CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2715 |
1.2755 |
0.0040 |
0.3% |
1.2831 |
| High |
1.2715 |
1.2789 |
0.0074 |
0.6% |
1.2833 |
| Low |
1.2702 |
1.2695 |
-0.0007 |
-0.1% |
1.2695 |
| Close |
1.2702 |
1.2755 |
0.0053 |
0.4% |
1.2755 |
| Range |
0.0013 |
0.0094 |
0.0081 |
623.1% |
0.0138 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.0% |
0.0000 |
| Volume |
28 |
0 |
-28 |
-100.0% |
42 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3028 |
1.2986 |
1.2807 |
|
| R3 |
1.2934 |
1.2892 |
1.2781 |
|
| R2 |
1.2840 |
1.2840 |
1.2772 |
|
| R1 |
1.2798 |
1.2798 |
1.2764 |
1.2802 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2749 |
| S1 |
1.2704 |
1.2704 |
1.2746 |
1.2708 |
| S2 |
1.2652 |
1.2652 |
1.2738 |
|
| S3 |
1.2558 |
1.2610 |
1.2729 |
|
| S4 |
1.2464 |
1.2516 |
1.2703 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3103 |
1.2831 |
|
| R3 |
1.3037 |
1.2965 |
1.2793 |
|
| R2 |
1.2899 |
1.2899 |
1.2780 |
|
| R1 |
1.2827 |
1.2827 |
1.2768 |
1.2794 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2745 |
| S1 |
1.2689 |
1.2689 |
1.2742 |
1.2656 |
| S2 |
1.2623 |
1.2623 |
1.2730 |
|
| S3 |
1.2485 |
1.2551 |
1.2717 |
|
| S4 |
1.2347 |
1.2413 |
1.2679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2833 |
1.2695 |
0.0138 |
1.1% |
0.0052 |
0.4% |
43% |
False |
True |
8 |
| 10 |
1.2988 |
1.2695 |
0.0293 |
2.3% |
0.0059 |
0.5% |
20% |
False |
True |
7 |
| 20 |
1.3105 |
1.2695 |
0.0410 |
3.2% |
0.0048 |
0.4% |
15% |
False |
True |
5 |
| 40 |
1.3105 |
1.2507 |
0.0598 |
4.7% |
0.0033 |
0.3% |
41% |
False |
False |
5 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0029 |
0.2% |
55% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3189 |
|
2.618 |
1.3035 |
|
1.618 |
1.2941 |
|
1.000 |
1.2883 |
|
0.618 |
1.2847 |
|
HIGH |
1.2789 |
|
0.618 |
1.2753 |
|
0.500 |
1.2742 |
|
0.382 |
1.2731 |
|
LOW |
1.2695 |
|
0.618 |
1.2637 |
|
1.000 |
1.2601 |
|
1.618 |
1.2543 |
|
2.618 |
1.2449 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2751 |
1.2752 |
| PP |
1.2746 |
1.2749 |
| S1 |
1.2742 |
1.2746 |
|