CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2973 |
1.2849 |
-0.0124 |
-1.0% |
1.2826 |
| High |
1.2988 |
1.2877 |
-0.0111 |
-0.9% |
1.2988 |
| Low |
1.2780 |
1.2762 |
-0.0018 |
-0.1% |
1.2762 |
| Close |
1.2796 |
1.2853 |
0.0057 |
0.4% |
1.2853 |
| Range |
0.0208 |
0.0115 |
-0.0093 |
-44.7% |
0.0226 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.8% |
0.0000 |
| Volume |
21 |
5 |
-16 |
-76.2% |
29 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3176 |
1.3129 |
1.2916 |
|
| R3 |
1.3061 |
1.3014 |
1.2885 |
|
| R2 |
1.2946 |
1.2946 |
1.2874 |
|
| R1 |
1.2899 |
1.2899 |
1.2864 |
1.2923 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2842 |
| S1 |
1.2784 |
1.2784 |
1.2842 |
1.2808 |
| S2 |
1.2716 |
1.2716 |
1.2832 |
|
| S3 |
1.2601 |
1.2669 |
1.2821 |
|
| S4 |
1.2486 |
1.2554 |
1.2790 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3425 |
1.2977 |
|
| R3 |
1.3320 |
1.3199 |
1.2915 |
|
| R2 |
1.3094 |
1.3094 |
1.2894 |
|
| R1 |
1.2973 |
1.2973 |
1.2874 |
1.3034 |
| PP |
1.2868 |
1.2868 |
1.2868 |
1.2898 |
| S1 |
1.2747 |
1.2747 |
1.2832 |
1.2808 |
| S2 |
1.2642 |
1.2642 |
1.2812 |
|
| S3 |
1.2416 |
1.2521 |
1.2791 |
|
| S4 |
1.2190 |
1.2295 |
1.2729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2988 |
1.2762 |
0.0226 |
1.8% |
0.0067 |
0.5% |
40% |
False |
True |
5 |
| 10 |
1.3065 |
1.2762 |
0.0303 |
2.4% |
0.0044 |
0.3% |
30% |
False |
True |
3 |
| 20 |
1.3105 |
1.2654 |
0.0451 |
3.5% |
0.0040 |
0.3% |
44% |
False |
False |
3 |
| 40 |
1.3105 |
1.2419 |
0.0686 |
5.3% |
0.0032 |
0.2% |
63% |
False |
False |
5 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0027 |
0.2% |
68% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3366 |
|
2.618 |
1.3178 |
|
1.618 |
1.3063 |
|
1.000 |
1.2992 |
|
0.618 |
1.2948 |
|
HIGH |
1.2877 |
|
0.618 |
1.2833 |
|
0.500 |
1.2820 |
|
0.382 |
1.2806 |
|
LOW |
1.2762 |
|
0.618 |
1.2691 |
|
1.000 |
1.2647 |
|
1.618 |
1.2576 |
|
2.618 |
1.2461 |
|
4.250 |
1.2273 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2842 |
1.2875 |
| PP |
1.2831 |
1.2868 |
| S1 |
1.2820 |
1.2860 |
|