CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3077 |
-0.0021 |
-0.2% |
1.2840 |
| High |
1.3112 |
1.3129 |
0.0017 |
0.1% |
1.3146 |
| Low |
1.3054 |
1.3032 |
-0.0022 |
-0.2% |
1.2753 |
| Close |
1.3085 |
1.3049 |
-0.0036 |
-0.3% |
1.3106 |
| Range |
0.0058 |
0.0097 |
0.0039 |
67.2% |
0.0393 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.2% |
0.0000 |
| Volume |
71,593 |
94,909 |
23,316 |
32.6% |
547,127 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3302 |
1.3102 |
|
| R3 |
1.3264 |
1.3205 |
1.3076 |
|
| R2 |
1.3167 |
1.3167 |
1.3067 |
|
| R1 |
1.3108 |
1.3108 |
1.3058 |
1.3089 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3061 |
| S1 |
1.3011 |
1.3011 |
1.3040 |
1.2992 |
| S2 |
1.2973 |
1.2973 |
1.3031 |
|
| S3 |
1.2876 |
1.2914 |
1.3022 |
|
| S4 |
1.2779 |
1.2817 |
1.2996 |
|
|
| 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 |
1.2908 |
0.0238 |
1.8% |
0.0093 |
0.7% |
59% |
False |
False |
98,953 |
| 10 |
1.3146 |
1.2676 |
0.0470 |
3.6% |
0.0095 |
0.7% |
79% |
False |
False |
107,186 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.2% |
0.0097 |
0.7% |
82% |
False |
False |
105,094 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.2% |
0.0095 |
0.7% |
88% |
False |
False |
68,198 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.2% |
0.0090 |
0.7% |
88% |
False |
False |
45,543 |
| 80 |
1.3146 |
1.2218 |
0.0928 |
7.1% |
0.0083 |
0.6% |
90% |
False |
False |
34,233 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.8% |
0.0081 |
0.6% |
92% |
False |
False |
27,422 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.8% |
0.0074 |
0.6% |
92% |
False |
False |
22,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3541 |
|
2.618 |
1.3383 |
|
1.618 |
1.3286 |
|
1.000 |
1.3226 |
|
0.618 |
1.3189 |
|
HIGH |
1.3129 |
|
0.618 |
1.3092 |
|
0.500 |
1.3081 |
|
0.382 |
1.3069 |
|
LOW |
1.3032 |
|
0.618 |
1.2972 |
|
1.000 |
1.2935 |
|
1.618 |
1.2875 |
|
2.618 |
1.2778 |
|
4.250 |
1.2620 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3089 |
| PP |
1.3070 |
1.3076 |
| S1 |
1.3060 |
1.3062 |
|