099 |
1.3114 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3098 |
| S1 |
1.3073 |
1.3073 |
1.3089 |
1.3063 |
| S2 |
1.3052 |
1.3052 |
1.3085 |
|
| S3 |
1.3001 |
1.3022 |
1.3080 |
|
| S4 |
1.2950 |
1.2971 |
1.3066 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4141 |
1.4001 |
1.3305 |
|
| R3 |
1.3758 |
1.3618 |
1.3199 |
|
| R2 |
1.3375 |
1.3375 |
1.3164 |
|
| R1 |
1.3235 |
1.3235 |
1.3129 |
1.3305 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.3028 |
| S1 |
1.2852 |
1.2852 |
1.3059 |
1.2922 |
| S2 |
1.2609 |
1.2609 |
1.3024 |
|
| S3 |
1.2226 |
1.2469 |
1.2989 |
|
| S4 |
1.1843 |
1.2086 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3133 |
1.2750 |
0.0383 |
2.9% |
0.0087 |
0.7% |
90% |
True |
False |
705 |
| 10 |
1.3133 |
1.2593 |
0.0540 |
4.1% |
0.0085 |
0.6% |
93% |
True |
False |
692 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0085 |
0.6% |
93% |
True |
False |
688 |
| 40 |
1.3133 |
1.2336 |
0.0797 |
6.1% |
0.0061 |
0.5% |
95% |
True |
False |
493 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.1% |
0.0050 |
0.4% |
95% |
True |
False |
331 |
| 80 |
1.3133 |
1.2226 |
0.0907 |
6.9% |
0.0044 |
0.3% |
96% |
True |
False |
264 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.4% |
0.0044 |
0.3% |
97% |
True |
False |
310 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.4% |
0.0042 |
0.3% |
97% |
True |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3267 |
|
1.618 |
1.3216 |
|
1.000 |
1.3184 |
|
0.618 |
1.3165 |
|
HIGH |
1.3133 |
|
0.618 |
1.3114 |
|
0.500 |
1.3108 |
|
0.382 |
1.3101 |
|
LOW |
1.3082 |
|
0.618 |
1.3050 |
|
1.000 |
1.3031 |
|
1.618 |
1.2999 |
|
2.618 |
1.2948 |
|
4.250 |
1.2865 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3108 |
1.3068 |
| PP |
1.3103 |
1.3042 |
| S1 |
1.3099 |
1.3017 |
|