CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2756 |
1.2783 |
0.0027 |
0.2% |
1.2854 |
| High |
1.2793 |
1.2790 |
-0.0003 |
0.0% |
1.2876 |
| Low |
1.2717 |
1.2687 |
-0.0030 |
-0.2% |
1.2623 |
| Close |
1.2787 |
1.2749 |
-0.0038 |
-0.3% |
1.2757 |
| Range |
0.0076 |
0.0103 |
0.0027 |
35.5% |
0.0253 |
| ATR |
0.0106 |
0.0105 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
57,872 |
70,606 |
12,734 |
22.0% |
478,064 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3051 |
1.3003 |
1.2806 |
|
| R3 |
1.2948 |
1.2900 |
1.2777 |
|
| R2 |
1.2845 |
1.2845 |
1.2768 |
|
| R1 |
1.2797 |
1.2797 |
1.2758 |
1.2770 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2728 |
| S1 |
1.2694 |
1.2694 |
1.2740 |
1.2667 |
| S2 |
1.2639 |
1.2639 |
1.2730 |
|
| S3 |
1.2536 |
1.2591 |
1.2721 |
|
| S4 |
1.2433 |
1.2488 |
1.2692 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3387 |
1.2896 |
|
| R3 |
1.3258 |
1.3134 |
1.2827 |
|
| R2 |
1.3005 |
1.3005 |
1.2803 |
|
| R1 |
1.2881 |
1.2881 |
1.2780 |
1.2817 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2720 |
| S1 |
1.2628 |
1.2628 |
1.2734 |
1.2564 |
| S2 |
1.2499 |
1.2499 |
1.2711 |
|
| S3 |
1.2246 |
1.2375 |
1.2687 |
|
| S4 |
1.1993 |
1.2122 |
1.2618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2808 |
1.2623 |
0.0185 |
1.5% |
0.0111 |
0.9% |
68% |
False |
False |
89,033 |
| 10 |
1.2999 |
1.2623 |
0.0376 |
2.9% |
0.0112 |
0.9% |
34% |
False |
False |
92,203 |
| 20 |
1.3146 |
1.2623 |
0.0523 |
4.1% |
0.0108 |
0.8% |
24% |
False |
False |
95,022 |
| 40 |
1.3146 |
1.2507 |
0.0639 |
5.0% |
0.0104 |
0.8% |
38% |
False |
False |
101,008 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0099 |
0.8% |
51% |
False |
False |
68,937 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0093 |
0.7% |
51% |
False |
False |
51,748 |
| 100 |
1.3146 |
1.2157 |
0.0989 |
7.8% |
0.0087 |
0.7% |
60% |
False |
False |
41,447 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0084 |
0.7% |
69% |
False |
False |
34,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3228 |
|
2.618 |
1.3060 |
|
1.618 |
1.2957 |
|
1.000 |
1.2893 |
|
0.618 |
1.2854 |
|
HIGH |
1.2790 |
|
0.618 |
1.2751 |
|
0.500 |
1.2739 |
|
0.382 |
1.2726 |
|
LOW |
1.2687 |
|
0.618 |
1.2623 |
|
1.000 |
1.2584 |
|
1.618 |
1.2520 |
|
2.618 |
1.2417 |
|
4.250 |
1.2249 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2741 |
| PP |
1.2742 |
1.2733 |
| S1 |
1.2739 |
1.2726 |
|