CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2831 |
1.2819 |
-0.0012 |
-0.1% |
1.2826 |
| High |
1.2833 |
1.2819 |
-0.0014 |
-0.1% |
1.2988 |
| Low |
1.2830 |
1.2751 |
-0.0079 |
-0.6% |
1.2762 |
| Close |
1.2833 |
1.2766 |
-0.0067 |
-0.5% |
1.2853 |
| Range |
0.0003 |
0.0068 |
0.0065 |
2,166.7% |
0.0226 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
29 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2983 |
1.2942 |
1.2803 |
|
| R3 |
1.2915 |
1.2874 |
1.2785 |
|
| R2 |
1.2847 |
1.2847 |
1.2778 |
|
| R1 |
1.2806 |
1.2806 |
1.2772 |
1.2793 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2772 |
| S1 |
1.2738 |
1.2738 |
1.2760 |
1.2725 |
| S2 |
1.2711 |
1.2711 |
1.2754 |
|
| S3 |
1.2643 |
1.2670 |
1.2747 |
|
| S4 |
1.2575 |
1.2602 |
1.2729 |
|
|
| 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 |
1.2751 |
0.0237 |
1.9% |
0.0079 |
0.6% |
6% |
False |
True |
7 |
| 10 |
1.2988 |
1.2751 |
0.0237 |
1.9% |
0.0047 |
0.4% |
6% |
False |
True |
4 |
| 20 |
1.3105 |
1.2665 |
0.0440 |
3.4% |
0.0043 |
0.3% |
23% |
False |
False |
4 |
| 40 |
1.3105 |
1.2419 |
0.0686 |
5.4% |
0.0030 |
0.2% |
51% |
False |
False |
5 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0028 |
0.2% |
57% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.2997 |
|
1.618 |
1.2929 |
|
1.000 |
1.2887 |
|
0.618 |
1.2861 |
|
HIGH |
1.2819 |
|
0.618 |
1.2793 |
|
0.500 |
1.2785 |
|
0.382 |
1.2777 |
|
LOW |
1.2751 |
|
0.618 |
1.2709 |
|
1.000 |
1.2683 |
|
1.618 |
1.2641 |
|
2.618 |
1.2573 |
|
4.250 |
1.2462 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2785 |
1.2814 |
| PP |
1.2779 |
1.2798 |
| S1 |
1.2772 |
1.2782 |
|