CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2785 |
-0.0055 |
-0.4% |
1.2863 |
| High |
1.2844 |
1.2808 |
-0.0036 |
-0.3% |
1.2999 |
| Low |
1.2744 |
1.2683 |
-0.0061 |
-0.5% |
1.2765 |
| Close |
1.2775 |
1.2722 |
-0.0053 |
-0.4% |
1.2860 |
| Range |
0.0100 |
0.0125 |
0.0025 |
25.0% |
0.0234 |
| ATR |
0.0104 |
0.0105 |
0.0002 |
1.5% |
0.0000 |
| Volume |
97,418 |
100,145 |
2,727 |
2.8% |
466,960 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3113 |
1.3042 |
1.2791 |
|
| R3 |
1.2988 |
1.2917 |
1.2756 |
|
| R2 |
1.2863 |
1.2863 |
1.2745 |
|
| R1 |
1.2792 |
1.2792 |
1.2733 |
1.2765 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2724 |
| S1 |
1.2667 |
1.2667 |
1.2711 |
1.2640 |
| S2 |
1.2613 |
1.2613 |
1.2699 |
|
| S3 |
1.2488 |
1.2542 |
1.2688 |
|
| S4 |
1.2363 |
1.2417 |
1.2653 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3452 |
1.2989 |
|
| R3 |
1.3343 |
1.3218 |
1.2924 |
|
| R2 |
1.3109 |
1.3109 |
1.2903 |
|
| R1 |
1.2984 |
1.2984 |
1.2881 |
1.2930 |
| PP |
1.2875 |
1.2875 |
1.2875 |
1.2847 |
| S1 |
1.2750 |
1.2750 |
1.2839 |
1.2696 |
| S2 |
1.2641 |
1.2641 |
1.2817 |
|
| S3 |
1.2407 |
1.2516 |
1.2796 |
|
| S4 |
1.2173 |
1.2282 |
1.2731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2999 |
1.2683 |
0.0316 |
2.5% |
0.0122 |
1.0% |
12% |
False |
True |
99,972 |
| 10 |
1.2999 |
1.2683 |
0.0316 |
2.5% |
0.0109 |
0.9% |
12% |
False |
True |
92,572 |
| 20 |
1.3146 |
1.2676 |
0.0470 |
3.7% |
0.0108 |
0.8% |
10% |
False |
False |
100,925 |
| 40 |
1.3146 |
1.2414 |
0.0732 |
5.8% |
0.0102 |
0.8% |
42% |
False |
False |
94,094 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0096 |
0.8% |
48% |
False |
False |
63,192 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0090 |
0.7% |
48% |
False |
False |
47,472 |
| 100 |
1.3146 |
1.2063 |
0.1083 |
8.5% |
0.0086 |
0.7% |
61% |
False |
False |
38,007 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0082 |
0.6% |
67% |
False |
False |
31,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3339 |
|
2.618 |
1.3135 |
|
1.618 |
1.3010 |
|
1.000 |
1.2933 |
|
0.618 |
1.2885 |
|
HIGH |
1.2808 |
|
0.618 |
1.2760 |
|
0.500 |
1.2746 |
|
0.382 |
1.2731 |
|
LOW |
1.2683 |
|
0.618 |
1.2606 |
|
1.000 |
1.2558 |
|
1.618 |
1.2481 |
|
2.618 |
1.2356 |
|
4.250 |
1.2152 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2780 |
| PP |
1.2738 |
1.2760 |
| S1 |
1.2730 |
1.2741 |
|