CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3098 |
-0.0038 |
-0.3% |
1.2840 |
| High |
1.3146 |
1.3112 |
-0.0034 |
-0.3% |
1.3146 |
| Low |
1.3093 |
1.3054 |
-0.0039 |
-0.3% |
1.2753 |
| Close |
1.3106 |
1.3085 |
-0.0021 |
-0.2% |
1.3106 |
| Range |
0.0053 |
0.0058 |
0.0005 |
9.4% |
0.0393 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
90,492 |
71,593 |
-18,899 |
-20.9% |
547,127 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3258 |
1.3229 |
1.3117 |
|
| R3 |
1.3200 |
1.3171 |
1.3101 |
|
| R2 |
1.3142 |
1.3142 |
1.3096 |
|
| R1 |
1.3113 |
1.3113 |
1.3090 |
1.3099 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3076 |
| S1 |
1.3055 |
1.3055 |
1.3080 |
1.3041 |
| S2 |
1.3026 |
1.3026 |
1.3074 |
|
| S3 |
1.2968 |
1.2997 |
1.3069 |
|
| S4 |
1.2910 |
1.2939 |
1.3053 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.4036 |
1.3322 |
|
| R3 |
1.3788 |
1.3643 |
1.3214 |
|
| R2 |
1.3395 |
1.3395 |
1.3178 |
|
| R1 |
1.3250 |
1.3250 |
1.3142 |
1.3323 |
| PP |
1.3002 |
1.3002 |
1.3002 |
1.3038 |
| S1 |
1.2857 |
1.2857 |
1.3070 |
1.2930 |
| S2 |
1.2609 |
1.2609 |
1.3034 |
|
| S3 |
1.2216 |
1.2464 |
1.2998 |
|
| S4 |
1.1823 |
1.2071 |
1.2890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3146 |
1.2861 |
0.0285 |
2.2% |
0.0089 |
0.7% |
79% |
False |
False |
103,003 |
| 10 |
1.3146 |
1.2662 |
0.0484 |
3.7% |
0.0092 |
0.7% |
87% |
False |
False |
105,816 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.2% |
0.0096 |
0.7% |
89% |
False |
False |
105,678 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.2% |
0.0095 |
0.7% |
92% |
False |
False |
65,830 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.2% |
0.0089 |
0.7% |
92% |
False |
False |
43,961 |
| 80 |
1.3146 |
1.2218 |
0.0928 |
7.1% |
0.0083 |
0.6% |
93% |
False |
False |
33,048 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.8% |
0.0080 |
0.6% |
95% |
False |
False |
26,473 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.8% |
0.0073 |
0.6% |
95% |
False |
False |
22,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3359 |
|
2.618 |
1.3264 |
|
1.618 |
1.3206 |
|
1.000 |
1.3170 |
|
0.618 |
1.3148 |
|
HIGH |
1.3112 |
|
0.618 |
1.3090 |
|
0.500 |
1.3083 |
|
0.382 |
1.3076 |
|
LOW |
1.3054 |
|
0.618 |
1.3018 |
|
1.000 |
1.2996 |
|
1.618 |
1.2960 |
|
2.618 |
1.2902 |
|
4.250 |
1.2808 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3079 |
| PP |
1.3084 |
1.3072 |
| S1 |
1.3083 |
1.3066 |
|