CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2727 |
0.0002 |
0.0% |
1.2853 |
| High |
1.2790 |
1.2789 |
-0.0001 |
0.0% |
1.2867 |
| Low |
1.2656 |
1.2720 |
0.0064 |
0.5% |
1.2631 |
| Close |
1.2757 |
1.2787 |
0.0030 |
0.2% |
1.2757 |
| Range |
0.0134 |
0.0069 |
-0.0065 |
-48.5% |
0.0236 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
125 |
556 |
431 |
344.8% |
908 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2949 |
1.2825 |
|
| R3 |
1.2903 |
1.2880 |
1.2806 |
|
| R2 |
1.2834 |
1.2834 |
1.2800 |
|
| R1 |
1.2811 |
1.2811 |
1.2793 |
1.2823 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2771 |
| S1 |
1.2742 |
1.2742 |
1.2781 |
1.2754 |
| S2 |
1.2696 |
1.2696 |
1.2774 |
|
| S3 |
1.2627 |
1.2673 |
1.2768 |
|
| S4 |
1.2558 |
1.2604 |
1.2749 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3344 |
1.2887 |
|
| R3 |
1.3224 |
1.3108 |
1.2822 |
|
| R2 |
1.2988 |
1.2988 |
1.2800 |
|
| R1 |
1.2872 |
1.2872 |
1.2779 |
1.2812 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2722 |
| S1 |
1.2636 |
1.2636 |
1.2735 |
1.2576 |
| S2 |
1.2516 |
1.2516 |
1.2714 |
|
| S3 |
1.2280 |
1.2400 |
1.2692 |
|
| S4 |
1.2044 |
1.2164 |
1.2627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2828 |
1.2631 |
0.0197 |
1.5% |
0.0094 |
0.7% |
79% |
False |
False |
277 |
| 10 |
1.2981 |
1.2631 |
0.0350 |
2.7% |
0.0099 |
0.8% |
45% |
False |
False |
207 |
| 20 |
1.3133 |
1.2631 |
0.0502 |
3.9% |
0.0094 |
0.7% |
31% |
False |
False |
347 |
| 40 |
1.3133 |
1.2509 |
0.0624 |
4.9% |
0.0087 |
0.7% |
45% |
False |
False |
523 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0069 |
0.5% |
57% |
False |
False |
399 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0059 |
0.5% |
57% |
False |
False |
301 |
| 100 |
1.3133 |
1.2168 |
0.0965 |
7.5% |
0.0052 |
0.4% |
64% |
False |
False |
253 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0052 |
0.4% |
72% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3082 |
|
2.618 |
1.2970 |
|
1.618 |
1.2901 |
|
1.000 |
1.2858 |
|
0.618 |
1.2832 |
|
HIGH |
1.2789 |
|
0.618 |
1.2763 |
|
0.500 |
1.2755 |
|
0.382 |
1.2746 |
|
LOW |
1.2720 |
|
0.618 |
1.2677 |
|
1.000 |
1.2651 |
|
1.618 |
1.2608 |
|
2.618 |
1.2539 |
|
4.250 |
1.2427 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2776 |
1.2762 |
| PP |
1.2765 |
1.2736 |
| S1 |
1.2755 |
1.2711 |
|