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It's because copper is one of the exceptions to regular orbital filling rules: copper's electrons completely fill the 3d orbital and leave the 4s orbital with only one electron. Because the 4s orbital is a lower energy orbital than the 3d orbitals, the valence electron that is lost when Cu ionizes to Cu+ comes from the 4s orbital.
The ground state electron configuration of Cu is [Ar] 3d10 4s1. Although 4s is filled before 3d, 3d becomes lower in energy than 4s once it is filled with electrons, which is why 4s1 is listed after 3d10. One may expect the electron configuration of Cu to be [Ar] 3d9 4s2, but this is not true because electron configurations are most stable when they have the lowest energy possible. To give the electron configuration of Cu the lowest energy possible, one electron from the 4s subshell enters the 3d subshell. Half full and full d subshells have lower energy due to lesser electron repulsion, so in moving the one electron from 4s to 3d to create a full 3d10 subshell, Cu becomes more stable. This leaves the one electron in 4s1 as the outermost and highest energy valence electron in Cu. Because of the shielding effect of the core electrons in Cu, this outermost valence electron is the easiest to remove to create the cation Cu+.
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