CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.3041 |
1.2940 |
-0.0101 |
-0.8% |
1.2840 |
| High |
1.3046 |
1.2968 |
-0.0078 |
-0.6% |
1.3146 |
| Low |
1.2871 |
1.2843 |
-0.0028 |
-0.2% |
1.2753 |
| Close |
1.2932 |
1.2861 |
-0.0071 |
-0.5% |
1.3106 |
| Range |
0.0175 |
0.0125 |
-0.0050 |
-28.6% |
0.0393 |
| ATR |
0.0101 |
0.0102 |
0.0002 |
1.7% |
0.0000 |
| Volume |
134,937 |
91,656 |
-43,281 |
-32.1% |
547,127 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3266 |
1.3188 |
1.2930 |
|
| R3 |
1.3141 |
1.3063 |
1.2895 |
|
| R2 |
1.3016 |
1.3016 |
1.2884 |
|
| R1 |
1.2938 |
1.2938 |
1.2872 |
1.2915 |
| PP |
1.2891 |
1.2891 |
1.2891 |
1.2879 |
| S1 |
1.2813 |
1.2813 |
1.2850 |
1.2790 |
| S2 |
1.2766 |
1.2766 |
1.2838 |
|
| S3 |
1.2641 |
1.2688 |
1.2827 |
|
| S4 |
1.2516 |
1.2563 |
1.2792 |
|
|
| 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 |
1.2843 |
0.0303 |
2.4% |
0.0102 |
0.8% |
6% |
False |
True |
96,717 |
| 10 |
1.3146 |
1.2729 |
0.0417 |
3.2% |
0.0109 |
0.8% |
32% |
False |
False |
105,050 |
| 20 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0100 |
0.8% |
48% |
False |
False |
103,703 |
| 40 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0100 |
0.8% |
65% |
False |
False |
73,852 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.3% |
0.0093 |
0.7% |
65% |
False |
False |
49,316 |
| 80 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0085 |
0.7% |
66% |
False |
False |
37,061 |
| 100 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0082 |
0.6% |
78% |
False |
False |
29,688 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
9.9% |
0.0076 |
0.6% |
78% |
False |
False |
24,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3499 |
|
2.618 |
1.3295 |
|
1.618 |
1.3170 |
|
1.000 |
1.3093 |
|
0.618 |
1.3045 |
|
HIGH |
1.2968 |
|
0.618 |
1.2920 |
|
0.500 |
1.2906 |
|
0.382 |
1.2891 |
|
LOW |
1.2843 |
|
0.618 |
1.2766 |
|
1.000 |
1.2718 |
|
1.618 |
1.2641 |
|
2.618 |
1.2516 |
|
4.250 |
1.2312 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.2986 |
| PP |
1.2891 |
1.2944 |
| S1 |
1.2876 |
1.2903 |
|