CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2706 |
0.0012 |
0.1% |
1.2720 |
| High |
1.2742 |
1.2784 |
0.0042 |
0.3% |
1.2764 |
| Low |
1.2686 |
1.2676 |
-0.0010 |
-0.1% |
1.2594 |
| Close |
1.2698 |
1.2743 |
0.0045 |
0.4% |
1.2699 |
| Range |
0.0056 |
0.0108 |
0.0052 |
92.9% |
0.0170 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.2% |
0.0000 |
| Volume |
114,010 |
133,949 |
19,939 |
17.5% |
495,153 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3009 |
1.2802 |
|
| R3 |
1.2950 |
1.2901 |
1.2773 |
|
| R2 |
1.2842 |
1.2842 |
1.2763 |
|
| R1 |
1.2793 |
1.2793 |
1.2753 |
1.2818 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2747 |
| S1 |
1.2685 |
1.2685 |
1.2733 |
1.2710 |
| S2 |
1.2626 |
1.2626 |
1.2723 |
|
| S3 |
1.2518 |
1.2577 |
1.2713 |
|
| S4 |
1.2410 |
1.2469 |
1.2684 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3117 |
1.2793 |
|
| R3 |
1.3026 |
1.2947 |
1.2746 |
|
| R2 |
1.2856 |
1.2856 |
1.2730 |
|
| R1 |
1.2777 |
1.2777 |
1.2715 |
1.2732 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2663 |
| S1 |
1.2607 |
1.2607 |
1.2683 |
1.2562 |
| S2 |
1.2516 |
1.2516 |
1.2668 |
|
| S3 |
1.2346 |
1.2437 |
1.2652 |
|
| S4 |
1.2176 |
1.2267 |
1.2606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2784 |
1.2594 |
0.0190 |
1.5% |
0.0087 |
0.7% |
78% |
True |
False |
108,347 |
| 10 |
1.2874 |
1.2594 |
0.0280 |
2.2% |
0.0091 |
0.7% |
53% |
False |
False |
102,356 |
| 20 |
1.2874 |
1.2417 |
0.0457 |
3.6% |
0.0099 |
0.8% |
71% |
False |
False |
93,470 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0092 |
0.7% |
76% |
False |
False |
47,673 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0085 |
0.7% |
76% |
False |
False |
31,886 |
| 80 |
1.2874 |
1.2063 |
0.0811 |
6.4% |
0.0080 |
0.6% |
84% |
False |
False |
23,951 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0077 |
0.6% |
87% |
False |
False |
19,184 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.9% |
0.0069 |
0.5% |
87% |
False |
False |
15,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3243 |
|
2.618 |
1.3067 |
|
1.618 |
1.2959 |
|
1.000 |
1.2892 |
|
0.618 |
1.2851 |
|
HIGH |
1.2784 |
|
0.618 |
1.2743 |
|
0.500 |
1.2730 |
|
0.382 |
1.2717 |
|
LOW |
1.2676 |
|
0.618 |
1.2609 |
|
1.000 |
1.2568 |
|
1.618 |
1.2501 |
|
2.618 |
1.2393 |
|
4.250 |
1.2217 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2736 |
| PP |
1.2734 |
1.2730 |
| S1 |
1.2730 |
1.2723 |
|