CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2863 |
0.0023 |
0.2% |
1.2702 |
| High |
1.2872 |
1.2939 |
0.0067 |
0.5% |
1.2853 |
| Low |
1.2753 |
1.2861 |
0.0108 |
0.8% |
1.2662 |
| Close |
1.2861 |
1.2932 |
0.0071 |
0.6% |
1.2843 |
| Range |
0.0119 |
0.0078 |
-0.0041 |
-34.5% |
0.0191 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
103,705 |
115,159 |
11,454 |
11.0% |
439,442 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3116 |
1.2975 |
|
| R3 |
1.3067 |
1.3038 |
1.2953 |
|
| R2 |
1.2989 |
1.2989 |
1.2946 |
|
| R1 |
1.2960 |
1.2960 |
1.2939 |
1.2975 |
| PP |
1.2911 |
1.2911 |
1.2911 |
1.2918 |
| S1 |
1.2882 |
1.2882 |
1.2925 |
1.2897 |
| S2 |
1.2833 |
1.2833 |
1.2918 |
|
| S3 |
1.2755 |
1.2804 |
1.2911 |
|
| S4 |
1.2677 |
1.2726 |
1.2889 |
|
|
| 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 |
1.2939 |
1.2676 |
0.0263 |
2.0% |
0.0097 |
0.8% |
97% |
True |
False |
115,420 |
| 10 |
1.2939 |
1.2594 |
0.0345 |
2.7% |
0.0096 |
0.7% |
98% |
True |
False |
108,407 |
| 20 |
1.2939 |
1.2507 |
0.0432 |
3.3% |
0.0101 |
0.8% |
98% |
True |
False |
106,995 |
| 40 |
1.2939 |
1.2333 |
0.0606 |
4.7% |
0.0094 |
0.7% |
99% |
True |
False |
55,894 |
| 60 |
1.2939 |
1.2333 |
0.0606 |
4.7% |
0.0087 |
0.7% |
99% |
True |
False |
37,323 |
| 80 |
1.2939 |
1.2157 |
0.0782 |
6.0% |
0.0082 |
0.6% |
99% |
True |
False |
28,054 |
| 100 |
1.2939 |
1.1870 |
0.1069 |
8.3% |
0.0079 |
0.6% |
99% |
True |
False |
22,476 |
| 120 |
1.2939 |
1.1870 |
0.1069 |
8.3% |
0.0070 |
0.5% |
99% |
True |
False |
18,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3271 |
|
2.618 |
1.3143 |
|
1.618 |
1.3065 |
|
1.000 |
1.3017 |
|
0.618 |
1.2987 |
|
HIGH |
1.2939 |
|
0.618 |
1.2909 |
|
0.500 |
1.2900 |
|
0.382 |
1.2891 |
|
LOW |
1.2861 |
|
0.618 |
1.2813 |
|
1.000 |
1.2783 |
|
1.618 |
1.2735 |
|
2.618 |
1.2657 |
|
4.250 |
1.2530 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2921 |
1.2899 |
| PP |
1.2911 |
1.2867 |
| S1 |
1.2900 |
1.2834 |
|