CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3083 |
1.3086 |
0.0003 |
0.0% |
1.2817 |
| High |
1.3095 |
1.3111 |
0.0016 |
0.1% |
1.3133 |
| Low |
1.3045 |
1.3025 |
-0.0020 |
-0.2% |
1.2750 |
| Close |
1.3074 |
1.3039 |
-0.0035 |
-0.3% |
1.3094 |
| Range |
0.0050 |
0.0086 |
0.0036 |
72.0% |
0.0383 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
570 |
219 |
-351 |
-61.6% |
3,525 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3316 |
1.3264 |
1.3086 |
|
| R3 |
1.3230 |
1.3178 |
1.3063 |
|
| R2 |
1.3144 |
1.3144 |
1.3055 |
|
| R1 |
1.3092 |
1.3092 |
1.3047 |
1.3075 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3050 |
| S1 |
1.3006 |
1.3006 |
1.3031 |
1.2989 |
| S2 |
1.2972 |
1.2972 |
1.3023 |
|
| S3 |
1.2886 |
1.2920 |
1.3015 |
|
| S4 |
1.2800 |
1.2834 |
1.2992 |
|
|
| 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 |
1.2900 |
0.0233 |
1.8% |
0.0081 |
0.6% |
60% |
False |
False |
664 |
| 10 |
1.3133 |
1.2667 |
0.0466 |
3.6% |
0.0083 |
0.6% |
80% |
False |
False |
725 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0083 |
0.6% |
83% |
False |
False |
532 |
| 40 |
1.3133 |
1.2336 |
0.0797 |
6.1% |
0.0063 |
0.5% |
88% |
False |
False |
512 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.1% |
0.0053 |
0.4% |
88% |
False |
False |
344 |
| 80 |
1.3133 |
1.2226 |
0.0907 |
7.0% |
0.0046 |
0.4% |
90% |
False |
False |
274 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.4% |
0.0046 |
0.3% |
92% |
False |
False |
318 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.4% |
0.0043 |
0.3% |
92% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3336 |
|
1.618 |
1.3250 |
|
1.000 |
1.3197 |
|
0.618 |
1.3164 |
|
HIGH |
1.3111 |
|
0.618 |
1.3078 |
|
0.500 |
1.3068 |
|
0.382 |
1.3058 |
|
LOW |
1.3025 |
|
0.618 |
1.2972 |
|
1.000 |
1.2939 |
|
1.618 |
1.2886 |
|
2.618 |
1.2800 |
|
4.250 |
1.2660 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3068 |
1.3079 |
| PP |
1.3058 |
1.3066 |
| S1 |
1.3049 |
1.3052 |
|