CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3077 |
1.3041 |
-0.0036 |
-0.3% |
1.2840 |
| High |
1.3129 |
1.3046 |
-0.0083 |
-0.6% |
1.3146 |
| Low |
1.3032 |
1.2871 |
-0.0161 |
-1.2% |
1.2753 |
| Close |
1.3049 |
1.2932 |
-0.0117 |
-0.9% |
1.3106 |
| Range |
0.0097 |
0.0175 |
0.0078 |
80.4% |
0.0393 |
| ATR |
0.0095 |
0.0101 |
0.0006 |
6.3% |
0.0000 |
| Volume |
94,909 |
134,937 |
40,028 |
42.2% |
547,127 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3378 |
1.3028 |
|
| R3 |
1.3300 |
1.3203 |
1.2980 |
|
| R2 |
1.3125 |
1.3125 |
1.2964 |
|
| R1 |
1.3028 |
1.3028 |
1.2948 |
1.2989 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2930 |
| S1 |
1.2853 |
1.2853 |
1.2916 |
1.2814 |
| S2 |
1.2775 |
1.2775 |
1.2900 |
|
| S3 |
1.2600 |
1.2678 |
1.2884 |
|
| S4 |
1.2425 |
1.2503 |
1.2836 |
|
|
| 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 |
1.2871 |
0.0275 |
2.1% |
0.0108 |
0.8% |
22% |
False |
True |
100,945 |
| 10 |
1.3146 |
1.2676 |
0.0470 |
3.6% |
0.0107 |
0.8% |
54% |
False |
False |
109,279 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0099 |
0.8% |
61% |
False |
False |
105,090 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0098 |
0.8% |
74% |
False |
False |
71,567 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0092 |
0.7% |
74% |
False |
False |
47,789 |
| 80 |
1.3146 |
1.2256 |
0.0890 |
6.9% |
0.0084 |
0.7% |
76% |
False |
False |
35,918 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0081 |
0.6% |
83% |
False |
False |
28,771 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0075 |
0.6% |
83% |
False |
False |
23,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3790 |
|
2.618 |
1.3504 |
|
1.618 |
1.3329 |
|
1.000 |
1.3221 |
|
0.618 |
1.3154 |
|
HIGH |
1.3046 |
|
0.618 |
1.2979 |
|
0.500 |
1.2959 |
|
0.382 |
1.2938 |
|
LOW |
1.2871 |
|
0.618 |
1.2763 |
|
1.000 |
1.2696 |
|
1.618 |
1.2588 |
|
2.618 |
1.2413 |
|
4.250 |
1.2127 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2959 |
1.3000 |
| PP |
1.2950 |
1.2977 |
| S1 |
1.2941 |
1.2955 |
|