CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2840 |
0.0100 |
0.8% |
1.2702 |
| High |
1.2853 |
1.2872 |
0.0019 |
0.1% |
1.2853 |
| Low |
1.2729 |
1.2753 |
0.0024 |
0.2% |
1.2662 |
| Close |
1.2843 |
1.2861 |
0.0018 |
0.1% |
1.2843 |
| Range |
0.0124 |
0.0119 |
-0.0005 |
-4.0% |
0.0191 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.7% |
0.0000 |
| Volume |
110,278 |
103,705 |
-6,573 |
-6.0% |
439,442 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3142 |
1.2926 |
|
| R3 |
1.3067 |
1.3023 |
1.2894 |
|
| R2 |
1.2948 |
1.2948 |
1.2883 |
|
| R1 |
1.2904 |
1.2904 |
1.2872 |
1.2926 |
| PP |
1.2829 |
1.2829 |
1.2829 |
1.2840 |
| S1 |
1.2785 |
1.2785 |
1.2850 |
1.2807 |
| S2 |
1.2710 |
1.2710 |
1.2839 |
|
| S3 |
1.2591 |
1.2666 |
1.2828 |
|
| S4 |
1.2472 |
1.2547 |
1.2796 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3292 |
1.2948 |
|
| R3 |
1.3168 |
1.3101 |
1.2896 |
|
| R2 |
1.2977 |
1.2977 |
1.2878 |
|
| R1 |
1.2910 |
1.2910 |
1.2861 |
1.2944 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2803 |
| S1 |
1.2719 |
1.2719 |
1.2825 |
1.2753 |
| S2 |
1.2595 |
1.2595 |
1.2808 |
|
| S3 |
1.2404 |
1.2528 |
1.2790 |
|
| S4 |
1.2213 |
1.2337 |
1.2738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2872 |
1.2662 |
0.0210 |
1.6% |
0.0094 |
0.7% |
95% |
True |
False |
108,629 |
| 10 |
1.2872 |
1.2594 |
0.0278 |
2.2% |
0.0094 |
0.7% |
96% |
True |
False |
103,830 |
| 20 |
1.2874 |
1.2507 |
0.0367 |
2.9% |
0.0100 |
0.8% |
96% |
False |
False |
103,029 |
| 40 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0096 |
0.7% |
98% |
False |
False |
53,018 |
| 60 |
1.2874 |
1.2333 |
0.0541 |
4.2% |
0.0087 |
0.7% |
98% |
False |
False |
35,405 |
| 80 |
1.2874 |
1.2092 |
0.0782 |
6.1% |
0.0082 |
0.6% |
98% |
False |
False |
26,621 |
| 100 |
1.2874 |
1.1870 |
0.1004 |
7.8% |
0.0078 |
0.6% |
99% |
False |
False |
21,324 |
| 120 |
1.2874 |
1.1870 |
0.1004 |
7.8% |
0.0070 |
0.5% |
99% |
False |
False |
17,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3378 |
|
2.618 |
1.3184 |
|
1.618 |
1.3065 |
|
1.000 |
1.2991 |
|
0.618 |
1.2946 |
|
HIGH |
1.2872 |
|
0.618 |
1.2827 |
|
0.500 |
1.2813 |
|
0.382 |
1.2798 |
|
LOW |
1.2753 |
|
0.618 |
1.2679 |
|
1.000 |
1.2634 |
|
1.618 |
1.2560 |
|
2.618 |
1.2441 |
|
4.250 |
1.2247 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2845 |
1.2832 |
| PP |
1.2829 |
1.2803 |
| S1 |
1.2813 |
1.2774 |
|