CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3015 |
1.2933 |
-0.0082 |
-0.6% |
1.2817 |
| High |
1.3018 |
1.2961 |
-0.0057 |
-0.4% |
1.3133 |
| Low |
1.2878 |
1.2843 |
-0.0035 |
-0.3% |
1.2750 |
| Close |
1.2927 |
1.2856 |
-0.0071 |
-0.5% |
1.3094 |
| Range |
0.0140 |
0.0118 |
-0.0022 |
-15.7% |
0.0383 |
| ATR |
0.0086 |
0.0089 |
0.0002 |
2.6% |
0.0000 |
| Volume |
293 |
100 |
-193 |
-65.9% |
3,525 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3241 |
1.3166 |
1.2921 |
|
| R3 |
1.3123 |
1.3048 |
1.2888 |
|
| R2 |
1.3005 |
1.3005 |
1.2878 |
|
| R1 |
1.2930 |
1.2930 |
1.2867 |
1.2909 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2876 |
| S1 |
1.2812 |
1.2812 |
1.2845 |
1.2791 |
| S2 |
1.2769 |
1.2769 |
1.2834 |
|
| S3 |
1.2651 |
1.2694 |
1.2824 |
|
| S4 |
1.2533 |
1.2576 |
1.2791 |
|
|
| 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 |
1.2843 |
0.0290 |
2.3% |
0.0089 |
0.7% |
4% |
False |
True |
264 |
| 10 |
1.3133 |
1.2716 |
0.0417 |
3.2% |
0.0095 |
0.7% |
34% |
False |
False |
526 |
| 20 |
1.3133 |
1.2588 |
0.0545 |
4.2% |
0.0084 |
0.7% |
49% |
False |
False |
507 |
| 40 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0068 |
0.5% |
65% |
False |
False |
522 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0056 |
0.4% |
65% |
False |
False |
351 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0048 |
0.4% |
65% |
False |
False |
279 |
| 100 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0047 |
0.4% |
77% |
False |
False |
322 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0045 |
0.3% |
77% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3270 |
|
1.618 |
1.3152 |
|
1.000 |
1.3079 |
|
0.618 |
1.3034 |
|
HIGH |
1.2961 |
|
0.618 |
1.2916 |
|
0.500 |
1.2902 |
|
0.382 |
1.2888 |
|
LOW |
1.2843 |
|
0.618 |
1.2770 |
|
1.000 |
1.2725 |
|
1.618 |
1.2652 |
|
2.618 |
1.2534 |
|
4.250 |
1.2342 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2902 |
1.2977 |
| PP |
1.2887 |
1.2937 |
| S1 |
1.2871 |
1.2896 |
|